# EDGAR Filing Document

**Accession Number:** 0000816153
**File Stem:** 0001410368-26-051165
**Filing Date:** 2026-5
**Character Count:** 523137
**Document Hash:** bbcd03bbb4e600b5e9be23c4a73b7c50
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051165.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051165

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THORNBURG INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000816153

**ORGANIZATION NAME:**
- **EIN:** 061158764
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05201
- **FILM NUMBER:** 261016870

**BUSINESS ADDRESS:**
- **STREET 1:** 2300 NORTH RIDGETOP ROAD
- **CITY:** SANTA FE
- **STATE:** NM
- **ZIP:** 87506-8361
- **BUSINESS PHONE:** 5059840200

**MAIL ADDRESS:**
- **STREET 1:** 2300 NORTH RIDGETOP ROAD
- **CITY:** SANTA FE
- **STATE:** NM
- **ZIP:** 87506-8361

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** THORNBURG INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIMITED TERM TRUST
- **DATE OF NAME CHANGE:** 19870816

## Series and Classes Contracts Data

### Thornburg Strategic Income Fund (Series ID: S000020097)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000056389 | Thornburg Strategic Income Fund - Class A  | TSIAX           |
| C000056390 | Thornburg Strategic Income Fund - Class C  | TSICX           |
| C000056391 | Thornburg Strategic Income Fund - Class I  | TSIIX           |
| C000113850 | Thornburg Strategic Income Fund - Class R3 | TSIRX           |
| C000113851 | Thornburg Strategic Income Fund - Class R5 | TSRRX           |
| C000136850 | Thornburg Strategic Income Fund - Class R4 | TSRIX           |
| C000177481 | Thornburg Strategic Income Fund - Class R6 | TSRSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** THORNBURG INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-05201

- **c. CIK number of Registrant:** 0000816153

- **d. LEI of Registrant:** 5493001XM52H8S4WYY82

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

  - **Street Address 1:** 2300 NORTH RIDGETOP ROAD

  - **City:** SANTA FE

  - **State:** NM

  - **Foreign country:** US

  - **Zip / Postal Code:** 87506-8361

  - **Telephone number:** 505-984-0200

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

- **a. Name of Series:** Thornburg Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000020097

- **c. LEI of Series:** 549300DQDM30USQXD355

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10312875028.85

**Total Liabilities:** $151619573.96

**Net Assets:** $10161255454.89

**Delayed Delivery Securities:** $49817586.45

**Cash Not Reported:** $6048854.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -20861.76000000 | **1-Year:** -295066.02000000 | **5-Year:** -729437.68000000 | **10-Year:** -485526.96000000 | **30-Year:** -104163.33000000

