# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001410368-26-011886
**Filing Date:** 2026-2
**Character Count:** 665221
**Document Hash:** 1b46bf518712878a9a5276cb041d8f6b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-011886.hdr.sgml**: 20260213

**ACCESSION NUMBER**: 0001410368-26-011886

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260213

**DATE AS OF CHANGE**: 20260213

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group Fixed Income ETF Trust
- **CENTRAL INDEX KEY:** 0001870117

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23738
- **FILM NUMBER:** 26630966

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** (213) 486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 SOUTH HOPE STREET, 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Capital Group Core Plus Income ETF
- **DATE OF NAME CHANGE:** 20210629

## Series and Classes Contracts Data

### Capital Group U.S. Multi-Sector Income ETF (Series ID: S000077688)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000238176 | Share Class  | CGMS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital Group Fixed Income ETF Trust

- **b. Investment Company Act file number:** 811-23738

- **c. CIK number of Registrant:** 0001870117

- **d. LEI of Registrant:** 549300E5VFNPOBZRHM30

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 949-975-5000

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

- **a. Name of Series:** Capital Group U.S. Multi-Sector Income ETF

- **b. EDGAR series identifier (if any):** S000077688

- **c. LEI of Series:** 549300AKWBSLXATYUD16

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3937004263.88

**Total Liabilities:** $7251940.46

**Net Assets:** $3929752323.42

**Delayed Delivery Securities:** $5352859.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2585.29000000 | **1-Year:** -71892.45000000 | **5-Year:** -282319.19000000 | **10-Year:** -482899.16000000 | **30-Year:** -186028.33000000