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

- **3-Month:** -14951.60000000 | **1-Year:** -171508.77000000 | **5-Year:** -313532.67000000 | **10-Year:** -137524.30000000 | **30-Year:** -43679.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000056389 | 0.30%                | 0.99%                | -1.33%               |
| Class ID C000056390 | 0.24%                | 0.94%                | -1.39%               |
| Class ID C000056391 | 0.33%                | 1.02%                | -1.30%               |
| Class ID C000113850 | 0.36%                | 0.97%                | -1.35%               |
| Class ID C000113851 | 0.42%                | 1.02%                | -1.30%               |
| Class ID C000136850 | 0.28%                | 0.97%                | -1.35%               |
| Class ID C000177481 | 0.34%                | 1.02%                | -1.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11900382.23             | $-13852889.94                              |
| Month 2  | $2189123.74              | $62717836.76                               |
| Month 3  | $3615841.72              | $-186539639.90                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                   | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                   | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      4642864 | PA      | $4629957.16   | 0.05%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                   | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                 | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     14850000 | PA      | $14761791.00  | 0.15%             | 2032-02-13      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                  | ACCO Brands Corp                                                            | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     16611000 | PA      | $14836114.65  | 0.15%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2023-3PL                                                     | CUSIP: 000876AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       640708 | PA      | $641726.08    | 0.01%             | 2030-08-19      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2023-4CP                                                     | CUSIP: 00092CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1969699 | PA      | $1976916.46   | 0.02%             | 2030-11-25      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ACHD Trust                                        | ACHD Trust 2025-DS1                                                         | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4419240 | PA      | $4422458.35   | 0.04%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                     | AEP Texas Inc                                                               | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      2612000 | PA      | $2365218.24   | 0.02%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                     | AEP Texas Inc                                                               | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      5106000 | PA      | $5185449.36   | 0.05%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                     | AEP Texas Inc                                                               | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      6745000 | PA      | $6637687.05   | 0.07%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AES ESPANA BV                                     | AES Espana BV                                                               | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | NL        |     20027000 | PA      | $19632868.64  | 0.19%             | 2028-05-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                                   | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      4740000 | PA      | $4758012.00   | 0.05%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMCR ABS Trust                                    | AMCR ABS TRUST 2024-A                                                       | CUSIP: 00178EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        10867 | PA      | $10872.50     | 0.00%             | 2031-08-18      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                            | APA Infrastructure Ltd                                                      | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      9210000 | PA      | $9123241.80   | 0.09%             | 2034-09-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                          | ATS Corp                                                                    | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |      9620000 | PA      | $9276277.40   | 0.09%             | 2028-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASP WHCO PARTN 2025 2 LP                          | ASP WHCO PARTN 2025 2 LP                                                    | CUSIP: 00218YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     23750000 | PA      | $23695429.63  | 0.23%             | 2029-03-29      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                       | Acushnet Co                                                                 | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      1955000 | PA      | $1950268.90   | 0.02%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                          | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     18400000 | PA      | $18110016.00  | 0.18%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                           | Aeropuertos Dominicanos Siglo XXI SA                                        | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |      5000000 | PA      | $5106400.00   | 0.05%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X2                                   | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4821878 | PA      | $4825429.93   | 0.05%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                          | Ajax Mortgage Loan Trust 2023-B                                             | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7440839 | PA      | $7405441.24   | 0.07%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                          | Ajax Mortgage Loan Trust 2022-A                                             | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3010497 | PA      | $2924528.22   | 0.03%             | 2061-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                          | Ajax Mortgage Loan Trust 2021-F                                             | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2391649 | PA      | $2392608.30   | 0.02%             | 2061-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                          | Ajax Mortgage Loan Trust 2021-C                                             | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3094520 | PA      | $3096253.52   | 0.03%             | 2061-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                          | Ajax Mortgage Loan Trust 2023-C                                             | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8009897 | PA      | $7736412.99   | 0.08%             | 2063-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC       | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1008600.00   | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC       | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      4725000 | PA      | $4673592.00   | 0.05%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                            | Allegion US Holding Co Inc                                                  | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      4659000 | PA      | $4755115.17   | 0.05%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                            | Alliant Energy Finance LLC                                                  | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |      3415000 | PA      | $3541286.70   | 0.03%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                            | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      9890000 | PA      | $8678573.90   | 0.09%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMCR ABS Trust                                    | AMCR ABS Trust 2026-A                                                       | CUSIP: 02341AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10500000 | PA      | $10513053.92  | 0.10%             | 2033-05-18      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AMDR ABS Trust                                    | AMDR ABS TRUST 2025-1                                                       | CUSIP: 02342WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4597521 | PA      | $4606829.37   | 0.05%             | 2033-12-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                               | Amcor Group Finance PLC                                                     | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |      4400000 | PA      | $4509340.00   | 0.04%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                 | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      4408000 | PA      | $4458163.04   | 0.04%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                              | American National Global Funding                                            | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12303000 | PA      | $12444484.50  | 0.12%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                              | American National Global Funding                                            | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8340000 | PA      | $8323903.80   | 0.08%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                 | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     12684000 | PA      | $12955818.12  | 0.13%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                            | American Tower Trust #1                                                     | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |     14250000 | PA      | $14095475.85  | 0.14%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                         | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      6000000 | PA      | $5296860.00   | 0.05%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                         | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      5000000 | PA      | $5153850.00   | 0.05%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                         | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       521000 | PA      | $525454.55    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                         | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      4171000 | PA      | $4096380.81   | 0.04%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5130050.00   | 0.05%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2022-1                                             | CUSIP: 03464BAE8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      4575000 | PA      | $3468737.55   | 0.03%             | 2066-12-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2023-2                                             | CUSIP: 03465GAA4<br>LEI: 254900IWOX9Q54UE4072 | Long             | ABS-MBS          | CORP              | US        |      5265821 | PA      | $5262502.61   | 0.05%             | 2067-10-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2022-6                                             | CUSIP: 03465VAC7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      3466307 | PA      | $3451383.36   | 0.03%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2023-1                                             | CUSIP: 03465WAA9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     10813867 | PA      | $10773891.92  | 0.11%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                         | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     10596000 | PA      | $10554993.48  | 0.10%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                         | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      1630000 | PA      | $1595427.70   | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                         | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      6480000 | PA      | $6298236.00   | 0.06%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                         | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5183300.00   | 0.05%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                         | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1979600.00   | 0.02%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                             | Aon North America Inc                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11280000 | PA      | $11526693.60  | 0.11%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                    | AptarGroup Inc                                                              | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6650554.00   | 0.07%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2019-A                                                   | CUSIP: 038370AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7074817 | PA      | $6953568.50   | 0.07%             | 2040-07-16      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2020-A                                                   | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       994688 | PA      | $924652.33    | 0.01%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2020-A                                                   | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2061602 | PA      | $2042737.69   | 0.02%             | 2046-07-17      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2021-A                                                   | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1963254 | PA      | $1803910.59   | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                              | Aramark Services Inc 2025 Term Loan                                         | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     11050032 | PA      | $11050032.13  | 0.11%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd   | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                      | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6445652 | PA      | $6445652.93   | 0.06%             | 2037-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                  | Arches Buyer Inc                                                            | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     19319000 | PA      | $18624095.57  | 0.18%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                  | Arcos Dorados BV                                                            | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     13740000 | PA      | $14060829.00  | 0.14%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8510000 | PA      | $8091478.20   | 0.08%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       300000 | PA      | $297273.00    | 0.00%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2024-1                         | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       600220 | PA      | $602078.44    | 0.01%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2022-2                         | CUSIP: 04047JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1760000 | PA      | $1780798.84   | 0.02%             | 2029-02-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                            | Arizona Public Service Co                                                   | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      6776000 | PA      | $7019800.48   | 0.07%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                             | Arroyo Mortgage Trust 2021-1R                                               | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1716084 | PA      | $1540966.17   | 0.02%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                             | Arroyo Mortgage Trust 2019-1                                                | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       356386 | PA      | $346319.17    | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                             | Arroyo Mortgage Trust 2019-3                                                | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       830990 | PA      | $791796.59    | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                    | Ascent Education Funding Trust 2024-A                                       | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8719597 | PA      | $8896383.76   | 0.09%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                   | Ascot Group Ltd                                                             | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |      6889000 | PA      | $6427919.23   | 0.06%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                          | Aspen Insurance Holdings Ltd                                                | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |      9600000 | PA      | $9905280.00   | 0.10%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                        | ATLX 2024-RPL1 Trust                                                        | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10729231 | PA      | $10619524.56  | 0.10%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                        | ATLX 2024-RPL2 Trust                                                        | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10386195 | PA      | $10211452.40  | 0.10%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                          | Augusta SpinCo Corp                                                         | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12979000 | PA      | $12971342.39  | 0.13%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                          | Augusta SpinCo Corp                                                         | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6525000 | PA      | $6491070.00   | 0.06%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                         | Auxilior Term Funding 2023-1 LLC                                            | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       311340 | PA      | $312078.66    | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding Inc                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      9868000 | PA      | $9629391.76   | 0.09%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                               | Avery Dennison Corp                                                         | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     16449000 | PA      | $17130153.09  | 0.17%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                         | Avnet Inc                                                                   | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     14700000 | PA      | $15136737.00  | 0.15%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      1975000 | PA      | $2015527.00   | 0.02%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                            | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2988000 | PA      | $2923638.48   | 0.03%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                            | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      4862000 | PA      | $5577248.82   | 0.05%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | BOF URSA VI Funding Trust I                                                 | CUSIP: 05603KAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       837465 | PA      | $843304.27    | 0.01%             | 2031-10-27      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | BOF URSA VI Funding Trust I                                                 | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       586319 | PA      | $589817.58    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | BOF URSA VI Funding Trust I                                                 | CUSIP: 05603LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2634596 | PA      | $2649780.04   | 0.03%             | 2031-10-27      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                              | BWX Technologies Inc                                                        | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      4380000 | PA      | $4266733.20   | 0.04%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                              | BWX Technologies Inc                                                        | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     12081000 | PA      | $11628324.93  | 0.11%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                         | BXP Trust 2021-601L                                                         | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6760000 | PA      | $5891394.96   | 0.06%             | 2044-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2023-BRK2                                                         | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4250000 | PA      | $4354137.75   | 0.04%             | 2038-10-05      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-LIFE                                                          | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23150000 | PA      | $22930313.45  | 0.23%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                   | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     19714000 | PA      | $17942894.24  | 0.18%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                   | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1016240.00   | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                   | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      6643000 | PA      | $6649244.42   | 0.07%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                        | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4930772.00   | 0.05%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                            | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      1935000 | PA      | $1925518.50   | 0.02%             | 2026-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                            | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       649000 | PA      | $650719.85    | 0.01%             | 2026-06-20      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                            | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     33455000 | PA      | $32796940.15  | 0.32%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                      | Barclays Mortgage Trust 2021-NPL1                                           | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4305648 | PA      | $4307731.69   | 0.04%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                      | Barclays Mortgage Loan Trust 2022-INV1                                      | CUSIP: 06744YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11384937 | PA      | $11187772.09  | 0.11%             | 2062-02-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                      | Barclays Mortgage Trust 2022-RPL1                                           | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12985852 | PA      | $13066422.81  | 0.13%             | 2028-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                    | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      2741000 | PA      | $2703283.84   | 0.03%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust       | Bear Stearns ARM Trust 2003-6                                               | CUSIP: 07384MXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        12214 | PA      | $12175.61     | 0.00%             | 2033-08-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                    | Becle SAB de CV                                                             | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     34064000 | PA      | $29126763.84  | 0.29%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                             | Belron UK Finance PLC                                                       | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      2680000 | PA      | $2693748.40   | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                           | Belron Finance 2019 LLC 2026 Repriced Term Loan B                           | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17540533 | PA      | $17522992.19  | 0.17%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                  | Berry Global Inc                                                            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     12729000 | PA      | $12731163.93  | 0.13%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2021-A                                             | CUSIP: 08861YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2200000 | PA      | $2113548.21   | 0.02%             | 2033-11-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                      | Bio-Rad Laboratories Inc                                                    | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |      8743000 | PA      | $8638258.86   | 0.09%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                  | Black Hills Corp                                                            | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $913210.00    | 0.01%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                  | Black Hills Corp                                                            | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      4371000 | PA      | $4326066.12   | 0.04%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                               | Block Financial LLC                                                         | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3605000 | PA      | $3404021.25   | 0.03%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                              | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1350000 | PA      | $1329223.50   | 0.01%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                              | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      6048000 | PA      | $5914944.00   | 0.06%             | 2034-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | BOF VII AL Funding Trust I                                                  | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3015907 | PA      | $3051819.58   | 0.03%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     14132000 | PA      | $13733477.60  | 0.14%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      7440000 | PA      | $7199613.60   | 0.07%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      4992000 | PA      | $5030588.16   | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                | Boston Gas Co                                                               | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      6140000 | PA      | $5757048.20   | 0.06%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2024-NQM4                                   | CUSIP: 10568NAA0<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |     23724379 | PA      | $23468873.26  | 0.23%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2024-NQM2                                   | CUSIP: 10569KAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |      3485323 | PA      | $3504685.33   | 0.03%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2023-NQM5                                   | CUSIP: 10569UAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |      4873269 | PA      | $4877855.74   | 0.05%             | 2063-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                                        | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |      2089000 | PA      | $2080163.53   | 0.02%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                                        | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |      9540000 | PA      | $8917133.40   | 0.09%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                                        | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     16438000 | PA      | $16528244.62  | 0.16%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                                        | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |      4056000 | PA      | $4088569.68   | 0.04%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4861000 | PA      | $4062726.58   | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                          | Brookfield Asset Management Ltd                                             | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      8500000 | PA      | $8654190.00   | 0.09%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                          | Brookfield Asset Management Ltd                                             | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     15030000 | PA      | $14898036.60  | 0.15%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                             | Brooklyn Union Gas Co/The                                                   | CUSIP: 114259AZ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     20260000 | PA      | $20064085.80  | 0.20%             | 2036-03-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                           | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      6184000 | PA      | $6239099.44   | 0.06%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                 | Bunker Hill Loan Depositary Trust 2019-3                                    | CUSIP: 12062BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3420000 | PA      | $3378500.87   | 0.03%             | 2059-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                          | Burford Capital Global Finance LLC                                          | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4700550.00   | 0.05%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                          | Burford Capital Global Finance LLC                                          | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     18500000 | PA      | $16705315.00  | 0.16%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9150000 | PA      | $9151647.00   | 0.09%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8373000 | PA      | $7941623.04   | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6548000 | PA      | $5957173.96   | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4277700.00   | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $815859.00    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2008640.00   | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                  | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18083000 | PA      | $17860036.61  | 0.18%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                  | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5238000 | PA      | $4987309.32   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                  | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9391000 | PA      | $9376631.77   | 0.09%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                           | CD&R Smokey Buyer Inc / Radio Systems Corp                                  | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11475000 | PA      | $9731373.75   | 0.10%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                       | CHNGE Mortgage Trust 2022-2                                                 | CUSIP: 12546YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7015000 | PA      | $5336102.15   | 0.05%             | 2067-03-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                              | CHNGE Mortgage Trust 2023-1                                                 | CUSIP: 12547QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4066788 | PA      | $4059833.88   | 0.04%             | 2058-03-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2018-INV1                                                         | CUSIP: 12553XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       117927 | PA      | $110633.38    | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J1                                                           | CUSIP: 12559YAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11735214 | PA      | $252532.42    | 0.00%             | 2049-10-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J1                                                           | CUSIP: 12559YAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10466777 | PA      | $289639.80    | 0.00%             | 2049-10-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J1                                                           | CUSIP: 12559YBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       312085 | PA      | $272252.78    | 0.00%             | 2049-10-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J1                                                           | CUSIP: 12559YBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       157765 | PA      | $105765.61    | 0.00%             | 2049-10-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J1                                                           | CUSIP: 12559YBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       286799 | PA      | $143468.85    | 0.00%             | 2049-10-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J1                                                           | CUSIP: 12559YBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14654253 | PA      | $158371.45    | 0.00%             | 2049-10-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J2                                                           | CUSIP: 12568PBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91980190 | PA      | $1335543.17   | 0.01%             | 2051-01-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J2                                                           | CUSIP: 12568PCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       491000 | PA      | $236323.00    | 0.00%             | 2051-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J2                                                           | CUSIP: 12568PCK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       164000 | PA      | $77572.13     | 0.00%             | 2051-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J2                                                           | CUSIP: 12568PCL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       654523 | PA      | $280432.21    | 0.00%             | 2051-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-J2                                                           | CUSIP: 12568PCM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98424873 | PA      | $1187515.77   | 0.01%             | 2051-01-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2023-I1                                                           | CUSIP: 12570DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10705000 | PA      | $10705000.00  | 0.11%             | 2058-04-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2023-I2                                                           | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8823998 | PA      | $8828316.08   | 0.09%             | 2067-12-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2019-AFC1 Trust                                                        | CUSIP: 12596XAF9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      2366448 | PA      | $2285752.60   | 0.02%             | 2049-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                | CNA Financial Corp                                                          | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      6785000 | PA      | $6693198.95   | 0.07%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                           | CNO Financial Group Inc                                                     | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     11385000 | PA      | $11733608.70  | 0.12%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-277P Mortgage Trust                                               | CUSIP: 12654FAA8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      9000000 | PA      | $9383917.50   | 0.09%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                | Century Plaza Towers 2019-CPT                                               | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5080000 | PA      | $4692098.62   | 0.05%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2020-WEST Trust                                                        | CUSIP: 12655QAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     22257500 | PA      | $18812157.41  | 0.19%             | 2035-02-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-AFC1 Trust                                                        | CUSIP: 12657LAG9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       146228 | PA      | $99760.09     | 0.00%             | 2056-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-AFC1 Trust                                                        | CUSIP: 12657LAH7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     38340817 | PA      | $375253.07    | 0.00%             | 2056-03-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-AFC1 Trust                                                        | CUSIP: 12657LAJ3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     38340817 | PA      | $6448541.94   | 0.06%             | 2056-03-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Securitization Trust 2021-1                                        | CUSIP: 12657TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4206068 | PA      | $4283878.24   | 0.04%             | 2026-06-16      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL11 Trust                                                       | CUSIP: 12659AAC0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     12535023 | PA      | $10502350.72  | 0.10%             | 2061-10-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-NQM8                                                              | CUSIP: 12659FAF2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      3478650 | PA      | $3014867.34   | 0.03%             | 2066-10-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-BPNY                                                              | CUSIP: 12659XAA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     12573585 | PA      | $12352045.27  | 0.12%             | 2026-08-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-NQM3                                                              | CUSIP: 12660LAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      1711338 | PA      | $1502723.92   | 0.01%             | 2066-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-NQM3                                                              | CUSIP: 12660LAF6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      2650000 | PA      | $2012553.37   | 0.02%             | 2066-04-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2022-NQM5 Trust                                                        | CUSIP: 12663DAE4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      2983019 | PA      | $2972420.18   | 0.03%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2022-ATH2                                                              | CUSIP: 12665WAC4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      4142536 | PA      | $4126825.92   | 0.04%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                            | CACI International Inc Term Loan B                                          | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      3456250 | PA      | $3454798.38   | 0.03%             | 2031-10-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                            | CACI INTERNATIONAL INC 2026 INCREMENTAL TERM LOAN B2                        | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      4000000 | PA      | $3995000.00   | 0.04%             | 2033-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                   | Cameron LNG LLC                                                             | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     10203000 | PA      | $8884772.40   | 0.09%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2022-N1                                      | CUSIP: 14686GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3750040 | PA      | $3662724.44   | 0.04%             | 2028-12-11      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P1                                      | CUSIP: 14687B106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        23500 | PA      | $0.00         | 0.00%             | 2027-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N4                                      | CUSIP: 14687HAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6441769 | PA      | $6353326.48   | 0.06%             | 2028-09-11      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N4                                      | CUSIP: 14687HAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        11650 | PA      | $449540.27    | 0.00%             | 2028-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P3                                      | CUSIP: 14687JAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         9000 | PA      | $718314.62    | 0.01%             | 2028-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P4                                      | CUSIP: 14687KAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         8250 | PA      | $842202.20    | 0.01%             | 2028-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P2                                      | CUSIP: 14687TAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         7500 | PA      | $992500.91    | 0.01%             | 2028-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2022-P1                                      | CUSIP: 14688DAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126212437 | PA      | $348422.05    | 0.00%             | 2029-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2022-P1                                      | CUSIP: 14688DAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        24000 | PA      | $4980894.43   | 0.05%             | 2029-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                            | Cascade MH Asset Trust 2021-MH1                                             | CUSIP: 14731QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1936119 | PA      | $1731632.11   | 0.02%             | 2046-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                              | Celsius Holdings Inc 2025 Term Loan B                                       | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9286667 | PA      | $9295396.14   | 0.09%             | 2032-04-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      5775000 | PA      | $5482149.75   | 0.05%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      6962000 | PA      | $6100034.78   | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3950000 | PA      | $3305044.00   | 0.03%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                                           | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      6427000 | PA      | $6569358.05   | 0.06%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                            | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL   | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     24655000 | PA      | $24047007.70  | 0.24%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Century De Buyer LLC                              | Century De Buyer LLC 2025 Term Loan B                                       | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |      3447762 | PA      | $3345053.23   | 0.03%             | 2030-10-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corporation                     | Champ Acquisition Corporation 2024 Term Loan B                              | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6678820 | PA      | $6693446.48   | 0.07%             | 2031-11-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                            | Champ Acquisition Corp                                                      | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3590000 | PA      | $3761278.90   | 0.04%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                          | Charles River Laboratories International Inc                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     10370000 | PA      | $10127756.80  | 0.10%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                          | Charles River Laboratories International Inc                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      6567000 | PA      | $6227354.76   | 0.06%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust 2019-1                                    | CUSIP: 16159WBZ6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |       640891 | PA      | $571484.48    | 0.01%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust 2019-1                                    | CUSIP: 16159WCA0<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |       330665 | PA      | $262459.43    | 0.00%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust 2019-1                                    | CUSIP: 16159WCB8<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |       521093 | PA      | $346912.75    | 0.00%             | 2050-03-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Mortgage Finance Corp                                                 | CUSIP: 16164AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1802040 | PA      | $1682852.24   | 0.02%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                       | CHNGE Mortgage Trust 2022-1                                                 | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16184510 | PA      | $15610641.20  | 0.15%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                       | CHNGE Mortgage Trust 2022-1                                                 | CUSIP: 17030JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4700000 | PA      | $3885331.14   | 0.04%             | 2067-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2024-R1                                                           | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12090186 | PA      | $12161659.97  | 0.12%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                               | Citadel Finance LLC                                                         | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9797100.00   | 0.10%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2022-INV1                                     | CUSIP: 17290FBU2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    171925405 | PA      | $2735814.58   | 0.03%             | 2051-11-27      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2022-INV1                                     | CUSIP: 17290FDX4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      1252505 | PA      | $1068281.97   | 0.01%             | 2051-11-27      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2022-INV1                                     | CUSIP: 17290FDZ9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      3158116 | PA      | $1508905.03   | 0.01%             | 2051-11-27      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                               | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9850000 | PA      | $9853644.50   | 0.10%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2004-HYB2                                     | CUSIP: 17307GEF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        16141 | PA      | $4601.52      | 0.00%             | 2034-03-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2014-A                                        | CUSIP: 17322GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       244836 | PA      | $239128.69    | 0.00%             | 2035-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                         | CUSIP: 17327TJ23<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      4108000 | PA      | $3562523.33   | 0.04%             | 2035-01-29      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2020-EXP1                                     | CUSIP: 17328JAF4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      1180900 | PA      | $977790.80    | 0.01%             | 2060-05-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2020-EXP1                                     | CUSIP: 17328JAG2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       770600 | PA      | $608602.08    | 0.01%             | 2060-05-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2020-EXP1                                     | CUSIP: 17328JAH0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       386242 | PA      | $248584.04    | 0.00%             | 2060-05-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2020-EXP1                                     | CUSIP: 17328JAJ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     15502156 | PA      | $371741.69    | 0.00%             | 2060-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust Inc                                           | CUSIP: 17328PCD3<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       153000 | PA      | $91310.95     | 0.00%             | 2050-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust Inc                                           | CUSIP: 17328PCE1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       372000 | PA      | $200043.19    | 0.00%             | 2050-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                                       | CUSIP: 17329EBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       425000 | PA      | $204878.73    | 0.00%             | 2051-04-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                                       | CUSIP: 17329EBY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       666000 | PA      | $296253.05    | 0.00%             | 2051-04-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                                       | CUSIP: 17329EBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       503782 | PA      | $199491.91    | 0.00%             | 2051-04-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2021-J2                                       | CUSIP: 17329MCL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10043399 | PA      | $9017216.23   | 0.09%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2021-J2                                       | CUSIP: 17329MDU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2281541 | PA      | $1084655.82   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2021-J2                                       | CUSIP: 17329MDV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       623000 | PA      | $290314.95    | 0.00%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2021-J2                                       | CUSIP: 17329MDW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1247350 | PA      | $511914.56    | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2021-J3                                       | CUSIP: 17330BDP2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      1032000 | PA      | $560933.49    | 0.01%             | 2051-09-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2021-J3                                       | CUSIP: 17330BDQ0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       173000 | PA      | $84509.05     | 0.00%             | 2051-09-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2021-J3                                       | CUSIP: 17330BDR8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       573357 | PA      | $240379.75    | 0.00%             | 2051-09-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2022-J1                                       | CUSIP: 17330CCU0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       700598 | PA      | $353895.29    | 0.00%             | 2052-02-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2022-J1                                       | CUSIP: 17330CCV8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       527000 | PA      | $252736.87    | 0.00%             | 2052-02-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2022-J1                                       | CUSIP: 17330CCW6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      1404735 | PA      | $553538.50    | 0.01%             | 2052-02-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                           | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1973040.00   | 0.02%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3046230.00   | 0.03%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                           | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       900000 | PA      | $900729.00    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                   | Cleco Power LLC                                                             | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |      9086000 | PA      | $9018672.74   | 0.09%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                                          | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $6995294.00   | 0.07%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                                          | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      4350000 | PA      | $4318506.00   | 0.04%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                                          | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4936300.00   | 0.05%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                        | CoBank ACB                                                                  | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |     34539000 | PA      | $34575265.95  | 0.34%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                            | Cogent Communications Group LLC / Cogent Finance Inc                        | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     11067000 | PA      | $10941500.22  | 0.11%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                   | Cogent Ipv4 LLC                                                             | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2590000 | PA      | $2668235.33   | 0.03%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2023-A LLC                                        | CUSIP: 193938107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        35000 | PA      | $16506283.44  | 0.16%             | 2055-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-A LLC                                        | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1703160 | PA      | $1695496.61   | 0.02%             | 2051-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-A LLC                                        | CUSIP: 19424KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       162206 | PA      | $149912.27    | 0.00%             | 2051-07-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-C LLC                                        | CUSIP: 19424W107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        38750 | PA      | $8617082.73   | 0.08%             | 2055-07-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-C LLC                                        | CUSIP: 19424WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3610468 | PA      | $3558719.54   | 0.04%             | 2055-07-26      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS                           | Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp           | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       725000 | PA      | $723397.75    | 0.01%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2023-3 Mortgage Loan Trust                                             | CUSIP: 19688RAF6<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |      3130000 | PA      | $3151622.13   | 0.03%             | 2068-09-25      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                          | Columbia Pipelines Holding Co LLC                                           | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10410000 | PA      | $10470378.00  | 0.10%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                         | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11960000 | PA      | $12520206.40  | 0.12%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COMCAST HOLDINGS CORP                             | Comcast Holdings Corp                                                       | CUSIP: 200300507<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26001000 | PA      | $15934972.86  | 0.16%             | 2029-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                            | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     16177000 | PA      | $14472753.05  | 0.14%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                            | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      4000000 | PA      | $3978080.00   | 0.04%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2018-C-GS                                     | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |       241696 | PA      | $234572.95    | 0.00%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2021-B-GS                                     | CUSIP: 20268AAA0<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |      3040797 | PA      | $2648481.36   | 0.03%             | 2051-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2020-1                                        | CUSIP: 20268BAA8<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |       850360 | PA      | $781673.84    | 0.01%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                          | Cia de Minas Buenaventura SAA                                               | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |      4000000 | PA      | $4070760.00   | 0.04%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                | Conagra Brands Inc                                                          | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     13584000 | PA      | $13597991.52  | 0.13%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                | Conagra Brands Inc                                                          | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      9600000 | PA      | $9124992.00   | 0.09%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                            | Constellation Software Inc/Canada                                           | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |      9218000 | PA      | $9257729.58   | 0.09%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION GLO FNDG                            | Constellation Global Funding                                                | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |     14797000 | PA      | $14495289.17  | 0.14%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                     | CoreCivic Inc                                                               | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     12869000 | PA      | $13430088.40  | 0.13%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                          | Corp Financiera de Desarrollo SA                                            | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      8725000 | PA      | $8996696.50   | 0.09%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | Crockett Partners Equipment Co IIA LLC                                      | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7876455 | PA      | $7966705.23   | 0.08%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CROSS Mortgage Trust                              | Cross 2023-H1 Mortgage Trust                                                | CUSIP: 22758CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4559173 | PA      | $4560967.31   | 0.04%             | 2068-03-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2024-H4 Mortgage Trust                                                | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7615325 | PA      | $7673537.78   | 0.08%             | 2069-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                            | Crossroads Asset Trust 2025-A                                               | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6071912 | PA      | $6108059.80   | 0.06%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                | Crown Americas LLC                                                          | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5003100.00   | 0.05%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                           | Crown Castle Towers LLC                                                     | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7918000 | PA      | $7867261.46   | 0.08%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      4100000 | PA      | $4130750.00   | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      8536000 | PA      | $8578338.56   | 0.08%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                            | Cushman & Wakefield US Borrower LLC                                         | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     13774000 | PA      | $13794523.26  | 0.14%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                   | DC Office Trust 2019-MTC                                                    | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10082000 | PA      | $9094094.56   | 0.09%             | 2045-09-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                               | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      9605000 | PA      | $9693558.10   | 0.10%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                               | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5813772.00   | 0.06%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                               | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      6155000 | PA      | $6067106.60   | 0.06%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                 | DXC Technology Co                                                           | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     11657000 | PA      | $10961077.10  | 0.11%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                     | DailyPay Securitization Trust 2025-1                                        | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10075000 | PA      | $10104615.46  | 0.10%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                     | DailyPay Securitization Trust 2025-1                                        | CUSIP: 233824AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6015000 | PA      | $6056501.09   | 0.06%             | 2028-06-26      | Fixed         | 8.53%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                                     | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     14700000 | PA      | $14582253.00  | 0.14%             | 2032-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                           | Darling Ingredients Inc                                                     | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3697262.00   | 0.04%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                           | Darling Ingredients Inc                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1009970.00   | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                               | DataBank Issuer                                                             | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16375000 | PA      | $16144276.58  | 0.16%             | 2054-01-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDINGS LTD                            | DaVinciRe Holdings Ltd                                                      | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      6475000 | PA      | $6429545.50   | 0.06%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust              | Deephaven Residential Mortgage Trust 2020-2                                 | CUSIP: 24380NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4825000 | PA      | $4772961.41   | 0.05%             | 2065-05-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust              | Deephaven Residential Mortgage Trust 2021-1                                 | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       249975 | PA      | $242937.70    | 0.00%             | 2065-05-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                            | Delek Logistics Partners LP / Delek Logistics Finance Corp                  | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2941000 | PA      | $2939941.24   | 0.03%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                            | Delek Logistics Partners LP / Delek Logistics Finance Corp                  | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18140000 | PA      | $18775081.40  | 0.18%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                          | Depository Trust & Clearing Corp/The                                        | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $13895000.00  | 0.14%             | 2026-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4760000 | PA      | $4687362.40   | 0.05%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                          | Dext ABS 2023-2 LLC                                                         | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       337280 | PA      | $338087.07    | 0.00%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                | Diamond Infrastructure Funding LLC                                          | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19150000 | PA      | $18720624.45  | 0.18%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                | Diamond Issuer LLC                                                          | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10983000 | PA      | $10639414.42  | 0.10%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1591000 | PA      | $1586211.09   | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                          | Dividend Solar Loans 2019-1 LLC                                             | CUSIP: 255388AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14442648 | PA      | $13453438.88  | 0.13%             | 2039-08-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                       | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1009000000 | PA      | $17496578.29  | 0.17%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     22500000 | PA      | $22142700.00  | 0.22%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                         | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5116500.00   | 0.05%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                         | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      6112000 | PA      | $6132047.36   | 0.06%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Foresea Holding SA                                | Foresea Holding SA                                                          | CUSIP: 262051105<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |         1927 | NS      | $83342.75     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Foresea Holding SA                                | Foresea Holdings SA                                                         | CUSIP: 262051204<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |        17351 | NS      | $750430.75    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FORESEA HOLDING SA                                | FORESEA Holding SA                                                          | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |       198293 | PA      | $194682.08    | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                            | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     11450000 | PA      | $10990511.50  | 0.11%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                            | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     11334000 | PA      | $11066404.26  | 0.11%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                        | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     14188865 | PA      | $14182480.06  | 0.14%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                        | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      5554749 | PA      | $5552249.67   | 0.05%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ECAF LTD                                          | ECAF I Ltd                                                                  | CUSIP: 26827EAE5<br>LEI: 635400SSRNQERTYCWK57 | Long             | ABS-O            | CORP              | KY        |      4600060 | PA      | $2252235.39   | 0.02%             | 2040-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                    | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     14430000 | PA      | $16065640.50  | 0.16%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                    | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     11068000 | PA      | $10921570.36  | 0.11%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                    | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     12614000 | PA      | $13026351.66  | 0.13%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY                                  | ENN Clean Energy International Investment Ltd                               | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |      9524000 | PA      | $9506761.56   | 0.09%             | 2026-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     29325000 | PA      | $29436141.75  | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $304585.