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

- **3-Month:** -8858.56000000 | **1-Year:** -159868.68000000 | **5-Year:** -319237.99000000 | **10-Year:** 6674.38000000 | **30-Year:** -10004.26000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238176 | 0.16%                | 0.78%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1965719.56              | $-13505982.04                              |
| Month 2  | $1362876.22              | $6985485.20                                |
| Month 3  | $-384202.01              | $-7318717.93                               |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHD Trust                                              | ACHD Trust 2025-DS1                                                                                                    | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1228000 | PA      | $1231469.22   | 0.03%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                                                                | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129244.86    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                               | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    675000 | PA      | $452068.08    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                               | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    240000 | PA      | $159929.33    | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                   | AAR Escrow Issuer LLC                                                                                                  | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $206035.65    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust             | AASET 2025-1                                                                                                           | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    743669 | PA      | $759462.64    | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust             | AASET 2025-1                                                                                                           | CUSIP: 00258PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354498 | PA      | $359342.11    | 0.01%             | 2050-02-16      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                             | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768570.68    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                             | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10229000 | PA      | $10515632.54  | 0.27%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                             | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346076.28    | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                             | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1492182.86   | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                                                            | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141923.03    | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                                                        | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $227588.63    | 0.01%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                                                        | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4039000 | PA      | $3930854.97   | 0.10%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                                                        | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1199708.37   | 0.03%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                 | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   9386000 | PA      | $8623484.18   | 0.22%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                 | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   6461000 | PA      | $5506085.52   | 0.14%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                                                                 | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5756816.40   | 0.15%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                                                                  | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107670.15    | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                      | Aegea Finance Sarl                                                                                                     | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |   1788000 | PA      | $1893707.72   | 0.05%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                                                                     | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2372558.19   | 0.06%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                                                                     | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   5691000 | PA      | $5949833.11   | 0.15%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                            | Aimbridge Acquisition Co Inc 2025 First Out Term Loan                                                                  | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    204181 | PA      | $204181.46    | 0.01%             | 2030-03-11      | Floating      | 9.35%                 | No            |                  3 | On Loan: No      |
| Aimbridge Acquisition Co Inc                            | Aimbridge Acquisition Co Inc 2025 1st Lien Second Out Term Loan                                                        | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    192806 | PA      | $192806.13    | 0.00%             | 2030-03-11      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| ALA Trust                                               | ALA Trust 2025-OANA                                                                                                    | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7426000 | PA      | $7459215.01   | 0.19%             | 2040-06-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                  | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264464.04    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | 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        |   3950000 | PA      | $3996583.97   | 0.10%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                  | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3794988.66   | 0.10%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                         | Alera Group Inc 2025 2nd Lien Term Loan                                                                                | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   2129662 | PA      | $2174253.37   | 0.06%             | 2033-05-30      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                                | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1233621.07   | 0.03%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                                | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    349000 | PA      | $368916.38    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                           | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1710332.25   | 0.04%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                         | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $894318.08    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                         | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5218000 | PA      | $5240829.79   | 0.13%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                         | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6436625.60   | 0.16%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                         | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $438573.14    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                         | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4484000 | PA      | $4654925.60   | 0.12%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                            | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $628950.04    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                            | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7998000 | PA      | $8331926.42   | 0.21%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                           | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1219000 | PA      | $1203046.58   | 0.03%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319744.61    | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                                  | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $807067.49    | 0.02%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                           | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    124000 | PA      | $118852.07    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                           | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91299.20     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                           | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1355974.29   | 0.03%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                           | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3522000 | PA      | $3524241.61   | 0.09%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4410000 | PA      | $4230455.23   | 0.11%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                       | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4450000 | PA      | $4270217.24   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                                                       | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3342242.28   | 0.09%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                         | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1727399.66   | 0.04%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                         | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1967785.03   | 0.05%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                         | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732548.81    | 0.02%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                         | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339770.31    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                       | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    590000 | PA      | $132750.00    | 0.00%             | 2031-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                                                       | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    925000 | PA      | $163609.38    | 0.00%             | 2033-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4340004.09   | 0.11%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                                                                  | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1308146.25   | 0.03%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2022-4                                                                    | CUSIP: 02529XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6480000 | PA      | $6611131.87   | 0.17%             | 2030-01-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2023-2                                                                    | CUSIP: 02529YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347000 | PA      | $350540.65    | 0.01%             | 2029-08-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2023-4                                                                    | CUSIP: 02530CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8071000 | PA      | $8510278.70   | 0.22%             | 2031-08-12      | Fixed         | 9.79%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2023-3                                                                    | CUSIP: 02530EAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8071000 | PA      | $8418913.37   | 0.21%             | 2031-10-14      | Fixed         | 9.54%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2023-1                                                                    | CUSIP: 02530UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3225000 | PA      | $3302759.27   | 0.08%             | 2029-12-12      | Fixed         | 9.79%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2024-1                                                                    | CUSIP: 02531AAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5980000 | PA      | $6143993.13   | 0.16%             | 2031-11-12      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2024-2                                                                    | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3889000 | PA      | $3993121.75   | 0.10%             | 2031-11-12      | Fixed         | 7.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                                                       | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2556000 | PA      | $2631969.66   | 0.07%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                                                       | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   4069000 | PA      | $4240249.20   | 0.11%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                              | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $2971492.13   | 0.08%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                              | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6958000 | PA      | $6804188.12   | 0.17%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                              | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  10063000 | PA      | $10419837.40  | 0.27%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5934000 | PA      | $5814571.13   | 0.15%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                              | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1220621.69   | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                | Amneal Pharmaceuticals LLC                                                                                             | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    615000 | PA      | $650399.40    | 0.02%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   4757000 | PA      | $4682053.42   | 0.12%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                       | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    950000 | PA      | $977585.15    | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                                                          | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1048189.90   | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                                                          | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3803000 | PA      | $3727352.02   | 0.09%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                                                          | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    183000 | PA      | $174949.97    | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                           | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   3975000 | PA      | $4242012.68   | 0.11%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                                                                     | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1704655.99   | 0.04%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                     | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    880000 | PA      | $909819.09    | 0.02%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                    | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8084000 | PA      | $8039150.94   | 0.20%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                    | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2058820.91   | 0.05%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                           | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1381022.83   | 0.04%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                                                                  | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5501000 | PA      | $5718557.40   | 0.15%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                | APA Corp                                                                                                               | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1012593.96   | 0.03%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                         | APL Finance 2023-1 DAC                                                                                                 | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |    706974 | PA      | $710133.64    | 0.02%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | Aramark Services Inc                                                                                                   | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1320953.44   | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                     | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1115000 | PA      | $1169718.39   | 0.03%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                  | Ardonagh Group Finance Ltd                                                                                             | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   6676000 | PA      | $6965571.50   | 0.18%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust            | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                                    | CUSIP: 039962AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $738722.93    | 0.02%             | 2032-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                       | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |   7433000 | PA      | $7500811.26   | 0.19%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares LXV CLO Ltd                                                                                                       | CUSIP: 04019FAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3636000 | PA      | $3640330.48   | 0.09%             | 2034-07-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                       | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $432157.20    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   6080000 | PA      | $6147557.98   | 0.16%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $5130604.46   | 0.13%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                        | Ascension Health                                                                                                       | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1501897.00   | 0.04%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                 | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $4871498.72   | 0.12%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                 | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    460000 | PA      | $477255.52    | 0.01%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                 | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1620829.81   | 0.04%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                 | Astrazeneca Finance LLC                                                                                                | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1558174.52   | 0.04%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                                                                     | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3506000 | PA      | $3573517.25   | 0.09%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2024-ATRM                                                                                 | CUSIP: 04963XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6887000 | PA      | $7047983.63   | 0.18%             | 2029-11-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                                                         | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7790000 | PA      | $8077896.43   | 0.21%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                          | Avant Credit Card Master Trust                                                                                         | CUSIP: 05351KAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5051292.50   | 0.13%             | 2029-05-15      | Fixed         | 8.98%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                          | Avant Credit Card Master Trust                                                                                         | CUSIP: 05351KAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4845227.05   | 0.12%             | 2029-05-15      | Fixed         | 13.41%                | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                                                                    | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    941000 | PA      | $904028.39    | 0.02%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                                                            | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267401.42    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                   | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978746.60    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RFW9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    368667 | PA      | $370490.80    | 0.01%             | 2027-04-20      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RGV0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101683.28    | 0.00%             | 2028-02-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RGW8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    187000 | PA      | $190804.14    | 0.00%             | 2028-02-22      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    578000 | PA      | $594005.74    | 0.02%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    997000 | PA      | $1025514.00   | 0.03%             | 2029-12-20      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1541000 | PA      | $1584683.34   | 0.04%             | 2030-02-20      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV                                                 | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    625000 | PA      | $626084.09    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                | Axalta Coating Systems Dutch Holding B BV                                                                              | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    834000 | PA      | $880592.15    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2022-C18                                                                                          | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1008000 | PA      | $1018088.97   | 0.03%             | 2055-12-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                       | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3694915.03   | 0.09%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                       | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6486000 | PA      | $7361017.89   | 0.19%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                       | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    630000 | PA      | $626681.90    | 0.02%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                                                          | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    990000 | PA      | $970364.64    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                                                          | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   7228000 | PA      | $7120446.42   | 0.18%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE Systems PLC                                                                                                        | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1035914.60   | 0.03%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                       | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3759000 | PA      | $4026373.16   | 0.10%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                       | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8602000 | PA      | $8965010.94   | 0.23%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                       | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    261000 | PA      | $270703.13    | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                           | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     36000 | PA      | $36753.82     