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     10588000 | PA      | $11143128.84  | 0.11%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      4850000 | PA      | $4904029.00   | 0.05%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                            | Edgewell Personal Care Co                                                   | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      9892000 | PA      | $9837198.32   | 0.10%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1, LLC | EDvestinU Private Education Loan Issue No 3 LLC                             | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11650610 | PA      | $11014495.80  | 0.11%             | 2045-11-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                               | El Paso Natural Gas Co LLC                                                  | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1989000 | PA      | $1832545.26   | 0.02%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                            | El Puerto de Liverpool SAB de CV                                            | CUSIP: 283837AC6<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     13175000 | PA      | $13605559.00  | 0.13%             | 2032-01-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                 | Elanco Animal Health Inc 2025 Term Loan B                                   | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1499625.00   | 0.01%             | 2032-10-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                               | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     17735000 | PA      | $17782175.10  | 0.17%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                               | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      3422000 | PA      | $3565450.24   | 0.04%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                               | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      5400000 | PA      | $5447196.00   | 0.05%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                         | Emera Inc                                                                   | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     35000000 | PA      | $35007350.00  | 0.34%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMPRESA GEN ELEC HAINA                            | Empresa Generadora de Electricidad Haina SA                                 | CUSIP: 29249FAA4<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |     10800000 | PA      | $10514556.00  | 0.10%             | 2028-11-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     12330000 | PA      | $12306573.00  | 0.12%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      7110000 | PA      | $7051342.50   | 0.07%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                          | Energizer Holdings Inc 2025 Term Loan B                                     | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |      7324753 | PA      | $7297285.09   | 0.07%             | 2032-03-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                            | Energizer Holdings Inc                                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      7268000 | PA      | $7156072.80   | 0.07%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                            | Energizer Holdings Inc                                                      | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      9445000 | PA      | $8853081.85   | 0.09%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                          | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1179000.00   | 0.01%             | 2066-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22571000 | PA      | $22527889.39  | 0.22%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                          | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10520000 | PA      | $10619098.40  | 0.10%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | ENEL Finance International NV                                               | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     16900000 | PA      | $16014440.00  | 0.16%             | 2028-07-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | ENEL Finance International NV                                               | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      3819000 | PA      | $3812354.94   | 0.04%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | ENEL Finance International NV                                               | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      9739000 | PA      | $9880799.84   | 0.10%             | 2029-06-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | ENEL Finance International NV                                               | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      3998000 | PA      | $3929914.06   | 0.04%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                  | Enstar Group Ltd                                                            | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     12701000 | PA      | $11218285.26  | 0.11%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                 | Entergy Texas Inc                                                           | CUSIP: 29365TAF1<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2949540.00   | 0.03%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                 | Entergy Texas Inc                                                           | CUSIP: 29365TAL8<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      5866000 | PA      | $5780415.06   | 0.06%             | 2026-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                           | Entergy Mississippi LLC                                                     | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      4643000 | PA      | $4568665.57   | 0.04%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                       | Equifax Inc                                                                 | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      9394000 | PA      | $8240228.92   | 0.08%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                          | Equitable America Global Funding                                            | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      6049000 | PA      | $6044765.70   | 0.06%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                          | Equitable America Global Funding                                            | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2976570.00   | 0.03%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                                     | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      4620000 | PA      | $4429378.80   | 0.04%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                                     | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      8690000 | PA      | $8739272.30   | 0.09%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                         | Esab Corp                                                                   | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       970000 | PA      | $982610.00    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                         | Esab Corp                                                                   | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       500000 | PA      | $503480.00    | 0.00%             | 2031-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                            | EverBright Solar Trust 2024-A                                               | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9886005 | PA      | $8366638.45   | 0.08%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                             | Evergy Kansas Central Inc                                                   | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      7843000 | PA      | $7907155.74   | 0.08%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                      | Evergy Metro Inc                                                            | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      4663000 | PA      | $4689672.36   | 0.05%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                          | Evergy Missouri West Inc                                                    | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |      4812000 | PA      | $4745161.32   | 0.05%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                           | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      5332000 | PA      | $4801252.72   | 0.05%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                           | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      5181000 | PA      | $5268403.47   | 0.05%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                           | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      4950000 | PA      | $4939209.00   | 0.05%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                           | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      3981000 | PA      | $3928331.37   | 0.04%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-4                                  | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1018697 | PA      | $1023701.14   | 0.01%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-2                                  | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1053552 | PA      | $1059522.66   | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-2                                  | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6390788 | PA      | $6381444.89   | 0.06%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-4                                  | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1483976 | PA      | $1489524.24   | 0.01%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-3                                  | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16662028 | PA      | $16837586.23  | 0.17%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-6                                  | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12464000 | PA      | $12721935.75  | 0.13%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                          | F&G Annuities & Life Inc                                                    | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16240000 | PA      | $16304797.60  | 0.16%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                                      | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |      1882000 | PA      | $1965636.08   | 0.02%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                        | EZCORP Inc                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      4950000 | PA      | $5163147.00   | 0.05%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                          | FactSet Research Systems Inc                                                | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     12396000 | PA      | $12175847.04  | 0.12%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                          | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      7973000 | PA      | $7912245.74   | 0.08%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                          | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      3081000 | PA      | $2866993.74   | 0.03%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                          | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      5377000 | PA      | $5459053.02   | 0.05%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                             | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     24688000 | PA      | $23966863.52  | 0.24%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $981150.00    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                             | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     12426000 | PA      | $12211154.46  | 0.12%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Trust 2023-1                                                            | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       472234 | PA      | $473821.91    | 0.00%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust         | FARM 2024-1 Mortgage Trust                                                  | CUSIP: 30335JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8313273 | PA      | $7618288.04   | 0.07%             | 2053-10-01      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2024-3                                                     | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4306436 | PA      | $4299669.32   | 0.04%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Issuer Trust 2025-2                                                     | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27985000 | PA      | $28107056.02  | 0.28%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                              | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      4673000 | PA      | $4651223.82   | 0.05%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                              | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      3249000 | PA      | $3335130.99   | 0.03%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                           | Farm Credit Bank of Texas                                                   | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |      9500000 | PA      | $9735410.00   | 0.10%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fat Brands Fazoli's Native I, LLC                 | FAT Brands Fazoli's Native I LLC                                            | CUSIP: 31200BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10914785 | PA      | $7107365.30   | 0.07%             | 2051-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                   | CUSIP: 31288QGE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3896682 | PA      | $3828151.86   | 0.04%             | 2048-09-01      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                   | CUSIP: 31288QQ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5576835 | PA      | $5311071.21   | 0.05%             | 2052-04-01      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                   | CUSIP: 31288QQG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4291356 | PA      | $4137022.96   | 0.04%             | 2051-11-01      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                   | CUSIP: 31288QQP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5171125 | PA      | $4927727.66   | 0.05%             | 2052-02-01      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                   | CUSIP: 31288QTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14433400 | PA      | $13109132.32  | 0.13%             | 2052-07-01      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                   | CUSIP: 3128Q2LB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1837176 | PA      | $1893065.49   | 0.02%             | 2048-02-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                     | CUSIP: 3130AQT86<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     22380000 | PA      | $18583233.00  | 0.18%             | 2037-02-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7254495 | PA      | $6381010.06   | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132DNXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4483552 | PA      | $4469138.02   | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132DNYX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6199398 | PA      | $6181270.90   | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132DSW81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30629765 | PA      | $25917640.98  | 0.26%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132DUGS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20931750 | PA      | $21400614.22  | 0.21%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30740137 | PA      | $24975303.59  | 0.25%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13905946 | PA      | $12260517.90  | 0.12%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13058568 | PA      | $13171562.81  | 0.13%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132E0A93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33736470 | PA      | $28543788.69  | 0.28%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132E0T85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38060825 | PA      | $32205496.67  | 0.32%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132E0T93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101404448 | PA      | $89417512.54  | 0.88%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3132XFUX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8425000 | PA      | $8502024.64   | 0.08%             | 2030-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3133KPFN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2753171 | PA      | $2436705.60   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3133N3X25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11078471 | PA      | $8751792.98   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                   | CUSIP: 31342WA27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2876162 | PA      | $2836848.07   | 0.03%             | 2047-10-01      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                           | CUSIP: 3136BRTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12795582 | PA      | $13225130.57  | 0.13%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                           | CUSIP: 3136BTAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19493913 | PA      | $19273844.55  | 0.19%             | 2054-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                           | CUSIP: 3136BXNP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27884586 | PA      | $26991730.90  | 0.27%             | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                           | CUSIP: 3136BYVL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23885632 | PA      | $23302399.53  | 0.23%             | 2053-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust           | Freddie Mac Whole Loan Securities Trust                                     | CUSIP: 3137G1BM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       109369 | PA      | $108294.93    | 0.00%             | 2046-12-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HAD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10518000 | PA      | $10732931.65  | 0.11%             | 2031-10-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HAMP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7257000 | PA      | $7535717.06   | 0.07%             | 2031-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18483000 | PA      | $18983594.31  | 0.19%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                          | CUSIP: 3137HFQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17732729 | PA      | $17523352.28  | 0.17%             | 2054-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                          | CUSIP: 3137HFW92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26096946 | PA      | $25849519.91  | 0.25%             | 2054-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                          | CUSIP: 3137HHH87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21035410 | PA      | $20818253.67  | 0.20%             | 2054-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                          | CUSIP: 3137HJSZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16076261 | PA      | $16222728.60  | 0.16%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                          | CUSIP: 3137HLKD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17874009 | PA      | $18092444.33  | 0.18%             | 2054-09-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                          | CUSIP: 3137HMP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20853820 | PA      | $20810684.30  | 0.20%             | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                          | CUSIP: 3137HP2L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16903076 | PA      | $16729545.89  | 0.16%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                          | CUSIP: 3137HQLZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30782957 | PA      | $29805037.55  | 0.29%             | 2054-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140GTA26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8029281 | PA      | $7810976.32   | 0.08%             | 2046-06-01      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140GTAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4053481 | PA      | $3957361.00   | 0.04%             | 2047-04-01      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140J1RZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11101080 | PA      | $7926605.18   | 0.08%             | 2050-10-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140JBUK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5945869 | PA      | $5678773.08   | 0.06%             | 2051-12-01      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140JBUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9344290 | PA      | $7684413.11   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140JBVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6120022 | PA      | $5925431.04   | 0.06%             | 2051-07-01      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140K6DC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3215510 | PA      | $3284594.94   | 0.03%             | 2048-03-01      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140LBNF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15585015 | PA      | $10843464.46  | 0.11%             | 2051-03-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140MCBC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13568338 | PA      | $12271204.90  | 0.12%             | 2052-02-01      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46803633 | PA      | $39561689.74  | 0.39%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140N1T37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4177510 | PA      | $4140903.04   | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140NXMK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29454000 | PA      | $29690253.48  | 0.29%             | 2030-02-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140QMN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6753536 | PA      | $6479592.57   | 0.06%             | 2051-11-01      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140QMRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34321863 | PA      | $30191705.60  | 0.30%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140QNL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22283739 | PA      | $18855578.96  | 0.19%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140QPJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2266328 | PA      | $2259937.48   | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25256538 | PA      | $21371037.95  | 0.21%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140XPM30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26091081 | PA      | $22077193.74  | 0.22%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140XPTP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25119166 | PA      | $21173922.82  | 0.21%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18683842 | PA      | $15722263.55  | 0.15%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7216033 | PA      | $7279064.38   | 0.07%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5557152 | PA      | $5678454.18   | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10649793 | PA      | $10881595.09  | 0.11%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                             | CUSIP: 31418FT64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15831309 | PA      | $15914488.79  | 0.16%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3142J6C84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15637539 | PA      | $15423557.57  | 0.15%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                            | CUSIP: 3142J6CA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27088450 | PA      | $27221312.36  | 0.27%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                          | Ferguson Enterprises Inc                                                    | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     11803000 | PA      | $11612263.52  | 0.11%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Trust 2022-2                                                            | CUSIP: 31568EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       125836 | PA      | $125898.09    | 0.00%             | 2027-12-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | Ellington Financial Mortgage Trust 2022-1                                   | CUSIP: 31573CAF2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |      6901000 | PA      | $4927582.86   | 0.05%             | 2067-01-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | Ellington Financial Mortgage Trust 2019-2                                   | CUSIP: 31573TAA6<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |       373833 | PA      | $364384.70    | 0.00%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                             | Fidelis Insurance Holdings Ltd                                              | CUSIP: 31575FAA4<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |      4409000 | PA      | $4304947.60   | 0.04%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                  | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      3754000 | PA      | $3743038.32   | 0.04%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                  | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      4125000 | PA      | $4104787.50   | 0.04%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                           | Fidelity National Financial Inc                                             | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      5137000 | PA      | $4534840.86   | 0.04%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                          | First American Financial Corp                                               | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      1457000 | PA      | $1391129.03   | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                          | First American Financial Corp                                               | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      2261000 | PA      | $1947534.96   | 0.02%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                     | FirstCash Inc                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     19190000 | PA      | $19071213.90  | 0.19%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2022-1                                     | CUSIP: 32057KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $5003737.65   | 0.05%             | 2029-06-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                     | First Republic Mortgage Trust 2020-1                                        | CUSIP: 33616LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105923028 | PA      | $2910891.92   | 0.03%             | 2050-04-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                     | First Republic Mortgage Trust 2020-1                                        | CUSIP: 33616LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1378252 | PA      | $1303734.48   | 0.01%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                     | First Republic Mortgage Trust 2020-1                                        | CUSIP: 33616LAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1325000 | PA      | $1204371.60   | 0.01%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                     | First Republic Mortgage Trust 2020-1                                        | CUSIP: 33616LAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       755000 | PA      | $523888.69    | 0.01%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                     | FirstCash Inc                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      4927000 | PA      | $5029777.22   | 0.05%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR III                           | Five Corners Funding Trust III                                              | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7260000 | PA      | $7487165.40   | 0.07%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2019-4                                           | CUSIP: 33845F106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        26000 | PA      | $1464059.93   | 0.01%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-1                                           | CUSIP: 33845VAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6120000 | PA      | $4446894.82   | 0.04%             | 2029-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2020-4                                           | CUSIP: 33845XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5296907 | PA      | $5261995.54   | 0.05%             | 2028-07-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2019-3                                           | CUSIP: 33846A106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        31000 | PA      | $1044889.13   | 0.01%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2017-1                                              | CUSIP: 33850BAT4<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       120172 | PA      | $110666.43    | 0.00%             | 2047-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2018-3                                              | CUSIP: 33851JAV1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      4577303 | PA      | $4239509.87   | 0.04%             | 2048-05-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2020-2                                              | CUSIP: 33851KBG0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     21071039 | PA      | $719881.50    | 0.01%             | 2050-08-25      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2020-2                                              | CUSIP: 33851KBH8<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      3611011 | PA      | $101224.59    | 0.00%             | 2050-08-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2020-2                                              | CUSIP: 33851KBZ8<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       191415 | PA      | $167649.53    | 0.00%             | 2050-08-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2020-2                                              | CUSIP: 33851KCA2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       571622 | PA      | $505986.03    | 0.00%             | 2050-08-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2020-2                                              | CUSIP: 33851KCB0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       753751 | PA      | $436553.61    | 0.00%             | 2050-08-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2019-2                                              | CUSIP: 33852BAQ8<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      3282677 | PA      | $3013292.43   | 0.03%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBE0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      2428874 | PA      | $2006947.09   | 0.02%             | 2051-12-30      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBF7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |       442784 | PA      | $357308.10    | 0.00%             | 2051-12-30      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBG5<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      3861832 | PA      | $2667745.57   | 0.03%             | 2051-12-30      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBM2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    145509379 | PA      | $1435391.82   | 0.01%             | 2051-12-30      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBN0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     11002407 | PA      | $337782.71    | 0.00%             | 2051-12-30      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-13INV                                          | CUSIP: 33853HBV2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     12029621 | PA      | $132954.98    | 0.00%             | 2051-12-30      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC         | Corpay Technologies Operating Company LLC Term Loan B5                      | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      9875000 | PA      | $9864730.00   | 0.10%             | 2028-04-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC         | Corpay Technologies Operating Company LLC 2025 Term Loan B                  | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      9975000 | PA      | $9954252.00   | 0.10%             | 2032-11-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                          | Flex Ltd                                                                    | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      4671000 | PA      | $4667076.36   | 0.05%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                          | Flex Ltd                                                                    | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      3886000 | PA      | $3966828.80   | 0.04%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                          | Flex Ltd                                                                    | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      2662000 | PA      | $2670731.36   | 0.03%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                 | Flowers Foods Inc                                                           | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     29063000 | PA      | $27726392.63  | 0.27%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                             | Flowserve Corp                                                              | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      3431000 | PA      | $3228571.00   | 0.03%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                        | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      6000000 | PA      | $5935020.00   | 0.06%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Credit Master Note Business Trust  | Fortiva Retail Credit Master Note Business Trust                            | CUSIP: 34962AAZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22585000 | PA      | $22434895.57  | 0.22%             | 2031-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                          | Fortitude Group Holdings LLC                                                | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     10057000 | PA      | $10242048.80  | 0.10%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                          | Fortitude Global Funding                                                    | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |      7342000 | PA      | $7270782.60   | 0.07%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2021-1                                             | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |       721176 | PA      | $679806.27    | 0.01%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2021-1                                             | CUSIP: 35041LAD2<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |      1090298 | PA      | $1067537.35   | 0.01%             | 2041-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2021-2                                             | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |       726716 | PA      | $688272.56    | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2021-2                                             | CUSIP: 35042PAD2<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |      2600333 | PA      | $2598224.99   | 0.03%             | 2042-01-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1               | CUSIP: 35563P7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19578017 | PA      | $16872011.26  | 0.17%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2               | CUSIP: 35563PQP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2116586 | PA      | $1897386.31   | 0.02%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1               | CUSIP: 35563PR43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9204661 | PA      | $7657263.40   | 0.08%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3               | CUSIP: 35563PSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25714002 | PA      | $20997658.30  | 0.21%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-2               | CUSIP: 35563PX46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12842827 | PA      | $11193020.45  | 0.11%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                | Seasoned Loans Structured Transaction Trust Series 2020-2                   | CUSIP: 35564CGQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4463239 | PA      | $4138143.29   | 0.04%             | 2030-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                 | FREED ABS Trust 2022-3FP                                                    | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       644078 | PA      | $644918.35    | 0.01%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                     | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      2971000 | PA      | $2920047.35   | 0.03%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                     | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     15800000 | PA      | $15225196.00  | 0.15%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                 | GEO Group Inc/The                                                           | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      8975000 | PA      | $9321973.50   | 0.09%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2021-CM2 Trust                                                         | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12480679 | PA      | $11733733.57  | 0.12%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2021-NQM1 Trust                                                        | CUSIP: 36167TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6112000 | PA      | $4467334.45   | 0.04%             | 2066-01-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2019-NQM3 Trust                                                        | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       275120 | PA      | $269128.22    | 0.00%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2021-CM1 Trust                                                         | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1661220 | PA      | $1603779.39   | 0.02%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2021-NQM4 Trust                                                        | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3004535 | PA      | $2488808.97   | 0.02%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2023-NQM4 Trust                                                        | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15452409 | PA      | $14645828.73  | 0.14%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                          | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156713258 | PA      | $139913626.35 | 1.38%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                          | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19905806 | PA      | $17791392.03  | 0.18%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                          | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88349683 | PA      | $78924058.09  | 0.78%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GABELLI DVD & INC TR                              | Gabelli Dividend & Income Trust/The                                         | CUSIP: 36242H872<br>LEI: 549300082N1MHBT8NI60 | Long             | EP               | CORP              | US        |          868 | NS      | $20886684.00  | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KAN8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |       768433 | PA      | $123124.71    | 0.00%             | 2050-10-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KAQ1<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      9200835 | PA      | $1265432.26   | 0.01%             | 2050-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KAU2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     33266674 | PA      | $332.67       | 0.00%             | 2050-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KAV0<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      1658197 | PA      | $34948.66     | 0.00%             | 2050-10-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KAX6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      1785029 | PA      | $77608.25     | 0.00%             | 2050-10-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KBN7<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      1154456 | PA      | $1017315.65   | 0.01%             | 2050-10-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KBP2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      1157189 | PA      | $1024708.13   | 0.01%             | 2050-10-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KBQ0<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      2932842 | PA      | $2086233.04   | 0.02%             | 2050-10-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KBT4<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     13171961 | PA      | $211446.86    | 0.00%             | 2050-10-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2020-INV1                               | CUSIP: 36258KBU1<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     51682898 | PA      | $572956.61    | 0.01%             | 2050-10-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                           | CUSIP: 36258WAN2<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |      1981146 | PA      | $258959.14    | 0.00%             | 2050-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-4                                    | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5960219 | PA      | $5934532.49   | 0.06%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                             | Haleon US Capital LLC                                                       | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19810600.00  | 0.19%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2024-RPL2                               | CUSIP: 36269MAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      5272356 | PA      | $5203151.06   | 0.05%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-4                                    | CUSIP: 36273HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7603000 | PA      | $7607968.18   | 0.07%             | 2028-10-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GSMS Trust 2026-DAWN                                                        | CUSIP: 36274LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6655000 | PA      | $6651199.93   | 0.07%             | 2043-04-10      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2023-CCM1                               | CUSIP: 362918AA2<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |      7274015 | PA      | $7259080.40   | 0.07%             | 2053-08-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2023-PJ2                                | CUSIP: 362938AG7<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      5822420 | PA      | $5818968.81   | 0.06%             | 2053-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2024-RPL4                               | CUSIP: 362948AA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      4730928 | PA      | $4695534.30   | 0.05%             | 2061-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                            | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      2413695 | PA      | $2346690.54   | 0.02%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                            | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      6630000 | PA      | $5636826.00   | 0.06%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                            | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     15876953 | PA      | $14057137.00  | 0.14%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                       | Gartner Inc                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     10634000 | PA      | $10450776.18  | 0.10%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                       | Gartner Inc                                                                 | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      7155000 | PA      | $6718902.75   | 0.07%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                          | Genpact Luxembourg SARL/Genpact USA Inc                                     | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1626000 | PA      | $1624520.34   | 0.02%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                          | Genpact Luxembourg SARL/Genpact USA Inc                                     | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4424000 | PA      | $4557162.40   | 0.04%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                  | Genuine Parts Co                                                            | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      8613000 | PA      | $8581131.90   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC                                | Genpact UK Finco plc / Genpact USA Inc                                      | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3964000 | PA      | $3887772.28   | 0.04%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Glebe Funding Trust                               | Glebe Funding Trust 2024-1/The                                              | CUSIP: 37735RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6502741 | PA      | $6512577.65   | 0.06%             | 2028-11-29      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                         | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      4441000 | PA      | $4471198.80   | 0.04%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                         | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     12244000 | PA      | $12130498.12  | 0.12%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                         | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      2725000 | PA      | $2713200.75   | 0.03%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                         | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      6455000 | PA      | $6305373.10   | 0.06%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                           | Global Partners LP / GLP Finance Corp                                       | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2735000 | PA      | $2758028.70   | 0.03%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                    | Globe Life Inc                                                              | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |      7582000 | PA      | $7817724.38   | 0.08%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                      | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      7275000 | PA      | $7032160.50   | 0.07%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3687000 | PA      | $3690871.35   | 0.04%             | 2027-09-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust       | Goldman Home Improvement Trust 2021-GRN2 Issuer Trust                       | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1084188 | PA      | $1071182.11   | 0.01%             | 2051-06-25      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust       | Goldman Home Improvement Trust 2021-GRN2 Issuer Trust                       | CUSIP: 38149XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        41500 | PA      | $1614842.61   | 0.02%             | 2051-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust       | Goldman Home Improvement Trust 2022-GRN1 Issuer Trust                       | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       776060 | PA      | $775707.84    | 0.01%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                 | CUSIP: 38151FUC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19896600.00  | 0.20%             | 2029-02-16      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                   | Goodgreen 2021-1 Trust                                                      | CUSIP: 38217UAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | US        |     14508802 | PA      | $12030289.88  | 0.12%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust  | GoodLeap Sustainable Home Solutions Trust 2021-3                            | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1623413 | PA      | $1253890.10   | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust  | GoodLeap Sustainable Home Solutions Trust 2021-3                            | CUSIP: 382371AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3800092 | PA      | $1556462.37   | 0.02%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust  | GoodLeap Sustainable Home Solutions Trust 2021-4                            | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9048614 | PA      | $7032999.90   | 0.07%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust  | GoodLeap Sustainable Home Solutions Trust 2021-5                            | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11963064 | PA      | $9275403.90   | 0.09%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust  | GoodLeap Sustainable Home Solutions Trust 2022-1                            | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14390630 | PA      | $10688025.05  | 0.11%             | 2049-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                    | GoTo Group Inc 2024 First Out Term Loan                                     | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |      2104776 | PA      | $1720654.60   | 0.02%             | 2028-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                    | GoTo Group Inc 2024 Second Out Term Loan                                    | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |      2906595 | PA      | $862561.14    | 0.01%             | 2028-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                    | GoTo Group Inc                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      2222728 | PA      | $1735639.39   | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                    | GoTo Group Inc                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      3069481 | PA      | $875047.64    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                             | Finance Department Government of Sharjah                                    | CUSIP: 38381CAC6<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     15632000 | PA      | $13346757.92  | 0.13%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                    | CUSIP: 38381ND39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17236562 | PA      | $17691795.43  | 0.17%             | 2055-07-20      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                    | CUSIP: 38381QG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17909570 | PA      | $17987113.06  | 0.18%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                    | CUSIP: 38382NKQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8607082 | PA      | $6663801.35   | 0.07%             | 2051-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                    | CUSIP: 38383BF98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30233452 | PA      | $29909683.00  | 0.29%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                    | CUSIP: 38385FJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14311168 | PA      | $13953310.94  | 0.14%             | 2054-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                         | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      7233000 | PA      | $6955252.80   | 0.07%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                         | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      4917000 | PA      | $4607278.17   | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                         | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      5980000 | PA      | $5965588.20   | 0.06%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                 | Green Infrastructure Partners Inc USD Term Loan B                           | CUSIP: 39306DAB6<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |      9930000 | PA      | $9905175.00   | 0.10%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                              | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     10000000 | PA      | $10030700.00  | 0.10%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Trust 2024-1                                      | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       408684 | PA      | $410717.19    | 0.00%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Trust 2024-1                                      | CUSIP: 39571MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3731990 | PA      | $3895691.78   | 0.04%             | 2059-06-25      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2025-2                               | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1912017 | PA      | $1917967.79   | 0.02%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2024-2                               | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1052244 | PA      | $1054647.71   | 0.01%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                          | Greystar Real Estate Partners LLC                                           | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |      2490000 | PA      | $2597991.30   | 0.03%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited   | HOMES 2024-NQM1 Trust                                                       | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |      6921530 | PA      | $6958118.87   | 0.07%             | 2069-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                           | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $2996370.00   | 0.03%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1370000 | PA      | $1372794.80   | 0.01%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                           | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2003360.00   | 0.02%             | 2028-11-19      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                           | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3560165.00   | 0.04%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                          | Harley-Davidson Financial Services Inc                                      | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14783550.00  | 0.15%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Harvest SBA Loan Trust                            | Harvest SBA Loan Trust 2024-1                                               | CUSIP: 41756NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10491067 | PA      | $10591339.01  | 0.10%             | 2051-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| harvest commercial capital loan trust             | Harvest Commercial Capital Loan Trust 2024-1                                | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16285548 | PA      | $16556505.37  | 0.16%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                  | Hawaiian Electric Co Inc                                                    | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |       998000 | PA      | $996403.20    | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                              | Hercules Capital Inc                                                        | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     12212000 | PA      | $12040177.16  | 0.12%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                              | Hercules Capital Inc                                                        | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     13651000 | PA      | $13396954.89  | 0.13%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                | HERO Funding Trust 2017-2                                                   | CUSIP: 42771LAB8<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |       624458 | PA      | $574541.68    | 0.01%             | 2048-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8927460.00   | 0.09%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     12110000 | PA      | $12111211.00  | 0.12%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                      | Highmark Inc                                                                | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |     18630000 | PA      | $18553803.30  | 0.18%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                       | Hologic Inc                                                                 | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      6677000 | PA      | $6677000.00   | 0.07%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                       | Hologic Inc                                                                 | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      7280000 | PA      | $7280000.00   | 0.07%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited   | HOMES 2023-NQM2 Trust                                                       | CUSIP: 43761KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4700000 | PA      | $4693666.23   | 0.05%             | 2068-02-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                          | Horace Mann Educators Corp                                                  | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6331740.00   | 0.06%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                          | Horace Mann Educators Corp                                                  | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     19427000 | PA      | $19137731.97  | 0.19%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                    | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      2160000 | PA      | $2134036.80   | 0.02%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2019-55HY Mortgage Trust                                       | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5870000 | PA      | $5493318.99   | 0.05%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                  | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      6569000 | PA      | $6637251.91   | 0.07%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                          | Huntington Ingalls Industries Inc                                           | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |       726000 | PA      | $714609.06    | 0.01%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                           | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1763930.00   | 0.02%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                     | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      1930000 | PA      | $1905546.90   | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                     | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3134670.00   | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                     | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4750000 | PA      | $4786005.00   | 0.05%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                     | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5412366.00   | 0.05%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                     | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      6916000 | PA      | $6988133.88   | 0.07%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                     | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      7125000 | PA      | $7126109.51   | 0.07%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMC Financing LLC                                 | IMC Financing LLC Term Loan B                                               | CUSIP: 44967NAB4<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |       992500 | PA      | $993740.63    | 0.01%             | 2032-06-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                   | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      6050000 | PA      | $6037174.00   | 0.06%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                                | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      2902000 | PA      | $2902638.44   | 0.03%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                                | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      9649000 | PA      | $9599018.18   | 0.09%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Imagefirst Holdings LLC                           | Imagefirst Holdings LLC 2025 Term Loan B                                    | CUSIP: 45249TAR3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19800500 | PA      | $19701497.49  | 0.19%             | 2032-03-12      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                 | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2040420.00   | 0.02%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                 | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     22500000 | PA      | $23074650.00  | 0.23%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2021-NQM3                                      | CUSIP: 452762AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5408000 | PA      | $4148199.91   | 0.04%             | 2056-11-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM7                                      | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6676245 | PA      | $6666508.12   | 0.07%             | 2067-11-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM1                                      | CUSIP: 452766AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12228993 | PA      | $11381551.24  | 0.11%             | 2067-02-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2021-NQM4                                      | CUSIP: 45276JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3231726 | PA      | $2875074.78   | 0.03%             | 2057-01-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM4                                      | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10054543 | PA      | $10018900.80  | 0.10%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM4                                      | CUSIP: 45276NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3046218 | PA      | $3041800.97   | 0.03%             | 2067-06-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM2                                      | CUSIP: 45276PAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15600000 | PA      | $11771196.22  | 0.12%             | 2067-03-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM6                                      | CUSIP: 45276RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10621944 | PA      | $10601620.02  | 0.10%             | 2067-10-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2023-NQM1                                      | CUSIP: 45290BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1740795 | PA      | $1737294.49   | 0.02%             | 2068-02-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2023-NQM1                                      | CUSIP: 45290BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2733270 | PA      | $2728773.26   | 0.03%             | 2068-02-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                           | PRA Health Sciences Inc                                                     | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |      5402000 | PA      | $5357271.44   | 0.05%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INDUSTRIALIZADORA INTEGRAL DEL                    | INDUSTRIALIZADORA INTEGRAL DEL                                              | CUSIP: 45646HAA5<br>LEI: 4469000001CIP2BR3015 | Long             | DBT              | CORP              | MX        |     15000000 | PA      | $15000000.00  | 0.15%             | 2031-11-26      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| INSIGHT ENTERPRS                                  | Insight Enterprises Inc                                                     | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4532633.00   | 0.04%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| InStar Leasing V, LLC                             | InStar Leasing III LLC                                                      | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3853774 | PA      | $3676655.44   | 0.04%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| InStar Leasing V, LLC                             | InStar Leasing III LLC                                                      | CUSIP: 45783NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2325322 | PA      | $2210211.36   | 0.02%             | 2054-02-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                             | Intact Financial Corp                                                       | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      5922000 | PA      | $6030905.58   | 0.06%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                          | International Flavors & Fragrances Inc                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      5793000 | PA      | $5557051.11   | 0.05%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                   | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1894889.00   | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                   | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5095450.00   | 0.05%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                 | Iron Mountain Inc 2023 Term Loan B                                          | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |      4949367 | PA      | $4912246.83   | 0.05%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      2000000 | PA      | $1946480.00   | 0.02%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      4875000 | PA      | $4732357.50   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                           | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      7985000 | PA      | $8141665.70   | 0.08%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                           | Iron Mountain Information Management Services Inc                           | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |      6085000 | PA      | $5738946.05   | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                           | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      1742000 | PA      | $1628508.70   | 0.02%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                           | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      4910000 | PA      | $4933764.40   | 0.05%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                           | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     13817000 | PA      | $14041388.08  | 0.14%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                           | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $18492840.00  | 0.18%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                           | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3000150.00   | 0.03%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2017-5                                             | CUSIP: 46590YAH7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      3073715 | PA      | $2374797.70   | 0.02%             | 2048-10-26      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management                     | JPMorgan Chase Bank NA - JPMWM                                              | CUSIP: 46591HBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3482254 | PA      | $3440640.98   | 0.03%             | 2051-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                   | JPMorgan Chase Bank NA - CACLN                                              | CUSIP: 46591HBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       369319 | PA      | $381931.83    | 0.00%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2019-8                                             | CUSIP: 46591KBW2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2979255 | PA      | $2758062.37   | 0.03%             | 2050-03-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-LTV1                                          | CUSIP: 46591NBW6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2489310 | PA      | $2253882.40   | 0.02%             | 2050-06-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-7                                             | CUSIP: 46591XCK9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       566663 | PA      | $496009.00    | 0.00%             | 2051-01-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-7                                             | CUSIP: 46591XCL7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       400404 | PA      | $264989.69    | 0.00%             | 2051-01-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-7                                             | CUSIP: 46591XCM5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       581120 | PA      | $300463.52    | 0.00%             | 2051-01-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-3                                             | CUSIP: 46592ABL7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      7255900 | PA      | $35593.09     | 0.00%             | 2050-08-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-CCM1                                          | CUSIP: 46593MAE7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     18504920 | PA      | $18403782.73  | 0.18%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-LTV1                                          | CUSIP: 465976AA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     14256792 | PA      | $12522498.42  | 0.12%             | 2052-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2023-1                                           | CUSIP: 465978AF1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      5244715 | PA      | $5239531.61   | 0.05%             | 2053-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2015-4                                             | CUSIP: 46644VBT2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       830166 | PA      | $635020.43    | 0.01%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                         | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3314000 | PA      | $3282881.54   | 0.03%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2025-BHR5            | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       917240 | PA      | $916576.04    | 0.01%             | 2040-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2025-BHR5            | CUSIP: 46649WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8240000 | PA      | $8234033.33   | 0.08%             | 2040-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FAE0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      6562233 | PA      | $161861.42    | 0.00%             | 2050-11-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FBD1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1447551 | PA      | $68854.52     | 0.00%             | 2050-11-25      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FBQ2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     24238525 | PA      | $48860.02     | 0.00%             | 2050-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FBS8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       670578 | PA      | $118080.10    | 0.00%             | 2050-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FBT6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1547674 | PA      | $41921.68     | 0.00%             | 2050-11-25      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FCD0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1185544 | PA      | $1053847.33   | 0.01%             | 2050-11-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FCE8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       546715 | PA      | $442902.76    | 0.00%             | 2050-11-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-4                                             | CUSIP: 46652FCF5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1054996 | PA      | $561614.42    | 0.01%             | 2050-11-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2021-11                                            | CUSIP: 46654KCG0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2189208 | PA      | $1758925.61   | 0.02%             | 2052-01-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2021-11                                            | CUSIP: 46654KCH8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2489719 | PA      | $1311291.35   | 0.01%             | 2052-01-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-3                                             | CUSIP: 46654UCW3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2504650 | PA      | $1968259.07   | 0.02%             | 2052-08-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-3                                             | CUSIP: 46654UCX1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1593538 | PA      | $784558.09    | 0.01%             | 2052-08-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-3                                             | CUSIP: 46654UCY9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1460644 | PA      | $615141.93    | 0.01%             | 2052-08-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2021-LTV2                                        | CUSIP: 46654VAA1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     11105730 | PA      | $9224097.11   | 0.09%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-2                                             | CUSIP: 46655DCR1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      3054190 | PA      | $2492177.72   | 0.02%             | 2052-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-2                                             | CUSIP: 46655DCS9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1624492 | PA      | $1050460.75   | 0.01%             | 2052-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-2                                             | CUSIP: 46655DCT7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1806360 | PA      | $761937.90    | 0.01%             | 2052-08-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2022-DSC1                                        | CUSIP: 46656AAA5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      6614362 | PA      | $6521789.75   | 0.06%             | 2063-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2023-3                                           | CUSIP: 46656RAN0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      5442747 | PA      | $5442162.06   | 0.05%             | 2053-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2024-11                                            | CUSIP: 46659AAD6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     15710378 | PA      | $15747904.65  | 0.15%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                        | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      5350000 | PA      | $5341279.50   | 0.05%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                        | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      4897000 | PA      | $4931817.67   | 0.05%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                          | Jefferson Capital Holdings LLC                                              | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5392000 | PA      | $5624233.44   | 0.06%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                          | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc       | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24136000 | PA      | $25135471.76  | 0.25%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY POWER CO                                 | Kentucky Power Co                                                           | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |     17064000 | PA      | $18368884.08  | 0.18%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                              | Keurig Dr Pepper Inc                                                        | CUSIP: 49271KDW1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |     16350000 | PA      | $16293233.71  | 0.16%             | 2026-04-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                                        | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      5520000 | PA      | $5462040.00   | 0.05%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                             | KeySpan Gas East Corp                                                       | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     10857000 | PA      | $11334490.86  | 0.11%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Knock Issuer Trust 2025-1                         | Knock Issuer Trust 2025-1                                                   | CUSIP: 49917PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11200000 | PA      | $11293429.28  | 0.11%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Knock Issuer Trust 2025-1                         | Knock Issuer Trust 2025-1                                                   | CUSIP: 49917PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1007474.40   | 0.01%             | 2030-02-25      | Fixed         | 9.05%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                          | Korn Ferry                                                                  | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     17229000 | PA      | $17075661.90  | 0.17%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                              | Kyndryl Holdings Inc                                                        | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      7816000 | PA      | $7678438.40   | 0.08%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                          | LKQ Corp                                                                    | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     10840000 | PA      | $11162164.80  | 0.11%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      4515000 | PA      | $4482085.65   | 0.04%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     19481000 | PA      | $18934557.95  | 0.19%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LP LMS 2021-2 Asset Securitization Trust          | LP LMS 2021-2 Asset Securitization Trust                                    | CUSIP: 50214JAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2947000 | PA      | $2135419.78   | 0.02%             | 2029-01-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                  | Lseg US Fin Corp                                                            | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      7055000 | PA      | $7003498.50   | 0.07%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lending Funding Trust 2020-2                                                | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5710088 | PA      | $5643995.29   | 0.06%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust           | Lendingpoint 2022-A Asset Securitization Trust                              | CUSIP: 52605AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $60.00        | 0.00%             | 2029-06-15      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust           | LendingPoint 2020-REV1 Asset Securitization Trust                           | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       625179 | PA      | $628778.77    | 0.01%             | 2028-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust           | Lendingpoint 2021-A Asset Securitization Trust                              | CUSIP: 52607FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1972350 | PA      | $1022001.31   | 0.01%             | 2028-12-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust           | Lendingpoint 2021-B Asset Securitization Trust                              | CUSIP: 52607HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $1243404.00   | 0.01%             | 2029-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2023-2                                        | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       992560 | PA      | $1002578.36   | 0.01%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                  | LEX 2024-BBG Mortgage Trust                                                 | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5400000 | PA      | $5382981.68   | 0.05%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                       | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5089950.00   | 0.05%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                       | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      4488000 | PA      | $4370683.68   | 0.04%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                     | Lineage OP LP                                                               | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |     16078000 | PA      | $16050345.84  | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                           | Loanpal Solar Loan 2021-1 Ltd                                               | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11181812 | PA      | $8514329.82   | 0.08%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                           | Loanpal Solar Loan 2021-1 Ltd                                               | CUSIP: 53948PAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13252480 | PA      | $2237770.97   | 0.02%             | 2048-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                           | Loanpal Solar Loan 2021-2 Ltd                                               | CUSIP: 53948QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2820796 | PA      | $1673667.83   | 0.02%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust                | Lobel Automobile Receivables Trust 2023-2                                   | CUSIP: 53949FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2084290 | PA      | $2090311.34   | 0.02%             | 2029-05-15      | Fixed         | 8.67%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2021-INV2 Trust                                                         | CUSIP: 552732AA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      6077990 | PA      | $5504868.41   | 0.05%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2021-INV1 Trust                                                         | CUSIP: 552747AA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |       811824 | PA      | $790874.44    | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2020-NQM2 Trust                                                         | CUSIP: 552751AA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      3235835 | PA      | $3116755.70   | 0.03%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2020-NQM3 Trust                                                         | CUSIP: 552757AD8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |       800000 | PA      | $738293.38    | 0.01%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2022-CHM1 Trust                                                         | CUSIP: 552758AA2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      5864829 | PA      | $5797059.84   | 0.06%             | 2056-09-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2022-INV1 Trust                                                         | CUSIP: 55284TAC1<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      4950000 | PA      | $4559371.29   | 0.04%             | 2066-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2022-NQM2 Trust                                                         | CUSIP: 55285QAA0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     23541682 | PA      | $23323374.94  | 0.23%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-NQM1 Trust                                                         | CUSIP: 55286VAA8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     10845677 | PA      | $10940137.32  | 0.11%             | 2069-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-RPL1 Trust                                                         | CUSIP: 55287AAA3<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     11570756 | PA      | $11207725.19  | 0.11%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                       | MMP Capital 2025-A LLC                                                      | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4258793 | PA      | $4279159.73   | 0.04%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                     | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      2790000 | PA      | $2782801.80   | 0.03%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                    | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      6289000 | PA      | $6103788.95   | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                    | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      9973000 | PA      | $9440142.61   | 0.09%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                 | Ma'aden Sukuk Ltd                                                           | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     26000000 | PA      | $26122200.00  | 0.26%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | Macquarie Bank Ltd                                                          | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      2800000 | PA      | $2656304.00   | 0.03%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                          | Main Street Capital Corp                                                    | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      8291000 | PA      | $8234704.11   | 0.08%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                          | Main Street Capital Corp                                                    | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     23462000 | PA      | $23682777.42  | 0.23%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                          | Main Street Capital Corp                                                    | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     15150000 | PA      | $15054403.50  | 0.15%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                    | Manhattan West 2020-1MW Mortgage Trust                                      | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9398000 | PA      | $9054852.42   | 0.09%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                              | Maple Parent Holdings Corp                                                  | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |      4955000 | PA      | $4952175.65   | 0.05%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2021-3                                               | CUSIP: 57108Q103<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |        53946 | PA      | $792543.45    | 0.01%             | 2031-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2021-2                                               | CUSIP: 57108T107<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |        16347 | PA      | $224205.23    | 0.00%             | 2031-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2022-3                                               | CUSIP: 57109NAD1<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |     13674819 | PA      | $13867996.00  | 0.14%             | 2032-11-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2023-3                                               | CUSIP: 57109RAC4<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |       147599 | PA      | $147765.84    | 0.00%             | 2033-09-15      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2023-3                                               | CUSIP: 57109RAD2<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $6141663.36   | 0.06%             | 2033-09-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2021-1                                               | CUSIP: 57110N106<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |         9520 | PA      | $18294.32     | 0.00%             | 2031-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                        | Mattel Inc                                                                  | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      1575000 | PA      | $1567534.50   | 0.02%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-NPL1 Trust                                                         | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     15423926 | PA      | $15442946.50  | 0.15%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                          | Medco Maple Tree Pte Ltd                                                    | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     13000000 | PA      | $13346840.00  | 0.13%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                          | Medline Borrower LP/Medline Co-Issuer Inc                                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7950000 | PA      | $8101129.50   | 0.08%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                           | Meituan                                                                     | CUSIP: 58533EAE3<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     14600000 | PA      | $14580144.00  | 0.14%             | 2028-04-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust           | Mello Mortgage Capital Acceptance 2021-INV3                                 | CUSIP: 585491BQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104651924 | PA      | $678699.12    | 0.01%             | 2051-10-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust           | Mello Mortgage Capital Acceptance 2021-INV3                                 | CUSIP: 585491BT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8512514 | PA      | $233623.39    | 0.00%             | 2051-10-25      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust           | Mello Mortgage Capital Acceptance 2021-INV3                                 | CUSIP: 585491BY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       410804 | PA      | $322144.39    | 0.00%             | 2051-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust           | Mello Mortgage Capital Acceptance 2021-INV3                                 | CUSIP: 585491BZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1836490 | PA      | $1054801.27   | 0.01%             | 2051-10-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust           | Mello Mortgage Capital Acceptance 2021-INV2                                 | CUSIP: 58549XBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86150084 | PA      | $365069.60    | 0.00%             | 2051-08-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust           | Mello Mortgage Capital Acceptance 2021-INV2                                 | CUSIP: 58549XBT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5902850 | PA      | $247910.24    | 0.00%             | 2051-08-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust           | Mello Mortgage Capital Acceptance 2021-INV2                                 | CUSIP: 58549XBY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       297765 | PA      | $235807.11    | 0.00%             | 2051-08-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust           | Mello Mortgage Capital Acceptance 2021-INV2                                 | CUSIP: 58549XBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1444407 | PA      | $804458.64    | 0.01%             | 2051-08-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Men's Wearhouse, Inc. (The)                       | Men's Wearhouse Inc (The) 2026 Term Loan B                                  | CUSIP: 58711MAK5<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | LON              | CORP              | US        |      1000000 | PA      | $998440.00    | 0.01%             | 2031-01-28      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORP                              | Mercury General Corp                                                        | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |      9408000 | PA      | $9342896.64   | 0.09%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                  | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9800000 | PA      | $9810118.40   | 0.10%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust            | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4                  | CUSIP: 59020ULT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |        28085 | PA      | $26644.36     | 0.00%             | 2034-08-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| METALLOINVEST FINANCE                             | Metalloinvest Finance DAC                                                   | CUSIP: 59126LAB4<br>LEI: 635400ZS3HCCUYTNHA25 | Long             | DBT              | CORP              | IE        |      7500000 | PA      | $3740775.00   | 0.04%             | 2028-10-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                      | METLIFE SECURITIZATION TRUST 2019-1                                         | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       173600 | PA      | $173002.43    | 0.00%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      4651000 | PA      | $4895828.64   | 0.05%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE                           | Mid-Atlantic Interstate Transmission LLC                                    | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       945000 | PA      | $939698.55    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                           | Midwest Connector Capital Co LLC                                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5487000 | PA      | $5457150.72   | 0.05%             | 2029-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Mortgage Loan Trust 2023-NQM1                                     | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13279177 | PA      | $13245323.53  | 0.13%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Securities 2024-RS1 Ltd                                           | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8684789 | PA      | $8394346.58   | 0.08%             | 2069-11-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                       | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4700000 | PA      | $4711440.74   | 0.05%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      7000000 | PA      | $6161820.00   | 0.06%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      1750000 | PA      | $1761602.50   | 0.02%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $2051880.00   | 0.02%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust                          | Momnt Technologies Trust 2023-1                                             | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       723478 | PA      | $726402.32    | 0.01%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                      | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |      5610000 | PA      | $5670139.20   | 0.06%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1                    | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9966045 | PA      | $10018984.23  | 0.10%             | 2068-12-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2024-BPR2                                    | CUSIP: 61776EAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     14294598 | PA      | $14949416.84  | 0.15%             | 2029-05-05      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust 2024-RPL1                    | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18814706 | PA      | $18654372.66  | 0.18%             | 2064-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2020-2                                              | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2663511 | PA      | $2097295.49   | 0.02%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2020-2                                              | CUSIP: 61946PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       460476 | PA      | $456216.98    | 0.00%             | 2046-08-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2020-2                                              | CUSIP: 61946PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1549937 | PA      | $305253.86    | 0.00%             | 2046-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2021-2                                              | CUSIP: 61946RAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9930000 | PA      | $602969.46    | 0.01%             | 2047-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2021-3                                              | CUSIP: 61946TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12320000 | PA      | $596854.72    | 0.01%             | 2052-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2021-1                                              | CUSIP: 61947DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8600000 | PA      | $1193525.20   | 0.01%             | 2046-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                            | Mueller Water Products Inc                                                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     20714000 | PA      | $19963946.06  | 0.20%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                            | MPOWER Education Trust 2024-A                                               | CUSIP: 62476DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6723788 | PA      | $6854536.03   | 0.07%             | 2041-07-22      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1935620.00   | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                            | MPOWER Education Trust 2025-A                                               | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11700256 | PA      | $11819611.19  | 0.12%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                                    | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     10595000 | PA      | $10566711.35  | 0.10%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                       | NBK SPC Ltd                                                                 | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |      5177000 | PA      | $5091217.11   | 0.05%             | 2027-09-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                | NLG Global Funding                                                          | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     11985000 | PA      | $12270003.30  | 0.12%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                | NLG Global Funding                                                          | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |      9834000 | PA      | $9666428.64   | 0.10%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2025-B LLC                                                     | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      7223895 | PA      | $7245993.11   | 0.07%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                        | Nasdaq Inc                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      8840000 | PA      | $9094945.60   | 0.09%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust            | National Collegiate Student Loan Trust 2007-2                               | CUSIP: 63543LAD7<br>LEI: 635400VQIBXGEB9ZUC59 | Long             | ABS-O            | CORP              | US        |     17731862 | PA      | $17262101.25  | 0.17%             | 2033-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust            | National Collegiate Student Loan Trust 2005-1                               | CUSIP: 63543PBK1<br>LEI: 635400YFCYTJSI5XDJ17 | Long             | ABS-O            | CORP              | US        |      1534835 | PA      | $1449713.62   | 0.01%             | 2035-03-26      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust            | National Collegiate Student Loan Trust 2006-1                               | CUSIP: 63543PCD6<br>LEI: 635400ZLDAQQL4PJBJ98 | Long             | ABS-O            | CORP              | US        |      5665097 | PA      | $5614853.59   | 0.06%             | 2033-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust            | National Collegiate Student Loan Trust 2006-4                               | CUSIP: 63543WAD3<br>LEI: 635400VHKJCABQGBTP36 | Long             | ABS-O            | CORP              | US        |       639242 | PA      | $637096.20    | 0.01%             | 2032-05-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                          | Navoi Mining & Metallurgical Combinat                                       | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     19170000 | PA      | $19512184.50  | 0.19%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2019-D                            | CUSIP: 63941CAC7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      1677369 | PA      | $1672566.80   | 0.02%             | 2059-12-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2015-2                                            | CUSIP: 64033QAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      1069696 | PA      | $1029479.60   | 0.01%             | 2042-09-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                            | CUSIP: 64034YAA9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      1820185 | PA      | $1801997.90   | 0.02%             | 2062-04-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-C                                            | CUSIP: 64035GAA7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      1575288 | PA      | $1559539.55   | 0.02%             | 2062-04-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-C                                            | CUSIP: 64035GAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      4195994 | PA      | $3945794.80   | 0.04%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                  | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      9933000 | PA      | $10152022.65  | 0.10%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                  | NetCredit Combined Receivables A LLC                                        | CUSIP: 64112RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5264906 | PA      | $5311103.35   | 0.05%             | 2031-10-20      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC             | New Economy Assets - Phase 1 Sponsor LLC                                    | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19365000 | PA      | $16254601.45  | 0.16%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2017-3                                  | CUSIP: 64828MAA5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       585562 | PA      | $569136.10    | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2017-5                                  | CUSIP: 64828NAA3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       253452 | PA      | $256498.03    | 0.00%             | 2057-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2017-4                                  | CUSIP: 64829NAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       492266 | PA      | $473444.05    | 0.00%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2021-INV1                               | CUSIP: 64829WAL8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     87495112 | PA      | $3491956.17   | 0.03%             | 2051-06-25      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2021-INV1                               | CUSIP: 64829WBA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      1108200 | PA      | $936751.28    | 0.01%             | 2051-06-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2021-INV1                               | CUSIP: 64829WBB9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      1952695 | PA      | $1267281.12   | 0.01%             | 2051-06-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2017-6                                  | CUSIP: 64830BAA5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       259358 | PA      | $255202.31    | 0.00%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2018-1                                  | CUSIP: 64830GAB2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       486596 | PA      | $479507.47    | 0.00%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2024-RTL1                               | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |     18901000 | PA      | $18916755.87  | 0.19%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2022-NQM3                               | CUSIP: 64831QAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     14573345 | PA      | $13803947.38  | 0.14%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2024-RPL1                               | CUSIP: 64832AAA5<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-MBS          | CORP              | US        |     12954224 | PA      | $12160284.40  | 0.12%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes            | NRM FHT1 Excess Owner LLC                                                   | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7335469 | PA      | $7361332.64   | 0.07%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                                | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4330700.00   | 0.04%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                           | New York State Electric & Gas Corp                                          | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15410550.00  | 0.15%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp          | NEW YORK TRANSPRTN DEV CORP LEASE REVENUE                                   | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1805000 | PA      | $1781477.24   | 0.02%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                         | News Corp                                                                   | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1928600.00   | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                         | News Corp                                                                   | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      4980000 | PA      | $4870788.60   | 0.05%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                              | Niagara Mohawk Power Corp                                                   | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $7654493.00   | 0.08%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                       | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     10000000 | PA      | $9110500.00   | 0.09%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                       | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      4300000 | PA      | $4109037.00   | 0.04%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                               | Northern Trust Corp                                                         | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      4750000 | PA      | $4704685.00   | 0.05%             | 2026-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                         | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     17905000 | PA      | $17887990.25  | 0.18%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                         | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5280350.00   | 0.05%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                         | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5286000.00   | 0.05%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                       | Continental Finance Credit Card ABS Master Trust                            | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $5025230.35   | 0.05%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                       | Continental Finance Credit Card ABS Master Trust                            | CUSIP: 66981PAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9343000 | PA      | $9236686.56   | 0.09%             | 2032-12-15      | Fixed         | 9.42%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     12730000 | PA      | $11329063.50  | 0.11%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                          | Nufarm Australia Ltd / Nufarm Americas Inc                                  | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     12383000 | PA      | $11179496.23  | 0.11%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2021-909                                      | CUSIP: 67076XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4450000 | PA      | $3832749.22   | 0.04%             | 2043-04-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                | nVent Finance Sarl                                                          | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $2993070.00   | 0.03%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                | nVent Finance Sarl                                                          | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      4097000 | PA      | $3637152.72   | 0.04%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2021-NQM2 Trust                                                         | CUSIP: 670857AA9<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      4804155 | PA      | $3942845.46   | 0.04%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                      | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      7200000 | PA      | $6546528.00   | 0.06%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust                        | OSAT 2021-RPL1 Trust                                                        | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17279469 | PA      | $17289157.31  | 0.17%             | 2065-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2021-NQM4 Trust                                                         | CUSIP: 67115DAA0<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     12617657 | PA      | $10861762.60  | 0.11%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM11 Trust                                                        | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |      8253467 | PA      | $8303643.66   | 0.08%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust Series 2024-BPL2                                            | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |     11000000 | PA      | $11045333.20  | 0.11%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                               | ELECTRONIC ARTS INC USD TERM LOAN B                                         | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     16850000 | PA      | $16744687.50  | 0.16%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM1 Trust                                                         | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     13198297 | PA      | $13235231.82  | 0.13%             | 2063-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| OLYMPUS CORP                                      | Olympus Corp                                                                | CUSIP: 68163WAA7<br>LEI: 5299000Y52IFDI1I2A21 | Long             | DBT              | CORP              | JP        |      5510000 | PA      | $5423327.70   | 0.05%             | 2026-12-08      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                             | One Bryant Park Trust 2019-OBP                                              | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26914348 | PA      | $24868245.79  | 0.24%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                              | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      8601000 | PA      | $8282935.02   | 0.08%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      5202000 | PA      | $4657870.80   | 0.05%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     18395000 | PA      | $18884307.00  | 0.19%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2021-B                                               | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1013572 | PA      | $996395.67    | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2021-C                                               | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4362272 | PA      | $4304385.69   | 0.04%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding 2022-1 LLC                                                  | CUSIP: 68377X109<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        11000 | PA      | $142122.57    | 0.00%             | 2029-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                 | CUSIP: 6840C3JG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |     26085000 | PA      | $25546953.40  | 0.25%             | 2026-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                 | CUSIP: 6840C3K28<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |     14360000 | PA      | $14034123.73  | 0.14%             | 2026-10-02      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                         | Orange SA                                                                   | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      5747000 | PA      | $5679472.75   | 0.06%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                          | Blue Owl Technology Finance Corp                                            | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      4232000 | PA      | $4209528.08   | 0.04%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                            | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      2176000 | PA      | $2148691.20   | 0.02%             | 2026-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                            | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1369791.00   | 0.01%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                             | Blue Owl Capital Corp                                                       | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     21177000 | PA      | $20627668.62  | 0.20%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                           | PPL Capital Funding Inc                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4030120.00   | 0.04%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                       | PRKCM 2021-AFC1 Trust                                                       | CUSIP: 69357TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3368907 | PA      | $2817955.16   | 0.03%             | 2056-08-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                       | PRKCM 2021-AFC1 Trust                                                       | CUSIP: 69357TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2729000 | PA      | $1840405.59   | 0.02%             | 2056-08-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                    | PSEG Power LLC                                                              | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9034000 | PA      | $9171316.80   | 0.09%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2022-INV1 Trust                                                        | CUSIP: 69377EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23408680 | PA      | $23316643.35  | 0.23%             | 2067-04-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2022-INV1 Trust                                                        | CUSIP: 69377EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6955460 | PA      | $6927999.30   | 0.07%             | 2067-04-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2022-NQM1 Trust                                                        | CUSIP: 69378KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6608561 | PA      | $6588707.03   | 0.06%             | 2067-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2024-RPL2 LLC                                                          | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7631450 | PA      | $7550588.52   | 0.07%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-1 LLC                                                             | CUSIP: 69382GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17416584 | PA      | $17356173.00  | 0.17%             | 2030-04-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                       | PRKCM 2024-HOME1 Trust                                                      | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4302089 | PA      | $4339934.17   | 0.04%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-RPL3 LLC                                                          | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13080215 | PA      | $12630566.30  | 0.12%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                       | PRKCM 2023-AFC1 Trust                                                       | CUSIP: 693981AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3984506 | PA      | $3977484.78   | 0.04%             | 2058-02-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                       | PRKCM 2023-AFC1 Trust                                                       | CUSIP: 693981AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3814249 | PA      | $3808453.19   | 0.04%             | 2058-02-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2024-RPL1 Trust                                                        | CUSIP: 693989AA3<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |      4388415 | PA      | $4187484.88   | 0.04%             | 2063-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2026-1                                         | CUSIP: 694969AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7806000 | PA      | $7803780.68   | 0.08%             | 2027-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | PAGAYA AI Debt Trust 2022-2                                                 | CUSIP: 69546VAC1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      1017156 | PA      | $1018013.76   | 0.01%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2026-2                                         | CUSIP: 69549PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21115000 | PA      | $21115000.00  | 0.21%             | 2027-04-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds             | Panama Government International Bonds                                       | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     13300000 | PA      | $10929408.00  | 0.11%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                          | Papa John's International Inc                                               | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     12568000 | PA      | $11982708.24  | 0.12%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                       | Paychex Inc                                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      3044000 | PA      | $3059767.92   | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II                           | Peachtree Corners Funding Trust II                                          | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7292000 | PA      | $7461101.48   | 0.07%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PEGASUS HAVA TASIMACILIG                          | Pegasus Hava Tasimaciligi AS                                                | CUSIP: 705567AB1<br>LEI: 789000B1MW5PQ58A8T03 | Long             | DBT              | CORP              | TR        |     24600000 | PA      | $24374418.00  | 0.24%             | 2031-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6440000 | PA      | $6548707.20   | 0.06%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2480000 | PA      | $2482132.80   | 0.02%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2526384.00   | 0.02%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3060000 | PA      | $3112356.60   | 0.03%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                              | Pentair Finance Sarl                                                        | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |      9193000 | PA      | $9621301.87   | 0.09%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PERIMETER MASTER NT                               | PERIMETER MASTER NT                                                         | CUSIP: 71384PAU5<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $10026641.00  | 0.10%             | 2029-09-17      | Fixed         | 8.