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                           | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   6066000 | PA      | $6309771.61   | 0.16%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                                                           | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    334000 | PA      | $340907.88    | 0.01%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2018-TALL Mortgage Trust                                                                                         | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1517215.04   | 0.04%             | 2037-03-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2022-C15                                                                                          | CUSIP: 05552FBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5684000 | PA      | $4871145.37   | 0.12%             | 2055-04-15      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2023-C19                                                                                          | CUSIP: 05553RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $154282.42    | 0.00%             | 2056-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-C26                                                                                          | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286000 | PA      | $286612.98    | 0.01%             | 2057-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-5C27                                                                                         | CUSIP: 05555FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2530000 | PA      | $2655727.84   | 0.07%             | 2057-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6410000 | PA      | $6845117.47   | 0.17%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                          | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2809000 | PA      | $2819480.38   | 0.07%             | 2041-06-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-C9 Mortgage Trust                                                                                             | CUSIP: 05593MAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1897000 | PA      | $2006950.50   | 0.05%             | 2057-07-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C6 Mortgage Trust                                                                                            | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641000 | PA      | $1691180.80   | 0.04%             | 2057-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C5 Mortgage Trust                                                                                            | CUSIP: 05593RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2268000 | PA      | $2371195.81   | 0.06%             | 2057-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO MORTGAGE TRUST                                                                                                     | CUSIP: 05593RAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2836042 | PA      | $2932826.75   | 0.07%             | 2057-02-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-FNX                                                                                                      | CUSIP: 05593TAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7191000 | PA      | $7230405.58   | 0.18%             | 2041-11-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2023-5C1 Mortgage Trust                                                                                            | CUSIP: 055986AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1052000 | PA      | $1097786.09   | 0.03%             | 2056-08-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2023-5C1 Mortgage Trust                                                                                            | CUSIP: 055986AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403000 | PA      | $416246.41    | 0.01%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV2                                                                                 | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $470088.60    | 0.01%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV3                                                                                 | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494572 | PA      | $469333.20    | 0.01%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV4                                                                                 | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $464907.85    | 0.01%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-AHP                                                                                  | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769000 | PA      | $768736.31    | 0.02%             | 2039-01-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                                                                 | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2662943 | PA      | $2670149.85   | 0.07%             | 2034-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                                                                 | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738281 | PA      | $741459.86    | 0.02%             | 2034-05-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX TRUST 2024 VLT4                                                                                                     | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10366556 | PA      | $10363870.03  | 0.26%             | 2041-06-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-AIR2                                                                                 | CUSIP: 05613QAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2824786 | PA      | $2838138.02   | 0.07%             | 2041-10-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VOLT                                                                                                     | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8725000 | PA      | $8746285.51   | 0.22%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VOLT                                                                                                     | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11990000 | PA      | $12053237.66  | 0.31%             | 2044-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VOLT                                                                                                     | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    821000 | PA      | $823320.64    | 0.02%             | 2044-12-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2025-BOCA                                                                               | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2398000 | PA      | $2405116.78   | 0.06%             | 2042-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2025-BOCA                                                                               | CUSIP: 05619RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1453000 | PA      | $1457763.22   | 0.04%             | 2042-12-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2025-BOCA                                                                               | CUSIP: 05619RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $988472.32    | 0.03%             | 2042-12-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2025-BOCA                                                                               | CUSIP: 05619RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331000 | PA      | $332274.68    | 0.01%             | 2042-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2024-IND2                                                                                | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1444322 | PA      | $1446978.87   | 0.04%             | 2041-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                              | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   6501000 | PA      | $6632499.56   | 0.17%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2934000 | PA      | $3132128.21   | 0.08%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3832000 | PA      | $3990655.57   | 0.10%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR2                                                                                                        | CUSIP: 06211CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267000 | PA      | $282453.91    | 0.01%             | 2056-07-15      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR4                                                                                                        | CUSIP: 06211FBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    598000 | PA      | $642019.02    | 0.02%             | 2056-12-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2025-5YR17                                                                                                       | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1996000 | PA      | $2059209.73   | 0.05%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                                                       | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2004593.56   | 0.05%             | 2027-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1276426.52   | 0.03%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK18                                                                                                        | CUSIP: 065402BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $425635.35    | 0.01%             | 2062-05-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK44                                                                                                        | CUSIP: 06540KAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556000 | PA      | $563981.38    | 0.01%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK44                                                                                                        | CUSIP: 06540KBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $487071.25    | 0.01%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK45                                                                                                        | CUSIP: 06541BBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $388077.38    | 0.01%             | 2056-02-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK45                                                                                                        | CUSIP: 06541BCC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $103235.04    | 0.00%             | 2056-02-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK46                                                                                                        | CUSIP: 06541DBT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380113 | PA      | $402589.65    | 0.01%             | 2056-08-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK46                                                                                                        | CUSIP: 06541DBY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493000 | PA      | $503279.10    | 0.01%             | 2056-08-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2025-5YR14                                                                                                       | CUSIP: 06604MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1747000 | PA      | $1828645.35   | 0.05%             | 2058-04-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2025-5YR14                                                                                                       | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779000 | PA      | $800866.76    | 0.02%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2023-5YR1                                                                                                        | CUSIP: 06644EBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399936 | PA      | $413005.15    | 0.01%             | 2056-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                         | BANK5 2024-5YR9                                                                                                        | CUSIP: 06644VBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3265000 | PA      | $3418741.67   | 0.09%             | 2057-08-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR11                                                                                                       | CUSIP: 06644WBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1972000 | PA      | $2052491.32   | 0.05%             | 2057-11-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR11                                                                                                       | CUSIP: 06644WBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628545 | PA      | $639754.85    | 0.02%             | 2057-11-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR12                                                                                                       | CUSIP: 06644XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3644000 | PA      | $3796153.76   | 0.10%             | 2057-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR12                                                                                                       | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1961000 | PA      | $2017472.68   | 0.05%             | 2057-12-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2021-I                                                                                                 | CUSIP: 06762EAG9<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001068.00   | 0.03%             | 2034-04-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO XII Ltd                                                                                                  | CUSIP: 07133RBC8<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   6944000 | PA      | $6914078.30   | 0.18%             | 2031-05-17      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                               | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $929184.66    | 0.02%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                               | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   9864000 | PA      | $9986249.29   | 0.25%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C33                                                                                         | CUSIP: 072924AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3571000 | PA      | $3754579.75   | 0.10%             | 2058-03-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2023-C20                                                                                          | CUSIP: 07336DBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $482760.31    | 0.01%             | 2056-07-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-C24                                                                                          | CUSIP: 07336VAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207000 | PA      | $202149.39    | 0.01%             | 2057-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2024-C28                                                                                          | CUSIP: 07336WBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2670000 | PA      | $2749609.52   | 0.07%             | 2057-09-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-C32                                                                                          | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3421000 | PA      | $3469821.43   | 0.09%             | 2062-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C34                                                                                         | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182000 | PA      | $1250139.94   | 0.03%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B24 Mortgage Trust                                                                                      | CUSIP: 08163CBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $760484.80    | 0.02%             | 2054-03-15      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V10 Mortgage Trust                                                                                      | CUSIP: 08163UAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3072952.80   | 0.08%             | 2057-09-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                                                       | CUSIP: 08163VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $517927.10    | 0.01%             | 2056-07-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-B40 Mortgage Trust                                                                                      | CUSIP: 08163WAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893000 | PA      | $954442.33    | 0.02%             | 2056-12-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V5 Mortgage Trust                                                                                       | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403000 | PA      | $420471.82    | 0.01%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V5 Mortgage Trust                                                                                       | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101000 | PA      | $103922.05    | 0.00%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V7 Mortgage Trust                                                                                       | CUSIP: 08163YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1074000 | PA      | $1131388.12   | 0.03%             | 2056-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2025-V15 Mortgage Trust                                                                                      | CUSIP: 08164CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1854000 | PA      | $1939703.19   | 0.05%             | 2058-06-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2025-V18 Mortgage Trust                                                                                      | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $3862402.85   | 0.10%             | 2058-10-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                        | Benchmark 2024-V8 Mortgage Trust                                                                                       | CUSIP: 08190AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1897000 | PA      | $2010444.77   | 0.05%             | 2057-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V12 Mortgage Trust                                                                                      | CUSIP: 081915AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5165503.50   | 0.13%             | 2057-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-B38 Mortgage Trust                                                                                      | CUSIP: 081916AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226000 | PA      | $237301.99    | 0.01%             | 2056-04-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2024-V9 Mortgage Trust                                                                                       | CUSIP: 081919AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1354874.82   | 0.03%             | 2057-08-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2025-5MW                                                                                | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9148000 | PA      | $9157530.39   | 0.23%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2025-5MW                                                                                | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $806174.78    | 0.02%             | 2042-10-10      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                  | Blackstone Private Credit Fund                                                                                         | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   4856000 | PA      | $4956607.77   | 0.13%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                   | BlackRock Funding Inc                                                                                                  | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1695085.34   | 0.04%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                     | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $633693.94    | 0.02%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                            | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                                | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139000 | PA      | $141768.05    | 0.00%             | 2031-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C3 Mortgage Trust                                                                                            | CUSIP: 09660QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167000 | PA      | $150132.01    | 0.00%             | 2057-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C3 Mortgage Trust                                                                                            | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $204466.26    | 0.01%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C3 Mortgage Trust                                                                                            | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89000 | PA      | $91532.30     | 0.00%             | 2057-02-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C4 Mortgage Trust                                                                                            | CUSIP: 09660SAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853861 | PA      | $884564.90    | 0.02%             | 2057-05-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-C10 Mortgage Trust                                                                                            | CUSIP: 096920AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771000 | PA      | $791184.93    | 0.02%             | 2057-11-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    730000 | PA      | $745843.45    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1398815.47   | 0.04%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2400679.95   | 0.06%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2761848.96   | 0.07%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                          | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3304000 | PA      | $3656570.20   | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                          | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4121000 | PA      | $4631502.76   | 0.12%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                                                        | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3791951 | PA      | $3816055.12   | 0.10%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                                                        | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    663641 | PA      | $662455.14    | 0.02%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                   | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3422000 | PA      | $2988090.64   | 0.08%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                   | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3878000 | PA      | $3209795.63   | 0.08%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                   | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1984000 | PA      | $2137582.39   | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                   | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   9812000 | PA      | $10096845.50  | 0.26%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                                                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1019276.31   | 0.03%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                                                          | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $996855.09    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   3725000 | PA      | $1445802.88   | 0.04%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   2468000 | PA      | $967949.60    | 0.02%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   6100000 | PA      | $2367654.00   | 0.06%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp             | BRAZORIA CNTY TX INDL DEV CORP SOLID WST DISP FACS REVENUE                                                             | CUSIP: 10604PAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    187474 | PA      | $18747.37     | 0.00%             | 2043-06-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    