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10950000 | PA      | $10952628.00  | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      8312000 | PA      | $7942365.36   | 0.08%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                 | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      4945000 | PA      | $5070603.00   | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                       | Polaris Inc                                                                 | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      9875000 | PA      | $10349493.75  | 0.10%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                       | Polaris Inc                                                                 | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      6637000 | PA      | $6578727.14   | 0.06%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      8860000 | PA      | $8514991.60   | 0.08%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      2950000 | PA      | $2985724.50   | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                           | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4933050.00   | 0.05%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                           | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1820000 | PA      | $1784874.00   | 0.02%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust                           | PowerPay Issuance Trust 2024-1                                              | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4495372 | PA      | $4592609.80   | 0.05%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                               | Prestige Brands Inc                                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     12321000 | PA      | $12300423.93  | 0.12%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                               | Prestige Brands Inc                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      6386000 | PA      | $5859921.32   | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL3 LLC                                                          | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |     23952637 | PA      | $23975349.20  | 0.24%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                                            | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $6525504.00   | 0.06%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co            | Prodigy Finance CM2021-1 DAC                                                | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       259959 | PA      | $259361.11    | 0.00%             | 2051-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                              | Prologis Targeted US Logistics Fund LP                                      | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |      5530000 | PA      | $5643254.40   | 0.06%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                   | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       656000 | PA      | $587743.20    | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                   | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     11494000 | PA      | $10803670.36  | 0.11%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                              | Protective Life Corp                                                        | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |      4902000 | PA      | $4674351.12   | 0.05%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                              | Protective Life Corp                                                        | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |      5857000 | PA      | $5801709.92   | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                            | Protective Life Global Funding                                              | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      4850000 | PA      | $4956118.00   | 0.05%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                            | Protective Life Global Funding                                              | CUSIP: 74368CCD4<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      4925000 | PA      | $4868461.00   | 0.05%             | 2029-01-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-RPL4 LLC                                                          | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16200709 | PA      | $15607367.24  | 0.15%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                           | Public Service Co of Oklahoma                                               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6043560.00   | 0.06%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                         | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      9543000 | PA      | $9726034.74   | 0.10%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                  | Puget Energy Inc                                                            | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      6876000 | PA      | $6663806.64   | 0.07%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                  | Puget Energy Inc                                                            | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      8255000 | PA      | $7875352.55   | 0.08%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                  | Puget Energy Inc                                                            | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      6812000 | PA      | $6866019.16   | 0.07%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                         | Qorvo Inc                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     26626000 | PA      | $24078424.32  | 0.24%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                         | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      3670000 | PA      | $3690038.20   | 0.04%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                        | RCKT Trust 2025-PL1                                                         | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2120711 | PA      | $2125450.54   | 0.02%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                          | RFT 2025-RR1 Trust                                                          | CUSIP: 749433AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13827634 | PA      | $13857771.82  | 0.14%             | 2028-06-27      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                          | RLI Corp                                                                    | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |     18319000 | PA      | $17643395.28  | 0.17%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11400000 | PA      | $11592300.56  | 0.11%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                     | Radian Mortgage Capital Trust 2024-J2                                       | CUSIP: 75023WAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5527058 | PA      | $5526652.65   | 0.05%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                     | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      4800000 | PA      | $2639616.00   | 0.03%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                     | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     11670000 | PA      | $6365985.00   | 0.06%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                               | Rate Mortgage Trust 2024-J4                                                 | CUSIP: 75408TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17698741 | PA      | $17752404.37  | 0.17%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                               | Rate Mortgage Trust 2022-J1                                                 | CUSIP: 75410RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10604543 | PA      | $9477613.40   | 0.09%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2025-2                                                      | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1945200 | PA      | $1952908.99   | 0.02%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach Abs Trust 2026-1                                                      | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7273864 | PA      | $7275498.38   | 0.07%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                            | Real Hero Merger Sub 2 Inc                                                  | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2671000 | PA      | $1079805.17   | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                          | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      4503000 | PA      | $4534926.27   | 0.04%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                                          | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6287580.00   | 0.06%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                                            | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       398675 | NS      | $9934981.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                                            | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       515975 | NS      | $13110924.75  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                                            | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      7001000 | PA      | $7272568.79   | 0.07%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                            | Reliance Standard Life Global Funding II                                    | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1592000 | PA      | $1569855.28   | 0.02%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                            | Reliance Standard Life Global Funding II                                    | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3942640.00   | 0.04%             | 2026-09-28      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                          | RenaissanceRe Holdings Ltd                                                  | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      9395000 | PA      | $9649322.65   | 0.09%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                             | Rentokil Terminix Funding LLC                                               | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |     13680000 | PA      | $13737045.60  | 0.14%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Trust 2025-5                                   | CUSIP: 76089KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21708000 | PA      | $21698526.85  | 0.21%             | 2034-06-26      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Trust 2025-6                                   | CUSIP: 76100JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28203000 | PA      | $28216049.53  | 0.28%             | 2034-08-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Asset Trust 2026-1                             | CUSIP: 76100KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9592000 | PA      | $9586294.68   | 0.09%             | 2035-01-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC         | Retained Vantage Data Centers Issuer LLC                                    | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     12100000 | PA      | $12039321.89  | 0.12%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                          | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      9687000 | PA      | $9205362.36   | 0.09%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                          | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      5458000 | PA      | $5613225.52   | 0.06%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                          | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4092760.00   | 0.04%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                          | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      6179000 | PA      | $6108250.45   | 0.06%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                            | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      6533000 | PA      | $6640271.86   | 0.07%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                             | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |     13500000 | PA      | $13279412.70  | 0.13%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                             | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              |  | US        |      8000000 | PA      | $7807578.40   | 0.08%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                             | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000000 | PA      | $15253620.00  | 0.15%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                             | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |     16980000 | PA      | $17053969.97  | 0.17%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2019-3                                        | CUSIP: 78432BAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1978000 | PA      | $1971150.40   | 0.02%             | 2059-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2019-3                                        | CUSIP: 78432BAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       842000 | PA      | $730378.17    | 0.01%             | 2059-09-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2019-3                                        | CUSIP: 78432BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9872070 | PA      | $148085.98    | 0.00%             | 2059-09-25      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2019-3                                        | CUSIP: 78432BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9697961 | PA      | $96.98        | 0.00%             | 2059-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2019-3                                        | CUSIP: 78432BAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9212970 | PA      | $502807.98    | 0.00%             | 2059-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                     | SFO Commercial Mortgage Trust 2021-555                                      | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14442000 | PA      | $14380627.57  | 0.14%             | 2038-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2021-2                                        | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5171136 | PA      | $4390590.31   | 0.04%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2022-1                                        | CUSIP: 78433QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4204000 | PA      | $2985992.11   | 0.03%             | 2062-03-27      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2008-2                                               | CUSIP: 784442AC9<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |        12875 | PA      | $12865.81     | 0.00%             | 2023-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2008-5                                               | CUSIP: 78444YAD7<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |       231601 | PA      | $225980.07    | 0.00%             | 2023-07-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2011-2                                               | CUSIP: 78446JAB2<br>LEI: 549300GQO6PBOYVGSS10 | Long             | ABS-O            | CORP              | US        |      1587971 | PA      | $1595788.22   | 0.02%             | 2034-10-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2012-1                                               | CUSIP: 78446WAC1<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |       962645 | PA      | $957362.59    | 0.01%             | 2028-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2013-6                                               | CUSIP: 78448CAG4<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |      1150242 | PA      | $1136413.97   | 0.01%             | 2055-06-26      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2021-A                                     | CUSIP: 78448YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         2742 | PA      | $4322654.16   | 0.04%             | 2053-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2021-D                                     | CUSIP: 78449MAB2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      1230426 | PA      | $1216906.23   | 0.01%             | 2053-03-17      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                  | SLG Office Trust 2021-OVA                                                   | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18658000 | PA      | $16600263.29  | 0.16%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2022-A                                     | CUSIP: 78450FAF4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      2230236 | PA      | $2105577.67   | 0.02%             | 2054-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                             | SS&C Technologies Inc                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      2670000 | PA      | $2672589.90   | 0.03%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                             | SS&C Technologies Inc                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6720033.00   | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                             | SS&C Technologies Inc 2024 Term Loan B8                                     | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      3729593 | PA      | $3714898.09   | 0.04%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                    | SNF Group SACA                                                              | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      8405000 | PA      | $8405000.00   | 0.08%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                            | Sable International Finance Ltd                                             | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      1500000 | PA      | $1481790.00   | 0.01%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                      | SAFCO Auto Receivables Trust 2025-1                                         | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11521366 | PA      | $11551547.38  | 0.11%             | 2029-09-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                              | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     37460000 | PA      | $37470863.40  | 0.37%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                              | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      7727000 | PA      | $7716491.28   | 0.08%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                          | Sammons Financial Group Global Funding                                      | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |      6106000 | PA      | $6054648.54   | 0.06%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                           | Sammons Financial Group Inc                                                 | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1988660.00   | 0.02%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                           | Sammons Financial Group Inc                                                 | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      6610000 | PA      | $7002964.50   | 0.07%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                  | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $13217640.00  | 0.13%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                  | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5009900.00   | 0.05%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                  | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     11370000 | PA      | $11656069.20  | 0.11%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-3                               | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22800000 | PA      | $22985446.99  | 0.23%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2026-1                               | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10042000 | PA      | $10036076.83  | 0.10%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2022-C                       | CUSIP: 80290CBL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7075000 | PA      | $7474715.57   | 0.07%             | 2032-12-15      | Fixed         | 18.06%                | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                         | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     18000000 | PA      | $18150300.00  | 0.18%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                         | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      5738000 | PA      | $5648142.92   | 0.06%             | 2029-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                          | Science Applications International Corp                                     | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     33305000 | PA      | $32765125.95  | 0.32%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                   | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1998180.00   | 0.02%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                   | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     13166000 | PA      | $12247408.18  | 0.12%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                   | Sealed Air Corp                                                             | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      8460000 | PA      | $8553906.00   | 0.08%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                          | Sealed Air Corp/Sealed Air Corp US                                          | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       500000 | PA      | $526825.00    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                   | Sealed Air Corp                                                             | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4230120.00   | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                        | Select Medical Corporation 2024 Term Loan B                                 | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     13036732 | PA      | $12938956.95  | 0.13%             | 2031-12-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2023-3                                               | CUSIP: 816943BF0<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |      5420046 | PA      | $5465768.20   | 0.05%             | 2053-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                     | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      1236000 | PA      | $1193209.68   | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                     | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     19417000 | PA      | $19433698.62  | 0.19%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       800000 | PA      | $817080.00    | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2017-7                                               | CUSIP: 81746GCD3<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |      1124761 | PA      | $1007438.54   | 0.01%             | 2047-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2015-4                                               | CUSIP: 81746MCE8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |      1686000 | PA      | $1599030.08   | 0.02%             | 2030-11-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2016-3                                               | CUSIP: 81746NCD8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |      1915692 | PA      | $1488272.53   | 0.01%             | 2046-11-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2018-7                                               | CUSIP: 81747WEL7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |      1802000 | PA      | $1510182.57   | 0.01%             | 2048-09-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2021-9                                               | CUSIP: 81748CAA8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     11595030 | PA      | $9613372.54   | 0.09%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-10                                              | CUSIP: 81750CAB1<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     17875010 | PA      | $17488500.39  | 0.17%             | 2055-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                               | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5950000 | PA      | $5943217.00   | 0.06%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                            | Service Experts Issuer 2021-1 LLC                                           | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4142598 | PA      | $4075513.55   | 0.04%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2020-2                                        | CUSIP: 81882JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       693920 | PA      | $646549.40    | 0.01%             | 2065-05-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                    | Shellpoint Co-Originator Trust 2016-1                                       | CUSIP: 82281ECA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2056547 | PA      | $1609666.46   | 0.02%             | 2046-11-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2023-1 Receivables Funding LLC                             | CUSIP: 826943AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       939020 | PA      | $961754.93    | 0.01%             | 2040-01-20      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                         | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      9966000 | PA      | $9950154.06   | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                         | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      3250000 | PA      | $3235115.00   | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      9815000 | PA      | $9485019.70   | 0.09%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                          | South Bow USA Infrastructure Holdings LLC                                   | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      4460000 | PA      | $4490863.20   | 0.04%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                            | Skyworks Solutions Inc                                                      | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |      2701000 | PA      | $2688521.38   | 0.03%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SKY1 Trust                                        | SKY Trust 2025-LINE                                                         | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8098472 | PA      | $8153614.03   | 0.08%             | 2042-04-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                          | Snam SpA                                                                    | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      4200000 | PA      | $4231332.00   | 0.04%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                          | Snam SpA                                                                    | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      3907000 | PA      | $3984475.81   | 0.04%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                         | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1667000 | PA      | $1715626.39   | 0.02%             | 2029-01-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                         | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2042720.00   | 0.02%             | 2030-01-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                         | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      6687000 | PA      | $6707729.70   | 0.07%             | 2027-02-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                         | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      5800000 | PA      | $5738578.00   | 0.06%             | 2030-04-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                        | Sodexo Inc                                                                  | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6082380.00   | 0.06%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC              | SoFi Professional Loan Program 2021-B Trust                                 | CUSIP: 83405N106<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |        90000 | PA      | $1963516.50   | 0.02%             | 2047-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC              | SoFi Professional Loan Program 2021-B Trust                                 | CUSIP: 83405NAA4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     12059419 | PA      | $10689327.57  | 0.11%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust                            | Sofi Alternative Trust 2019-C                                               | CUSIP: 83406JAA2<br>LEI: 549300FHYBLULHPK5D74 | Long             | ABS-O            | CORP              | US        |     13242089 | PA      | $13152450.34  | 0.13%             | 2045-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                             | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      6725000 | PA      | $6709330.75   | 0.07%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      6950000 | PA      | $7056474.00   | 0.07%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                | Southwest Gas Corp                                                          | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      7880000 | PA      | $7169696.80   | 0.07%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                | Southwest Gas Corp                                                          | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      3026000 | PA      | $2891312.74   | 0.03%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                | Southwest Gas Corp                                                          | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      4610000 | PA      | $4711005.10   | 0.05%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                  | SpringCastle America Funding LLC                                            | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1603801 | PA      | $1520108.54   | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                   | Spruce Hill Mortgage Loan Trust 2022-SH1                                    | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4479925 | PA      | $4435669.09   | 0.04%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Acquisition Company, LLC     | Spruce Hill Mortgage Loan Trust 2020-SH2                                    | CUSIP: 85214RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2337336 | PA      | $2329719.17   | 0.02%             | 2055-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust               | Starwood Mortgage Residential Trust 2021-5                                  | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12307793 | PA      | $10344587.12  | 0.10%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                          | Stewart Information Services Corp                                           | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     16620000 | PA      | $14702883.00  | 0.14%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                              | Stillwater Mining Co                                                        | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      3050000 | PA      | $2872642.50   | 0.03%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                   | Stream Innovations 2024-1 Issuer Trust                                      | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4085476 | PA      | $4186844.95   | 0.04%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     14550000 | PA      | $15143349.00  | 0.15%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM                                  | Summit Midstream Corp                                                       | CUSIP: 86614G200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        21140 | NS      | $3370849.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                          | Summit Midstream Holdings LLC                                               | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4950000 | PA      | $5098549.50   | 0.05%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                           | Sun Communities Operating LP                                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |      9377000 | PA      | $8393446.47   | 0.08%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                 | Sunbit Asset Securitization Trust 2025-1                                    | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8900000 | PA      | $8963240.64   | 0.09%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia II Issuer, LLC                     | Sunnova Hestia II Issuer LLC                                                | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5185370 | PA      | $5060312.44   | 0.05%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                            | Sunoco LP / Sunoco Finance Corp                                             | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2387000 | PA      | $2435336.75   | 0.02%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                   | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2083000 | PA      | $2136741.40   | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                   | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7893000 | PA      | $8173675.08   | 0.08%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1897000 | PA      | $1933175.79   | 0.02%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                   | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     16591000 | PA      | $16593488.65  | 0.16%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                   | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7115000 | PA      | $7232895.55   | 0.07%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                            | Sunoco LP / Sunoco Finance Corp                                             | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12530000 | PA      | $12513836.30  | 0.12%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                              | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     26068000 | PA      | $25815661.76  | 0.25%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                           | System Energy Resources Inc                                                 | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2212000 | PA      | $2272852.12   | 0.02%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                            | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11515000 | PA      | $10112933.60  | 0.10%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8935000 | PA      | $9060715.45   | 0.09%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                             | TRK 2022-INV2 Trust                                                         | CUSIP: 87265XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8333764 | PA      | $8257830.03   | 0.08%             | 2057-06-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| TPC Group Inc                                     | TPC Group Inc 2024 Term Loan B                                              | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |     12870000 | PA      | $11756745.00  | 0.12%             | 2031-12-16      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                   | TMS Issuer Sarl                                                             | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |     10700000 | PA      | $10868097.00  | 0.11%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                            | TPG Operating Group II LP                                                   | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      5571000 | PA      | $5462978.31   | 0.05%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                       | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4536900.00   | 0.04%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                       | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     16224000 | PA      | $16605426.24  | 0.16%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                    | Tesla Sustainable Energy Trust 2024-1                                       | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9078816 | PA      | $9085352.95   | 0.09%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust                             | Theorem Funding Trust 2022-3                                                | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1140271 | PA      | $1160835.62   | 0.01%             | 2029-04-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Thornburg Capital Management Fund                 | Thornburg Capital Management Fund                                           | CUSIP: 885216739<br>LEI: 549300GLR0WG6ALV5277 | Long             | EC               | RF                | US        |     20782776 | NS      | $207827755.41 | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 321 Henderson Receivables LLC                     | 321 Henderson Receivables I LLC                                             | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       235254 | PA      | $234743.34    | 0.00%             | 2041-09-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| TIAA Bank Mortgage Loan Trust                     | TIAA Bank Mortgage Loan Trust 2018-2                                        | CUSIP: 886312CD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2170610 | PA      | $2002478.54   | 0.02%             | 2048-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| TIAA Bank Mortgage Loan Trust                     | TIAA Bank Mortgage Loan Trust 2018-2                                        | CUSIP: 886312CE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2040000 | PA      | $1479695.11   | 0.01%             | 2048-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                             | Toledo Edison Co/The                                                        | CUSIP: 889175BF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4425000 | PA      | $4217290.50   | 0.04%             | 2028-05-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                             | Toorak Mortgage Trust 2024-RRTL1                                            | CUSIP: 89054YAA1<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |     23696842 | PA      | $23712399.16  | 0.23%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2018-2                                            | CUSIP: 89175VAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |       352278 | PA      | $349667.86    | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust                            | Towd Point Asset Trust 2021-SL1                                             | CUSIP: 89179XAD7<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |     11986000 | PA      | $11807480.52  | 0.12%             | 2061-11-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust                            | Towd Point Asset Trust 2021-SL1                                             | CUSIP: 89179XAL9<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |       650160 | PA      | $649446.37    | 0.01%             | 2061-11-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-R2                                           | CUSIP: 89182UAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-O            | CORP              | US        |     14691397 | PA      | $13714375.16  | 0.13%             | 2064-09-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-R1                                           | CUSIP: 89183DAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     17528704 | PA      | $15681522.52  | 0.15%             | 2057-11-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                 | Transcanada Trust                                                           | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      9899000 | PA      | $9890882.82   | 0.10%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     11165000 | PA      | $11292504.30  | 0.11%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     14860000 | PA      | $15162103.80  | 0.15%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc 2026 Term Loan N                                              | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1000000 | PA      | $1000190.00   | 0.01%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2024-2                                   | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1028264 | PA      | $949498.61    | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2024-3                                   | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2202828 | PA      | $1884298.92   | 0.02%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                       | Trimble Inc                                                                 | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     21355000 | PA      | $21430596.70  | 0.21%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                       | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      6250000 | PA      | $6640250.00   | 0.07%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                          | Tucson Electric Power Co                                                    | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      8325000 | PA      | $8395596.00   | 0.08%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                          | Turkcell Iletisim Hizmetleri AS                                             | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     20850000 | PA      | $21163792.50  | 0.21%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                          | Turning Point Brands Inc                                                    | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1026870.00   | 0.01%             | 2032-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2679000 | PA      | $2650093.59   | 0.03%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     13800000 | PA      | $13629018.00  | 0.13%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      5465000 | PA      | $5452157.25   | 0.05%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL HOLDINGS LIMITED                          | DIGICEL HOLDINGS LIMITED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24516 | NS      | $22234.79     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UL SOLUTIONS INC                                  | UL Solutions Inc                                                            | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |     16950000 | PA      | $17744785.50  | 0.17%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                  | Under Armour Inc                                                            | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     17454000 | PA      | $17389943.82  | 0.17%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                  | Under Armour Inc                                                            | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      8990000 | PA      | $9089519.30   | 0.09%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust           | United Auto Credit Securitization Trust 2022-1                              | CUSIP: 90944DAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        37000 | PA      | $1762646.37   | 0.02%             | 2028-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      9750000 | PA      | $9513465.00   | 0.09%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                         | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44500000 | PA      | $33833906.25  | 0.33%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                       | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60186321 | PA      | $34045238.69  | 0.34%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                         | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    164700000 | PA      | $102654421.88 | 1.01%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                         | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000000 | PA      | $62984375.00  | 0.62%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                         | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    207290000 | PA      | $133475326.56 | 1.31%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                       | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57809736 | PA      | $30659483.88  | 0.30%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173472000 | PA      | $115982295.00 | 1.14%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                         | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28524000 | PA      | $27071058.75  | 0.27%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                         | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    193012600 | PA      | $188277759.66 | 1.85%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                       | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    202900344 | PA      | $200475052.20 | 1.97%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912833Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000000 | PA      | $31014955.00  | 0.31%             | 2036-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834AT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000000 | PA      | $14002450.75  | 0.14%             | 2038-08-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000000 | PA      | $13177998.25  | 0.13%             | 2039-08-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000000 | PA      | $39682768.80  | 0.39%             | 2040-08-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834KB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4675000 | PA      | $1751749.71   | 0.02%             | 2045-05-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000000 | PA      | $11496797.00  | 0.11%             | 2041-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000000 | PA      | $24925092.50  | 0.25%             | 2042-02-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000000 | PA      | $17313460.40  | 0.17%             | 2042-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000000 | PA      | $20687268.50  | 0.20%             | 2043-08-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23600000 | PA      | $8610726.68   | 0.08%             | 2045-11-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury STRIPS Coupon                                                 | CUSIP: 912834PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000000 | PA      | $7198366.80   | 0.07%             | 2046-02-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                             | Universal Health Services Inc                                               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      4646000 | PA      | $4181725.22   | 0.04%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                             | Universal Health Services Inc                                               | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      6179000 | PA      | $6104295.89   | 0.06%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                             | Universal Health Services Inc                                               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     14035000 | PA      | $13878509.75  | 0.14%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                        | Unum Group                                                                  | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     11920000 | PA      | $11643098.40  | 0.11%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                    | Upgrade Master Pass-Thru Trust Series 2025-ST4                              | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3862283 | PA      | $3876623.74   | 0.04%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                    | Upgrade Master Pass-Thru Trust Series 2025-ST5                              | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5360774 | PA      | $5362382.73   | 0.05%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2023-1                                         | CUSIP: 91679AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4413510 | PA      | $4477142.52   | 0.04%             | 2033-02-20      | Fixed         | 11.10%                | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2025-2                                         | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4799362 | PA      | $4814973.63   | 0.05%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2021-5                                         | CUSIP: 91679JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2655636 | PA      | $2652889.87   | 0.03%             | 2031-11-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2021-3                                         | CUSIP: 91679L102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         7165 | PA      | $228833.75    | 0.00%             | 2031-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Structured Pass-Through Trust             | Upstart Structured Pass-Through Trust Series 2022-2A                        | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1915632 | PA      | $1911026.68   | 0.02%             | 2030-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2021-4                                         | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       137778 | PA      | $137564.22    | 0.00%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2021-4                                         | CUSIP: 91682NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         4706 | PA      | $516738.95    | 0.01%             | 2031-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                        | Upstart Pass-Through Trust Series 2021-ST8                                  | CUSIP: 91683LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5400000 | PA      | $341361.00    | 0.00%             | 2029-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                        | Upstart Pass-Through Trust Series 2021-ST9                                  | CUSIP: 91683MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1414000 | PA      | $151435.16    | 0.00%             | 2029-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2023-2                                         | CUSIP: 91683VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       493451 | PA      | $494281.66    | 0.00%             | 2033-06-20      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2023-3                                         | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        29521 | PA      | $29547.47     | 0.00%             | 2033-10-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2023-3                                         | CUSIP: 91684MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19500000 | PA      | $19879899.59  | 0.20%             | 2033-10-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust                                                | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1801012 | PA      | $1801504.58   | 0.02%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2025-1                                         | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3951544 | PA      | $3955420.28   | 0.04%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  95500000000 | PA      | $8257467.27   | 0.08%             | 2027-05-29      | Fixed         | 16.63%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAD9<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  92000000000 | PA      | $8053939.43   | 0.08%             | 2028-02-25      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT C LLC                                                                  | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4486352 | PA      | $4485918.76   | 0.04%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                             | VSP Optical Group Inc                                                       | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |      2832000 | PA      | $2774736.96   | 0.03%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                      | VT Topco Inc                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     11362000 | PA      | $11543564.76  | 0.11%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                           | Verdant Receivables 2023-1 LLC                                              | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3803084 | PA      | $3855336.60   | 0.04%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                      | VeriSign Inc                                                                | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      6508000 | PA      | $6563252.92   | 0.06%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                      | Veros Auto Receivables Trust 2025-1                                         | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8318464 | PA      | $8332182.02   | 0.08%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                      | Veros Auto Receivables Trust 2026-1                                         | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9293045 | PA      | $9288908.21   | 0.09%             | 2028-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                 | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      5184000 | PA      | $5028739.20   | 0.05%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                            | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $1725930.00   | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                            | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     14318000 | PA      | $12686463.90  | 0.12%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                              | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      5961000 | PA      | $5955694.71   | 0.06%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                       | Visio 2022-1 Trust                                                          | CUSIP: 92838CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $9970127.20   | 0.10%             | 2057-08-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                  | Vista Point Securitization Trust 2020-2                                     | CUSIP: 92838TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       376079 | PA      | $365655.98    | 0.00%             | 2065-04-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                     | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     12074000 | PA      | $12149221.02  | 0.12%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                                     | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      3507000 | PA      | $3498022.08   | 0.03%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp                                                                | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      4453000 | PA      | $4453000.00   | 0.04%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp                                                                | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     11254000 | PA      | $10786621.38  | 0.11%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                 | Vornado Realty LP                                                           | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      9336500 | PA      | $9292338.36   | 0.09%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                      | WB Commercial Mortgage Trust 2024-HQ                                        | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4050000 | PA      | $4040979.39   | 0.04%             | 2040-03-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                           | WE Soda Investments Holding PLC                                             | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     16000000 | PA      | $15994080.00  | 0.16%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                           | WE Soda Investments Holding PLC                                             | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      4150000 | PA      | $4094058.00   | 0.04%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MALAMUTE ENERGY, INC.                             | MALAMUTE ENERGY, INC.                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          847 | NS      | $847.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2018-1745                             | CUSIP: 94990DAA4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3763274.40   | 0.04%             | 2036-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                            | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3364003.00   | 0.03%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10225700.00  | 0.10%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust      | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust                      | CUSIP: 95003KAX0<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     76073515 | PA      | $2249980.72   | 0.02%             | 2051-08-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust      | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust                      | CUSIP: 95003KBL5<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      1554466 | PA      | $1325916.09   | 0.01%             | 2051-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust      | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust                      | CUSIP: 95003KBM3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      1247377 | PA      | $1036918.68   | 0.01%             | 2051-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust      | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust                      | CUSIP: 95003KBN1<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       959170 | PA      | $482233.59    | 0.00%             | 2051-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                      | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     15181000 | PA      | $15267228.08  | 0.15%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      4690000 | PA      | $4773857.20   | 0.05%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      2625000 | PA      | $2676213.75   | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                      | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       500000 | PA      | $496845.00    | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALAMOS STRATEGIC TOTAL RETURN                    | CALAMOS STRATEGIC TOTAL RETURN                                              | CUSIP: 000000000<br>LEI: 54930048NQ2YBS3TXW78 | Long             | EP               | CORP              | US        |       510000 | NS      | $12540900.00  | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTERN UNION CO/THE                              | Western Union Co/The                                                        | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     14422000 | PA      | $14295519.06  | 0.14%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2022-2                                | CUSIP: 96042VAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30832000 | PA      | $31033653.61  | 0.31%             | 2027-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLAS US ROYALTY PARTICIPATION                    | ATLAS US ROYALTY PARTICIPATION                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5450000 | PA      | $545.00       | 0.00%             | 2027-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                       | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5119850.00   | 0.05%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                       | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      6560000 | PA      | $6733774.40   | 0.07%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRISTATE INSURED CASH SWEEP                       | TRISTATE INSURED CASH SWEEP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |           98 | PA      | $97.56        | 0.00%             | 2050-10-01      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                    | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2840730.00   | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                    | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      9835000 | PA      | $9940431.20   | 0.10%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                    | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      5693000 | PA      | $5617169.24   | 0.06%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                          | Windsor Holdings III LLC                                                    | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |      8470000 | PA      | $8772802.50   | 0.09%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                  | Wipro IT Services LLC                                                       | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |      3953000 | PA      | $3925210.41   | 0.04%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      3183000 | PA      | $3249429.21   | 0.03%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                               | Xerox Holdings Corp 2023 Non-CoOp Term Loan                                 | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |      8652000 | PA      | $5450759.75   | 0.05%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                           | Zebra Technologies Corp                                                     | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |      5630000 | PA      | $5663836.30   | 0.06%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                      | New Zealand Government Bonds                                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     17550000 | PA      | $9523062.71   | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                            | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      5846800 | PA      | $5424368.70   | 0.05%             | 2036-09-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     98800000 | PA      | $18054882.73  | 0.18%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LKQ EURO HOLDINGS BV                              | LKQ European Holdings BV                                                    | CUSIP: 000000000<br>LEI: 549300J0BGI20W62GB49 | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $7609082.21   | 0.07%             | 2028-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                          | International Flavors & Fragrances Inc                                      | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     13400000 | PA      | $15407233.77  | 0.15%             | 2026-09-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  45000000000 | PA      | $2688243.26   | 0.03%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                   | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5634769.82   | 0.06%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $9947900.00   | 0.10%             | 2026-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                   | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $7146171.13   | 0.07%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                   | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      9460000 | PA      | $10362695.63  | 0.10%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                 | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      1500000 | PA      | $1441650.00   | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Panama Bonos del Tesoro                           | Panama Bonos del Tesoro                                                     | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     12610000 | PA      | $11376742.00  | 0.11%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                   | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      8715000 | PA      | $9302330.02   | 0.09%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                             | Gazprom PJSC via Gaz Finance PLC                                            | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     16000000 | PA      | $10053280.00  | 0.10%             | 2031-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                              | WMG Acquisition Corp                                                        | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     19018000 | PA      | $20316166.60  | 0.20%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                              | OI European Group BV                                                        | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3475803.43   | 0.03%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                               | Albania Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      9800000 | PA      | $11698755.38  | 0.12%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                 | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     13060000 | PA      | $13426071.80  | 0.13%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                   | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  15500000000 | PA      | $1310816.77   | 0.01%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 216734000000 | PA      | $12912599.66  | 0.13%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                             | Egypt Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    580450000 | PA      | $10564339.02  | 0.10%             | 2027-06-04      | Fixed         | 23.87%                | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                             | Finance Department Government of Sharjah                                    | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     14450000 | PA      | $16077212.53  | 0.16%             | 2031-01-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POLARIS RENEWABLE ENERGY                          | Polaris Renewable Energy Inc                                                | CUSIP: 000000000<br>LEI: 254900IRAKXV4MM4QF30 | Long             | DBT              | CORP              | CA        |      6250000 | PA      | $6433375.00   | 0.06%             | 2029-12-03      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                        | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      3700000 | PA      | $4133506.48   | 0.04%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                 | Levi Strauss & Co                                                           | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2299402.19   | 0.02%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                            | Froneri Lux FinCo SARL                                                      | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2191399.55   | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                           | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      9754000 | PA      | $10502784.81  | 0.10%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1500000 | PA      | $1682074.15   | 0.02%             | 2031-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                       | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                     | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |      3000000 | PA      | $2990640.00   | 0.03%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                          | Telenet Finance Luxembourg Notes Sarl                                       | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     14200000 | PA      | $13963002.00  | 0.14%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     36873000 | PA      | $22492738.61  | 0.22%             | 2033-11-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     15218000 | PA      | $19977382.84  | 0.20%             | 2029-07-22      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    315500000 | PA      | $5250578.71   | 0.05%             | 2026-06-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-15

**Name of Applicant:** THORNBURG INVESTMENT TRUST

**Signature:** Christopher Luckham

**Name of Signer:** Christopher Luckham

**Title:** Manager - Fund Admin