427000 | PA      | $444034.66    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3811000 | PA      | $3745310.67   | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                           | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2114094.12   | 0.05%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                           | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1751038.22   | 0.04%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    739000 | PA      | $741338.04    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                           | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    885000 | PA      | $887016.92    | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                           | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6177000 | PA      | $6331064.08   | 0.16%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                           | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    116000 | PA      | $102351.64    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                           | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4144000 | PA      | $3780009.36   | 0.10%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                       | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    504000 | PA      | $501457.43    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                      | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532637.09    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                      | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3784943.33   | 0.10%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                      | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   5707000 | PA      | $5855422.92   | 0.15%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                      | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2702872.47   | 0.07%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX 2025-BIO3 Mortgage Trust                                                                                            | CUSIP: 123911AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385000 | PA      | $1421029.94   | 0.04%             | 2042-02-10      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX 2025-BIO3 Mortgage Trust                                                                                            | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7679000 | PA      | $7809422.44   | 0.20%             | 2042-02-10      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                                                                     | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10420000 | PA      | $10453444.03  | 0.27%             | 2044-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                                                                     | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4325000 | PA      | $4340107.23   | 0.11%             | 2044-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                                                                     | CUSIP: 123913AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997000 | PA      | $4013430.87   | 0.10%             | 2044-07-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-AIRC                                                                                 | CUSIP: 12433CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3744781 | PA      | $3762924.33   | 0.10%             | 2041-08-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA2                                                                                 | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2355000 | PA      | $2360317.12   | 0.06%             | 2041-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA2                                                                                 | CUSIP: 12433DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341965 | PA      | $342904.86    | 0.01%             | 2041-11-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA2                                                                                 | CUSIP: 12433DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2044000 | PA      | $2049367.95   | 0.05%             | 2041-11-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-GW                                                                                                       | CUSIP: 12433GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5520000 | PA      | $5548288.90   | 0.14%             | 2042-07-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT6                                                                                                     | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5373000 | PA      | $5372426.70   | 0.14%             | 2042-03-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT6                                                                                                     | CUSIP: 12433KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3282000 | PA      | $3280713.13   | 0.08%             | 2042-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1355956.49   | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | 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        |    334000 | PA      | $319193.28    | 0.01%             | 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        |    845000 | PA      | $776939.56    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11227000 | PA      | $9840449.33   | 0.25%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1630200.87   | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | 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        |   8013000 | PA      | $6820860.56   | 0.17%             | 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        |   1025000 | PA      | $937549.22    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                   | CCG Receivables Trust 2025-1                                                                                           | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $161465.63    | 0.00%             | 2032-10-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CFG Investments 2017-1 Limited                          | CFG Investments Ltd                                                                                                    | CUSIP: 12528GAM4<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |   4839000 | PA      | $4922422.42   | 0.13%             | 2036-03-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CFG Investments 2017-1 Limited                          | CFG Investments Ltd                                                                                                    | CUSIP: 12528GAN2<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |    477000 | PA      | $488228.10    | 0.01%             | 2036-03-25      | Fixed         | 9.16%                 | No            |                  2 | On Loan: No      |
| CFG Investments 2017-1 Limited                          | CFG Investments Ltd                                                                                                    | CUSIP: 12528GAP7<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $417196.64    | 0.01%             | 2036-03-25      | Fixed         | 12.72%                | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2023-H12 LLC                                                                                                      | CUSIP: 12530QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224000 | PA      | $222422.91    | 0.01%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564595.62    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                       | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1101431.52   | 0.03%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                                                        | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3718266.53   | 0.09%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                                                        | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3916000 | PA      | $4029715.04   | 0.10%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                       | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    650000 | PA      | $557800.10    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2025-C                                                                                      | CUSIP: 12634SAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1852000 | PA      | $1833060.89   | 0.05%             | 2033-02-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                | CSX Corp                                                                                                               | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $130686.08    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                     | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   4234000 | PA      | $4400274.39   | 0.11%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                     | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $5348197.89   | 0.14%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2022-D                                                                                      | CUSIP: 12663UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3269396.40   | 0.08%             | 2030-06-17      | Fixed         | 12.12%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                        | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    671000 | PA      | $650901.77    | 0.02%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754360.20    | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                        | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8129000 | PA      | $8087735.08   | 0.21%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                        | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1103760.70   | 0.03%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                        | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  11884000 | PA      | $12169058.30  | 0.31%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                        | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5413000 | PA      | $5499761.68   | 0.14%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                                                        | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510909.88   | 0.04%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $6104924.19   | 0.16%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    642000 | PA      | $665193.51    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                              | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   6734000 | PA      | $6902074.98   | 0.18%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $519957.16    | 0.01%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                           | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001591.00   | 0.03%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                   | Canadian National Railway Co                                                                                           | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $369436.62    | 0.01%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                                                            | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2323000 | PA      | $2392262.31   | 0.06%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                   | Canpack SA / Canpack US LLC                                                                                            | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $383071.08    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2021-4 Ltd                                                                                                  | CUSIP: 13877PAS6<br>LEI: 254900V38Q76ALAJY818 | Long             | ABS-CBDO         | CORP              | KY        |   2659000 | PA      | $2664775.35   | 0.07%             | 2034-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                         | Capital Group Central Cash Fund                                                                                        | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |    969546 | NS      | $96964343.36  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                             | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1895654.99   | 0.05%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                             | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2501000 | PA      | $2602716.17   | 0.07%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                                                             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4674000 | PA      | $4977784.11   | 0.13%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                    | Capstone Copper Corp                                                                                                   | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $778954.66    | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                   | Carlyle Group Inc/The                                                                                                  | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246591.45    | 0.01%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                          | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    575000 | PA      | $603810.38    | 0.02%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   8636000 | PA      | $8921980.54   | 0.23%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                          | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   8780000 | PA      | $9036876.46   | 0.23%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                          | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4600000 | PA      | $4726642.51   | 0.12%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                          | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3005000 | PA      | $3039826.30   | 0.08%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                    | Carpenter Technology Corp                                                                                              | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315262.25    | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | Cascade Funding Mortgage Trust 2024-RM5                                                                                | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |   1985080 | PA      | $1948711.11   | 0.05%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                | Castlelake Aircraft Structured Trust 2025-3                                                                            | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4037168 | PA      | $4055828.45   | 0.10%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                | Castlelake Aircraft Structured Trust 2025-1                                                                            | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1201011 | PA      | $1221913.75   | 0.03%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   8632000 | PA      | $8989531.14   | 0.23%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    181000 | PA      | $189504.34    | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   9554000 | PA      | $10101358.88  | 0.26%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5322000 | PA      | $5353000.65   | 0.14%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1101287.80   | 0.03%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2704223.56   | 0.07%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                                                      | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   1315000 | PA      | $1360433.26   | 0.03%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11769000 | PA      | $10170018.70  | 0.26%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                           | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3241116.36   | 0.08%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                                                                | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267744.90    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                 | Central Garden & Pet Co                                                                                                | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   9070000 | PA      | $8590613.31   | 0.22%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                     | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    545000 | PA      | $536366.71    | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                     | CUSIP: 15723AAC5<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    637000 | PA      | $623110.09    | 0.02%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                     | CUSIP: 15723AAD3<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    971000 | PA      | $938387.70    | 0.02%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6462000 | PA      | $6674719.67   | 0.17%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2022684.11   | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11935000 | PA      | $7542134.44   | 0.19%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2320000 | PA      | $1499444.00   | 0.04%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3340647.52   | 0.09%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9455000 | PA      | $7490155.60   | 0.19%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1296399.75   | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2967000 | PA      | $2846902.16   | 0.07%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                                                                 | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   8683000 | PA      | $8885985.62   | 0.23%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                                                                 | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   3991000 | PA      | $4010030.05   | 0.10%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                       | Cisco Systems Inc                                                                                                      | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2591000 | PA      | $2667129.80   | 0.07%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                          | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $248993.45    | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                          | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1129000 | PA      | $1132549.35   | 0.03%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25084.20     | 0.00%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328180.59    | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                                                                   | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    555000 | PA      | $579172.47    | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9593000 | PA      | $9817787.11   | 0.25%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2020-GC46                                                                          | CUSIP: 17328RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $124033.43    | 0.00%             | 2053-02-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2126000 | PA      | $2193273.02   | 0.06%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                  | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   5798000 | PA      | $6022100.01   | 0.15%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   5518000 | PA      | $5786588.65   | 0.15%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                  | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    190000 | PA      | $205265.21    | 0.01%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                                                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $330311.25    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                                                      | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46395.18     | 0.00%             | 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        |   1090000 | PA      | $1120333.61   | 0.03%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                     | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1429101.97   | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                     | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124232.04    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                     | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1313360.74   | 0.03%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307875.14    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   6988000 | PA      | $7242269.84   | 0.18%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $5136854.82   | 0.13%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   6525000 | PA      | $6888181.50   | 0.18%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4945000 | PA      | $5171411.62   | 0.13%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   9993000 | PA      | $10414708.50  | 0.27%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   7822000 | PA      | $8178606.78   | 0.21%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2756862.89   | 0.07%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                        | Coca-Cola Co/The                                                                                                       | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    451000 | PA      | $435140.08    | 0.01%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                    | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   5652000 | PA      | $5388751.43   | 0.14%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                    | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  10077000 | PA      | $8992568.68   | 0.23%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    830000 | PA      | $837595.55    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                           | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4018000 | PA      | $3769537.13   | 0.10%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2040000 | PA      | $2102326.08   | 0.05%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                            | Commercial Equipment Finance 2025-1 LLC                                                                                | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3315312 | PA      | $3331709.77   | 0.08%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                                                                   | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    725000 | PA      | $741756.24    | 0.02%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                                                                   | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307720.76    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                          | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55332.86     | 0.00%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75952.50     | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | CommScope Technologies LLC                                                                                             | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2855531.48   | 0.07%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657085.14    | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                          | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149253.69    | 0.00%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                 | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   8320988 | PA      | $7725098.17   | 0.20%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                 | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   3636788 | PA      | $3278362.18   | 0.08%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2110114.22   | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $4506680.88   | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                                                                   | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2884000 | PA      | $2888834.16   | 0.07%             | 2041-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                                                              | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  15386000 | PA      | $16339765.99  | 0.42%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20754CAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   4700000 | PA      | $4789143.02   | 0.12%             | 2040-01-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 20754QAB4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    285000 | PA      | $299068.40    | 0.01%             | 2043-05-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                               | CUSIP: 207932AA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    579336 | PA      | $591115.07    | 0.02%             | 2042-12-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                         | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   8158000 | PA      | $5777903.50   | 0.15%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1011977.44   | 0.03%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                               | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3281433.84   | 0.08%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                     | Consumers Energy Co                                                                                                    | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $4015718.15   | 0.10%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                                                                | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                           | CoreLogic Inc                                                                                                          | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   6956000 | PA      | $6847383.24   | 0.17%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                   | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1059220.07   | 0.03%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                   | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7748000 | PA      | $7825796.12   | 0.20%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                                                               | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $2075889.29   | 0.05%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                                                                   | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4531489.12   | 0.12%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-C                                                                                      | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $1167155.89   | 0.03%             | 2032-03-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-A                                                                                      | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100728.10    | 0.00%             | 2030-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-A                                                                                      | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102081.30    | 0.00%             | 2030-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-A                                                                                      | CUSIP: 22411CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $729740.20    | 0.02%             | 2031-08-15      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2023-3                                                                               | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $120011.95    | 0.00%             | 2033-10-17      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2023-3                                                                               | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136000 | PA      | $140395.60    | 0.00%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2025-2                                                                               | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1751000 | PA      | $1782556.17   | 0.05%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                           | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1404000 | PA      | $1304111.59   | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                           | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2725000 | PA      | $2976235.05   | 0.08%             | 2034-09-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                                                                 | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485706 | PA      | $494782.47    | 0.01%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT Midstream Inc                                                                                                       | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $734502.66    | 0.02%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                                                                | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2288049.75   | 0.06%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DATA 2023-CNTR Mortgage Trust                           | DATA 2023-CNTR Mortgage Trust                                                                                          | CUSIP: 238021AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664000 | PA      | $619304.77    | 0.02%             | 2043-08-12      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                             | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1459597.50   | 0.04%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                             | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   5655000 | PA      | $5890055.73   | 0.15%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                                                             | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4892627.96   | 0.12%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Commercial Mortgage Trust 2023-DC                                                                                   | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1546000 | PA      | $1591567.73   | 0.04%             | 2040-09-12      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1280955.36   | 0.03%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                      | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1714013.84   | 0.04%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                 | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    313000 | PA      | $322310.72    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                 | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1465711.11   | 0.04%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                 | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4942000 | PA      | $4675262.81   | 0.12%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                                                                 | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1144438.67   | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Inc                                     | Diebold Nixdorf Inc                                                                                                    | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      3082 | NS      | $209236.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                                                                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   8660000 | PA      | $9237325.40   | 0.24%             | 2030-03-31      | Fixed         | 7.75%                 | 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        |   2424000 | PA      | $2439586.32   | 0.06%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2889843.38   | 0.07%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                  | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8280000 | PA      | $8388004.49   | 0.21%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $35208.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                    | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1154773.47   | 0.03%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                    | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993008.96    | 0.03%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                    | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   5553000 | PA      | $4831698.34   | 0.12%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                    | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1777998.61   | 0.05%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                    | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1740718.30   | 0.04%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                     | Dow Chemical Co/The                                                                                                    | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |  11953000 | PA      | $11908412.68  | 0.30%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                       | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    329000 | PA      | $328056.05    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                                                              | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264909.13    | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                                                                | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97221.21     | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                                                                | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    665000 | PA      | $662390.19    | 0.02%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                         | Durst Commercial Mortgage Trust 2025-151                                                                               | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4374000 | PA      | $4466392.00   | 0.11%             | 2042-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                                                                     | CUSIP: 26860XAL5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    669000 | PA      | $670982.05    | 0.02%             | 2039-06-10      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                                                                     | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    744000 | PA      | $746306.55    | 0.02%             | 2039-06-10      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                       | EOG Resources Inc                                                                                                      | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207345.65    | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                       | EOG Resources Inc                                                                                                      | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509571.11    | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                               | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3356000 | PA      | $3379113.24   | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                        | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    162000 | PA      | $164673.84    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                        | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1223875.04   | 0.03%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   7310048 | PA      | $7498052.13   | 0.19%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   7747464 | PA      | $8573197.93   | 0.22%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2835000 | PA      | $3029615.01   | 0.08%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   4365000 | PA      | $4495036.45   | 0.11%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   4050000 | PA      | $4173160.50   | 0.11%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                   | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    575000 | PA      | $568871.47    | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                   | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1438509.52   | 0.04%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                   | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760328.21    | 0.02%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                   | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3455987.44   | 0.09%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                   | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1268368.96   | 0.03%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                   | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   6380000 | PA      | $6387455.54   | 0.16%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                   | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046298.99   | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                               | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2750000 | PA      | $3208944.75   | 0.08%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                   | Element Solutions Inc                                                                                                  | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1692143.97   | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                   | Ellucian Holdings Inc                                                                                                  | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1533226.53   | 0.04%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                | Embraer Netherlands Finance BV                                                                                         | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    283000 | PA      | $300906.83    | 0.01%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                                                          | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $1244983.74   | 0.03%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.              | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                        | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    913438 | PA      | $907728.52    | 0.02%             | 2031-04-23      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                   | Endo Finance Holdings Inc                                                                                              | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6251000 | PA      | $6614751.94   | 0.17%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    266000 | PA      | $270940.53    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                 | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4583098.56   | 0.12%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                 | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   6420000 | PA      | $6789291.30   | 0.17%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                                 | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $4066428.94   | 0.10%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                             | Evergreen Credit Card Trust                                                                                            | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    246000 | PA      | $249328.77    | 0.01%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                             | Evergreen Credit Card Trust                                                                                            | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    172000 | PA      | $173996.51    | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-4                                                                             | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1189837.22   | 0.03%             | 2031-02-18      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2024-4                                                                             | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559000 | PA      | $571613.95    | 0.01%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2025-5                                                                             | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2659000 | PA      | $2679959.04   | 0.07%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2024-1                                                                             | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1220823.16   | 0.03%             | 2031-08-15      | Fixed         | 7.89%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-2                                                                             | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2212000 | PA      | $2415820.76   | 0.06%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-5                                                                             | CUSIP: 30168DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1351000 | PA      | $1471571.89   | 0.04%             | 2031-06-16      | Fixed         | 9.58%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-3                                                                             | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1014000 | PA      | $1101466.22   | 0.03%             | 2031-01-15      | Fixed         | 9.98%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                                                                   | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2654000 | PA      | $2661734.82   | 0.07%             | 2042-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                                                                   | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2914000 | PA      | $2939532.47   | 0.07%             | 2042-10-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                                                       | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $2955741.87   | 0.08%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6452000 | PA      | $5254491.12   | 0.13%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279344.44    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3241000 | PA      | $3149034.16   | 0.08%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2493675.80   | 0.06%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    398000 | PA      | $401314.35    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7571000 | PA      | $7563789.68   | 0.19%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4118000 | PA      | $3955455.83   | 0.10%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   5615000 | PA      | $5785314.18   | 0.15%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                  | FS Commercial Mortgage Trust 2023-4SZN                                                                                 | CUSIP: 30334RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3655000 | PA      | $3740712.67   | 0.10%             | 2039-11-10      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2024-1 Mortgage Trust                                                                                             | CUSIP: 30335JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1297099 | PA      | $1167645.52   | 0.03%             | 2053-10-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2025-1 Mortgage Trust                                                                                             | CUSIP: 30768CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9527610 | PA      | $9671481.72   | 0.25%             | 2055-08-01      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2024-2 Mortgage Trust                                                                                             | CUSIP: 307910AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910574 | PA      | $827142.16    | 0.02%             | 2054-08-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DTZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4565049 | PA      | $4689869.12   | 0.12%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DUJ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22153 | PA      | $22488.57     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DURV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7900682 | PA      | $8138846.63   | 0.21%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DVCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19282 | PA      | $19848.03     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242241 | PA      | $249081.40    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889960 | PA      | $914293.17    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30434 | PA      | $30898.87     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5876065 | PA      | $6036736.49   | 0.15%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205533 | PA      | $211153.00    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6958268 | PA      | $7148820.31   | 0.18%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22898816 | PA      | $23528246.83  | 0.60%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5786527 | PA      | $5946175.26   | 0.15%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Debt Notes 2015-DNA3                                                                                 | CUSIP: 3137G0GZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-25      | Floating      | 13.82%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140A6UZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27847 | PA      | $28269.65     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140AFDN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132265 | PA      | $134222.93    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140APSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41517 | PA      | $42131.39     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140AQJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205836 | PA      | $211591.31    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140AQZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298693 | PA      | $306860.55    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140B2ZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497598 | PA      | $511953.09    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1725188 | PA      | $1773639.63   | 0.05%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140XQRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3341582 | PA      | $3459375.90   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 3140XR4Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263524 | PA      | $271398.32    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13429052 | PA      | $13796227.09  | 0.35%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14367587 | PA      | $14760899.39  | 0.38%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108176 | PA      | $109782.52    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145352 | PA      | $149324.69    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46527 | PA      | $47803.43     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1709298 | PA      | $1756370.43   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                        | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7002061 | PA      | $7194888.26   | 0.18%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 31426GXC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214005 | PA      | $219897.43    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 31426TR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6247061 | PA      | $6419546.50   | 0.16%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 31427MUK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27295 | PA      | $27701.42     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                       | CUSIP: 31427NA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1341708 | PA      | $1379091.98   | 0.04%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                     | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3563674.11   | 0.09%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                   | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $551520.90    | 0.01%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                    | Fiesta Purchaser Inc 2025 Repriced Term Loan                                                                           | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231491 | PA      | $231697.85    | 0.01%             | 2031-02-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust          | Finance of America Structured Securities Trust Series 2025-PC1                                                         | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-MBS          | CORP              | US        |   4688433 | PA      | $4545171.03   | 0.12%             | 2075-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                        | Finastra USA Inc 2025 USD Term Loan                                                                                    | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   4355000 | PA      | $4269842.33   | 0.11%             | 2032-09-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   6499000 | PA      | $6851657.71   | 0.17%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FRST STU BID/FRST TRANS                                 | First Student Bidco Inc / First Transit Parent Inc                                                                     | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4247000 | PA      | $4142711.94   | 0.11%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                            | FIVE 2023-V1 Mortgage Trust                                                                                            | CUSIP: 337964AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $509183.14    | 0.01%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                            | FIVE 2023-V1 Mortgage Trust                                                                                            | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $197285.99    | 0.01%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                               | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4978143.93   | 0.13%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                               | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1882688.44   | 0.05%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    867000 | PA      | $879523.82    | 0.02%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                     | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4390000 | PA      | $4429154.41   | 0.11%             | 2039-12-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                | Ford Credit Floorplan Master Owner Trust A                                                                             | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    584000 | PA      | $588184.48    | 0.01%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                          | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $414770.51    | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                          | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    511000 | PA      | $425437.01    | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                          | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422633.98    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99054.88     | 0.00%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351485.06    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $536316.14    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1521693.71   | 0.04%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    650000 | PA      | $698437.32    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3196000 | PA      | $3249065.39   | 0.08%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    699000 | PA      | $710010.84    | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  11488000 | PA      | $11783929.62  | 0.30%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9864000 | PA      | $10222810.20  | 0.26%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1498876.56   | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5208000 | PA      | $5448675.38   | 0.14%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8931000 | PA      | $9071920.19   | 0.23%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3507463.58   | 0.09%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    607000 | PA      | $598039.99    | 0.02%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                      | Forestar Group Inc                                                                                                     | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1413627.95   | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                            | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4882185.60   | 0.12%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                             | Fortress Credit BSL VIII Ltd                                                                                           | CUSIP: 34962DAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2820000 | PA      | $2819185.02   | 0.07%             | 2032-10-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                             | Fortress Credit BSL IX Ltd                                                                                             | CUSIP: 34962XAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5169000 | PA      | $5172969.79   | 0.13%             | 2033-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                             | Fortress Credit BSL XVIII Ltd                                                                                          | CUSIP: 34965DAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3318000 | PA      | $3325385.87   | 0.08%             | 2036-04-23      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Trust 2018-DNA3                                                                                      | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2864968.25   | 0.07%             | 2048-09-25      | Floating      | 11.74%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                                | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |   1468812 | PA      | $1470021.86   | 0.04%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA1                                                                                | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | USGSE             | US        |   2240000 | PA      | $2489455.58   | 0.06%             | 2050-01-25      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA1                                                                                | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2225384.20   | 0.06%             | 2050-01-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA2                                                                                | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    633000 | PA      | $698979.81    | 0.02%             | 2050-02-25      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                                | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    440000 | PA      | $534220.24    | 0.01%             | 2050-03-25      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA4                                                                                | CUSIP: 35565RBE2<br>LEI: 5493000IT4TAVS1FNX06 | Long             | ABS-MBS          | USGSE             | US        |   1210000 | PA      | $1569199.39   | 0.04%             | 2050-09-25      | Floating      | 13.39%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-HQA5                                                                                | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |   1180000 | PA      | $1444713.88   | 0.04%             | 2050-11-25      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA4                                                                                | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-MBS          | USGSE             | US        |   6430000 | PA      | $8582717.70   | 0.22%             | 2050-08-25      | Floating      | 13.99%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA5                                                                                | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | USGSE             | US        |   4680000 | PA      | $6490471.10   | 0.17%             | 2050-10-25      | Floating      | 15.37%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA6                                                                                | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |   2430000 | PA      | $2805854.90   | 0.07%             | 2050-12-25      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                          | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4564794.26   | 0.12%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                          | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $4050476.07   | 0.10%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25067.24     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   4298000 | PA      | $4333319.37   | 0.11%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    916000 | PA      | $932289.23    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52264.27     | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131939.13    | 0.00%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                        | FXI Holdings Inc                                                                                                       | CUSIP: 36120RAG4<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |   3946348 | PA      | $3551713.20   | 0.09%             | 2030-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                        | FXI Holdings Inc                                                                                                       | CUSIP: 36120RAJ8<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |   2307364 | PA      | $1315197.48   | 0.03%             | 2029-11-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund CLO                   | GCRED BSL CLO 1                                                                                                        | CUSIP: 3615EMAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3163000 | PA      | $3165372.25   | 0.08%             | 2034-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GGAM Master Trust US LLC                                | GGAM Master Trust International Ltd                                                                                    | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3361000 | PA      | $3390076.68   | 0.09%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2019-GC40                                                                                 | CUSIP: 36257HBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $757596.60    | 0.02%             | 2052-07-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GSA2                                                                                 | CUSIP: 36264KBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2371107.93   | 0.06%             | 2053-12-12      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-3                                                                               | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68000 | PA      | $69712.73     | 0.00%             | 2029-05-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-3                                                                               | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $1014561.81   | 0.03%             | 2030-08-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2024-1                                                                               | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397000 | PA      | $404224.69    | 0.01%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                         | CUSIP: 36269JAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $678032.36    | 0.02%             | 2041-03-10      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                         | CUSIP: 36269JAE8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $386209.77    | 0.01%             | 2041-03-10      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                         | CUSIP: 36269JAG3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   1885000 | PA      | $1900106.77   | 0.05%             | 2041-03-10      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                                                         | CUSIP: 36269JAJ7<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   2897000 | PA      | $2969120.24   | 0.08%             | 2041-03-10      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-4                                                                               | CUSIP: 362929AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010000 | PA      | $1091075.93   | 0.03%             | 2030-08-15      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-RPL3                                                                          | CUSIP: 362963AA8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   4690771 | PA      | $4592132.77   | 0.12%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                              | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1360000 | PA      | $1387306.08   | 0.04%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                              | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $747426.14    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                     | General Electric Co                                                                                                    | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    271000 | PA      | $273401.97    | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                     | General Electric Co                                                                                                    | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   4398000 | PA      | $4467448.60   | 0.11%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2811049.24   | 0.07%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2363888.64   | 0.06%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    299000 | PA      | $310595.30    | 0.01%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4661000 | PA      | $4913836.55   | 0.13%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                        | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3455902.77   | 0.09%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                        | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1984154.07   | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                        | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1867211.65   | 0.05%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                             | Geopark Ltd                                                                                                            | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   4550000 | PA      | $4254204.91   | 0.11%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                | Genting New York LLC / GENNY Capital Inc                                                                               | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $431001.61    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                                                                    | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2332543.90   | 0.06%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                                                                    | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $4506370.40   | 0.11%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                   | Gildan Activewear Inc                                                                                                  | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1075000 | PA      | $1073176.37   | 0.03%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                   | Global SC Finance X Ltd                                                                                                | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4249107 | PA      | $4260400.65   | 0.11%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                   | Global SC Finance X Ltd                                                                                                | CUSIP: 37893FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6835348 | PA      | $6854267.74   | 0.17%             | 2045-09-20      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                                                                  | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3282935.13   | 0.08%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2024-2                                                                               | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1223163.63   | 0.03%             | 2031-05-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1270645.65   | 0.03%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $5801581.08   | 0.15%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2613620.73   | 0.07%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3068329.25   | 0.08%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17372000 | PA      | $17252185.14  | 0.44%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                | Goldman Sachs Private Credit Corp                                                                                      | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   6806000 | PA      | $6817132.51   | 0.17%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                         | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1132889.31   | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                         | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    351000 | PA      | $272545.58    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $3298067.95   | 0.08%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   4449000 | PA      | $4620390.47   | 0.12%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                   | Gray Television Inc 2021 Term Loan D                                                                                   | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   3534906 | PA      | $3543743.34   | 0.09%             | 2028-12-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                                                                   | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      8200 | PA      | $8213.33      | 0.00%             | 2029-06-04      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                                                                  | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    700000 | PA      | $707577.11    | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                                                                             | CUSIP: 39152MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2642000 | PA      | $2656124.66   | 0.07%             | 2039-03-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                                                                             | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $966603.55    | 0.02%             | 2039-03-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                                                         | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    520000 | PA      | $537644.14    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2006597.60   | 0.05%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2324000 | PA      | $2333876.77   | 0.06%             | 2037-05-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    814000 | PA      | $892067.91    | 0.02%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5948000 | PA      | $6139353.23   | 0.16%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4570000 | PA      | $4584254.33   | 0.12%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                 | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945000 | PA      | $960491.95    | 0.02%             | 2039-05-10      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                                                                 | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2026000 | PA      | $2073497.95   | 0.05%             | 2039-05-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    875000 | PA      | $888608.00    | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                                                                 | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2309531.89   | 0.06%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                      | Hawaii Hotel Trust 2025-MAUI                                                                                           | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281000 | PA      | $282211.50    | 0.01%             | 2042-03-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                      | Hawaii Hotel Trust 2025-MAUI                                                                                           | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1639734.69   | 0.04%             | 2042-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                      | Hawaii Hotel Trust 2025-MAUI                                                                                           | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2938000 | PA      | $2885254.38   | 0.07%             | 2042-03-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2469038.75   | 0.06%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3943572.78   | 0.10%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   8220000 | PA      | $8721207.27   | 0.22%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                      | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    775000 | PA      | $786968.88    | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                                                      | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    810000 | PA      | $821296.84    | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                                                         | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431398.08    | 0.01%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan B                                                                               | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    411573 | PA      | $350351.92    | 0.01%             | 2028-06-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan C                                                                               | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     80885 | PA      | $67639.76     | 0.00%             | 2028-06-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing LLC                                                                                            | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    478000 | PA      | $468854.14    | 0.01%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCB3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    203000 | PA      | $206599.19    | 0.01%             | 2028-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCC1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306234.72    | 0.01%             | 2028-02-25      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCF4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    233000 | PA      | $244663.40    | 0.01%             | 2030-03-25      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCP2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $264832.35    | 0.01%             | 2031-01-27      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCS6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $258910.85    | 0.01%             | 2029-01-25      | Fixed         | 9.22%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3298000 | PA      | $3354550.15   | 0.09%             | 2029-09-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1414000 | PA      | $1434968.63   | 0.04%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC 2025-2                                                                                 | CUSIP: 42806MCZ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3831000 | PA      | $3920674.90   | 0.10%             | 2031-09-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC 2025-2                                                                                 | CUSIP: 42806MDA4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1310000 | PA      | $1325515.25   | 0.03%             | 2031-09-25      | Fixed         | 8.34%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MDH9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    453000 | PA      | $464268.56    | 0.01%             | 2031-12-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                                                           | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1676701.56   | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                  | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3913647.33   | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                  | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212855.60    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                     | Highwoods Realty LP                                                                                                    | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   4629000 | PA      | $5278337.51   | 0.13%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                               | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $878052.69    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                               | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5751000 | PA      | $5434015.23   | 0.14%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                               | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4813000 | PA      | $4935298.33   | 0.13%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    950000 | PA      | $953735.93    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                       | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2874329.16   | 0.07%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                       | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3808982.40   | 0.10%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                       | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1158478.75   | 0.03%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                     | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    591000 | PA      | $611361.82    | 0.02%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                     | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3059149.13   | 0.08%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                     | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    221000 | PA      | $211539.00    | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                     | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3342070.49   | 0.09%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                 | Honeywell International Inc                                                                                            | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1700681.71   | 0.04%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                               | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   2066000 | PA      | $2076480.40   | 0.05%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                               | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   5345000 | PA      | $5049799.93   | 0.13%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                               | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   7140000 | PA      | $6055860.26   | 0.15%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                               | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   4769000 | PA      | $4160289.61   | 0.11%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                             | Houston Galleria Mall Trust 2025-HGLR                                                                                  | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1076000 | PA      | $1116870.78   | 0.03%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                 | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5022.51      | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                 | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   7160000 | PA      | $6963896.91   | 0.18%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                 | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   4261000 | PA      | $4060255.34   | 0.10%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                          | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    720000 | PA      | $741919.73    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                               | HUB International Limited 2025 Term Loan B                                                                             | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     41062 | PA      | $41327.00     | 0.00%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                  | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1080623.21   | 0.03%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                  | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $2045284.75   | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                  | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5928260.46   | 0.15%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                           | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    500000 | PA      | $462650.00    | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                | Hudson Pacific Properties LP                                                                                           | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   9985000 | PA      | $8451024.42   | 0.22%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                | Hughes Satellite Systems Corp                                                                                          | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1590391.91   | 0.04%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                | Hughes Satellite Systems Corp                                                                                          | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2118300.57   | 0.05%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                             | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    557000 | PA      | $526441.48    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                             | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1603453.95   | 0.04%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                            | Hudson Yards 2025-SPRL Mortgage Trust                                                                                  | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7070000 | PA      | $7347913.22   | 0.19%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    678000 | PA      | $685674.30    | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                        | IIFL Finance Ltd                                                                                                       | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |   3935000 | PA      | $4042369.47   | 0.10%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust 2025-200P                                                                                                    | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3088669 | PA      | $3174438.56   | 0.08%             | 2047-03-14      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust 2025-200P                                                                                                    | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2784120.90   | 0.07%             | 2047-03-14      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust 2025-200P                                                                                                    | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3273002 | PA      | $3330467.41   | 0.08%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                  | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1196502.98   | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                  | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10286000 | PA      | $10152335.49  | 0.26%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                  | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4451927.40   | 0.11%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                  | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $405220.61    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                            | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3180000 | PA      | $3326705.29   | 0.08%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                            | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $514211.91    | 0.01%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                            | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1297000 | PA      | $1325801.52   | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust               | Imprint Payments Credit Card Master Trust                                                                              | CUSIP: 45333GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479000 | PA      | $480365.44    | 0.01%             | 2029-09-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust               | Imprint Payments Credit Card Master Trust                                                                              | CUSIP: 45333GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372000 | PA      | $373086.54    | 0.01%             | 2029-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust               | Imprint Payments Credit Card Master Trust                                                                              | CUSIP: 45333GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448000 | PA      | $449299.20    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                            | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1570761.46   | 0.04%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                            | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5122640.58   | 0.13%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                            | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   4469000 | PA      | $4243815.22   | 0.11%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                            | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    470000 | PA      | $467156.50    | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                                      | Ingles Markets Inc                                                                                                     | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |   4924000 | PA      | $4676551.27   | 0.12%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                             | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $643088.49    | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                             | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5450711.81   | 0.14%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                  | Brightstar Lottery PLC                                                                                                 | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200249.84    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                    | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3459000 | PA      | $4086106.43   | 0.10%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                    | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1189047.06   | 0.03%             | 2054-06-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                   | INTOWN 2025-STAY Mortgage Trust                                                                                        | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6019658.40   | 0.15%             | 2042-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                   | INTOWN 2025-STAY Mortgage Trust                                                                                        | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6029878.80   | 0.15%             | 2042-03-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                  | Invitation Homes 2024-SFR1 Trust                                                                                       | CUSIP: 46188DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2034000 | PA      | $1961775.91   | 0.05%             | 2041-09-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                  | Invitation Homes 2024-SFR1 Trust                                                                                       | CUSIP: 46188DAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3572000 | PA      | $3384598.59   | 0.09%             | 2041-09-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                 | ION Platform Finance US Inc                                                                                            | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $5539125.68   | 0.14%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                                | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7838000 | PA      | $7945327.14   | 0.20%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                                | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10208000 | PA      | $10351996.70  | 0.26%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                                                                | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7612000 | PA      | $7528004.62   | 0.19%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                              | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2598000 | PA      | $2717944.83   | 0.07%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                      | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    335000 | PA      | $331209.41    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1500000 | PA      | $1513525.05   | 0.04%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                                                      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |  12122000 | PA      | $11579661.48  | 0.29%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                     | Ithaca Energy North Sea PLC                                                                                            | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $585081.81    | 0.01%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    740000 | PA      | $756335.50    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                          | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    715000 | PA      | $734377.92    | 0.02%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    505000 | PA      | $450522.63    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    278000 | PA      | $290105.33    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2289795.78   | 0.06%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    925000 | PA      | $938208.54    | 0.02%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4182978.68   | 0.11%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7259000 | PA      | $7618721.49   | 0.19%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4566000 | PA      | $4553128.26   | 0.12%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2024-CES1                                                                              | CUSIP: 46658CAE1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    564000 | PA      | $570647.81    | 0.01%             | 2054-06-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2024-CES1                                                                              | CUSIP: 46658CAF8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    458000 | PA      | $463637.93    | 0.01%             | 2054-06-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Trust 2024-BERY                                                                                                     | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1381000 | PA      | $1385432.32   | 0.04%             | 2039-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Trust 2024-BERY                                                                                                     | CUSIP: 46676AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2510274.75   | 0.06%             | 2039-11-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Trust 2024-BERY                                                                                                     | CUSIP: 46676AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    942000 | PA      | $947811.86    | 0.02%             | 2039-11-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                    | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4410000 | PA      | $4606052.50   | 0.12%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                       | Johnson & Johnson                                                                                                      | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450711.32    | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                       | Johnson & Johnson                                                                                                      | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    750000 | PA      | $778418.57    | 0.02%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                       | Johnson & Johnson                                                                                                      | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1145805.22   | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 2nd Lien Term Loan B                                                                                   | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1700000 | PA      | $1666000.00   | 0.04%             | 2033-03-18      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                     | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3229861.63   | 0.08%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                     | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9412814.60   | 0.24%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   7060000 | PA      | $6660058.62   | 0.17%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                                                                   | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3221000 | PA      | $3228620.37   | 0.08%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                                                       | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    673000 | PA      | $696077.61    | 0.02%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                                                       | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   4942000 | PA      | $4967098.89   | 0.13%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                      | Caturus Energy LLC                                                                                                     | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    685000 | PA      | $713916.59    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    865000 | PA      | $883798.92    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                                                                | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    865000 | PA      | $889807.57    | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                                                          | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2755703.63   | 0.07%             | 2029-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                             | KSL Commercial Mortgage Trust 2024-HT2                                                                                 | CUSIP: 500937AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3883629 | PA      | $3881273.80   | 0.10%             | 2039-12-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                             | KSL Commercial Mortgage Trust 2024-HT2                                                                                 | CUSIP: 500937AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4854537 | PA      | $4877823.73   | 0.12%             | 2039-12-15      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                | Kronos Acquisition Holdings Inc                                                                                        | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $244430.80    | 0.01%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                                                                  | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    740000 | PA      | $749404.02    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                   | Bath & Body Works Inc                                                                                                  | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993797.60    | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                        | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1059870.88   | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                        | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    535000 | PA      | $566189.67    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                       | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378759.95    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                          | LSB Industries Inc                                                                                                     | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1680553.73   | 0.04%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                | Fashion Show Mall LLC                                                                                                  | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1619000 | PA      | $1633936.08   | 0.04%             | 2041-10-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1089966.64   | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   4331000 | PA      | $4441127.07   | 0.11%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    246000 | PA      | $247050.23    | 0.01%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                     | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   3894000 | PA      | $3877260.08   | 0.10%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2023-1                                                                                      | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273000 | PA      | $273798.25    | 0.01%             | 2027-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                     | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1190000 | PA      | $1218557.62   | 0.03%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                                                       | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $306215.06    | 0.01%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                                                       | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1367708.80   | 0.03%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                                                               | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242055.18    | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                                                               | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   5449000 | PA      | $5196395.26   | 0.13%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                       | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3115646.11   | 0.08%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                                                                | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    755000 | PA      | $795030.10    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                                                      | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2828474.83   | 0.07%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                       | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2404144.00   | 0.06%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                       | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    980000 | PA      | $992610.48    | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                         | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2492000 | PA      | $2577157.52   | 0.07%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                         | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2293417.60   | 0.06%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                                                               | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    930000 | PA      | $970599.15    | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                                                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3576000 | PA      | $3460233.65   | 0.09%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                                                      | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    740000 | PA      | $745591.63    | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                   | Long Ridge Energy LLC                                                                                                  | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   6057000 | PA      | $6452376.73   | 0.16%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                             | MMP Capital 2025-A LLC                                                                                                 | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $848389.23    | 0.02%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                                | MI Windows and Doors LLC 2024 Term Loan B2                                                                             | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    231487 | PA      | $231993.23    | 0.01%             | 2031-03-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                                                | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $2145626.77   | 0.05%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                        | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |  13028000 | PA      | $12627146.68  | 0.32%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                        | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |   2745000 | PA      | $1998118.74   | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                        | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |  13997000 | PA      | $14958291.98  | 0.38%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-1                                                                                  | CUSIP: 55376CAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $436727.82    | 0.01%             | 2056-05-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1147186.35   | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    899000 | PA      | $594553.65    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  18889000 | PA      | $13340356.25  | 0.34%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145933.49    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                                                           | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |  10630000 | PA      | $10446154.15  | 0.27%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                          | Manhattan West 2020-1MW Mortgage Trust                                                                                 | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2942308 | PA      | $2821367.37   | 0.07%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  14237000 | PA      | $14638407.94  | 0.37%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                               | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1341433.64   | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8104000 | PA      | $8078392.58   | 0.21%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                               | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    476000 | PA      | $478509.34    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183788.79    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297607.85    | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  12060000 | PA      | $12221439.98  | 0.31%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   4764000 | PA      | $4590077.36   | 0.12%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                         | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    556000 | PA      | $570123.88    | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                         | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   3921000 | PA      | $3923145.30   | 0.10%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                         | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518079.00    | 0.01%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                   | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $5015698.50   | 0.13%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                                  | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2209850.00   | 0.06%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                                                        | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    196000 | PA      | $201791.79    | 0.01%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                            | Strategy Inc                                                                                                           | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5271040.00   | 0.13%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                               | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    775000 | PA      | $791153.57    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                               | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   5577000 | PA      | $5692628.72   | 0.14%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                                                                  | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8753382.99   | 0.22%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                  | Minera Mexico SA de CV                                                                                                 | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   3435000 | PA      | $3558660.00   | 0.09%             | 2032-02-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                  | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   3115000 | PA      | $3242210.90   | 0.08%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                  | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   3070000 | PA      | $3224729.01   | 0.08%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   2190000 | PA      | $2395667.28   | 0.06%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4038110.40   | 0.10%             | 2029-08-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5057285.00   | 0.13%             | 2029-08-15      | Fixed         | 13.69%                | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MBN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4020900.40   | 0.10%             | 2030-05-15      | Fixed         | 8.89%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8583000 | PA      | $8648618.75   | 0.22%             | 2031-09-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1326000 | PA      | $1336767.25   | 0.03%             | 2031-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854000 | PA      | $858696.66    | 0.02%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953000 | PA      | $953970.06    | 0.02%             | 2031-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MBZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5055466.50   | 0.13%             | 2031-09-15      | Fixed         | 11.21%                | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1271000 | PA      | $1277783.58   | 0.03%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1801000 | PA      | $1807642.81   | 0.05%             | 2030-12-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MCD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1209000 | PA      | $1209586.85   | 0.03%             | 2030-12-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                                                                  | CUSIP: 60510MCE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6592000 | PA      | $6601915.03   | 0.17%             | 2030-12-16      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    608000 | PA      | $623695.84    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                  | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2916131.15   | 0.07%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                  | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3645252.46   | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                  | Mondelez International Inc                                                                                             | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71862.94     | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                  | Mondelez International Inc                                                                                             | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $634633.36    | 0.02%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                            | CUSIP: 61690FAP8<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    483000 | PA      | $468907.12    | 0.01%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                         | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    402000 | PA      | $414008.60    | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                         | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210296.54    | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3268000 | PA      | $3474101.32   | 0.09%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    731000 | PA      | $723062.89    | 0.02%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                         | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3864000 | PA      | $4058340.38   | 0.10%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                         | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1719706.27   | 0.04%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                         | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8578000 | PA      | $8505338.85   | 0.22%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                                                            | CUSIP: 61779RCV1<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    633000 | PA      | $631151.64    | 0.02%             | 2058-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2931012.15   | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4828780.80   | 0.12%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2023-01                                                                | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |   1474013 | PA      | $1520688.64   | 0.04%             | 2053-11-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2023-01                                                                | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |   4882000 | PA      | $5566541.84   | 0.14%             | 2053-11-25      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                                                                | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   1161319 | PA      | $1187013.53   | 0.03%             | 2050-03-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2025-01                                                                | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4963970 | PA      | $4991341.30   | 0.13%             | 2055-05-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                             | Multifamily Connecticut Avenue Securities Trust 2025-01                                                                | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1291000 | PA      | $1296843.32   | 0.03%             | 2055-05-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                         | Murphy Oil Corp                                                                                                        | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $4013646.38   | 0.10%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32947714 | PA      | $9554837.06   | 0.24%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                     | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1589041.52   | 0.04%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                     | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2455841.40   | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                            | NY Commercial Mortgage Trust 2025-299P                                                                                 | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $500084.75    | 0.01%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                            | NY Commercial Mortgage Trust 2025-299P                                                                                 | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456000 | PA      | $476241.48    | 0.01%             | 2047-02-10      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                            | NY Commercial Mortgage Trust 2025-299P                                                                                 | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527000 | PA      | $544643.96    | 0.01%             | 2047-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4286186.25   | 0.11%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                                                                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $3029817.24   | 0.08%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                           | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989581.45    | 0.03%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                           | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    963000 | PA      | $1071020.10   | 0.03%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                           | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    846000 | PA      | $948211.18    | 0.02%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                           | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   7840000 | PA      | $8211937.44   | 0.21%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                    | CUSIP: 63943EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083000 | PA      | $1095493.05   | 0.03%             | 2055-07-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                                                                    | CUSIP: 63943EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859000 | PA      | $866449.25    | 0.02%             | 2055-07-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                   | NESCO Holdings II Inc                                                                                                  | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   7990000 | PA      | $7876995.03   | 0.20%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                   | New Economy Assets - Phase 1 Sponsor LLC                                                                               | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201000 | PA      | $168390.18    | 0.00%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                   | New Economy Assets - Phase 1 Sponsor LLC                                                                               | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3473000 | PA      | $2182928.10   | 0.06%             | 2061-10-20      | Fixed         | 2.41%                 | 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        |   6042581 | PA      | $6113325.82   | 0.16%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                    | Constellation Oil Services Holding SA                                                                                  | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |   6050000 | PA      | $6298050.00   | 0.16%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                      | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   7444000 | PA      | $7000379.51   | 0.18%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                      | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167144.91    | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   8235000 | PA      | $8000560.58   | 0.20%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7070011.74   | 0.18%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    330000 | PA      | $346449.84    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271745.28    | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                      | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5269322.81   | 0.13%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                                                                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278415.89    | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                    | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $202370.78    | 0.01%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                         | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    810000 | PA      | $808084.12    | 0.02%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                    | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2645000 | PA      | $2777873.03   | 0.07%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   3520000 | PA      | $3742148.47   | 0.10%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  11550000 | PA      | $12283683.14  | 0.31%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                                                                   | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5835000 | PA      | $6065854.13   | 0.15%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                  | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14965.68     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                  | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59116.12     | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                  | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3426000 | PA      | $3275070.24   | 0.08%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                 | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   6741000 | PA      | $6814106.15   | 0.17%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                                 | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379970.96    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                                                            | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362681.14    | 0.01%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                                                                    | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $691474.62    | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                                                                    | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $102769.86    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-3BP                                                                                 | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1329000 | PA      | $1326448.72   | 0.03%             | 2042-02-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-3BP                                                                                 | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824000 | PA      | $1823009.93   | 0.05%             | 2042-02-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                                                                 | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4590000 | PA      | $4603167.33   | 0.12%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                                                                 | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4664000 | PA      | $4678238.73   | 0.12%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                                                                 | CUSIP: 67123JAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6723000 | PA      | $6772750.20   | 0.17%             | 2038-11-05      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo XI                                                                                                    | CUSIP: 67514VAS8<br>LEI: 549300E51CF32RJNO651 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2969913.00   | 0.08%             | 2034-07-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                   | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   7775000 | PA      | $8186137.72   | 0.21%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                   | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   6531000 | PA      | $6822137.22   | 0.17%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                   | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   8535000 | PA      | $8877854.53   | 0.23%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                   | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021932.00   | 0.03%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                   | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    765000 | PA      | $774276.39    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                   | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486661.72    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2341725.50   | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                              | OPAL BIDCO                                                                                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    975000 | PA      | $999295.79    | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                            | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11369000 | PA      | $11146337.79  | 0.28%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                            | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440352.28    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                            | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9810000 | PA      | $9402295.12   | 0.24%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                            | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903626.60    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                            | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $7891249.53   | 0.20%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                            | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $882593.74    | 0.02%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                       | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    630000 | PA      | $616520.95    | 0.02%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                       | Advisor Group Inc 2025 Term Loan                                                                                       | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   2750000 | PA      | $2765468.75   | 0.07%             | 2032-07-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                                                      | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $1552882.34   | 0.04%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                                                      | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |  10335000 | PA      | $6604595.19   | 0.17%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                       | Owens & Minor Inc 2022 Term Loan B                                                                                     | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |   5009000 | PA      | $4846207.50   | 0.12%             | 2029-03-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund II LLC                                                                                              | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4882818 | PA      | $4919660.28   | 0.13%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund II LLC                                                                                              | CUSIP: 690912AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105333 | PA      | $1110803.43   | 0.03%             | 2033-09-26      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                                                               | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1618308 | PA      | $1627381.38   | 0.04%             | 2032-12-20      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund III LLC                                                                                             | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17287000 | PA      | $17402344.05  | 0.44%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund III LLC                                                                                             | CUSIP: 69122AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    913000 | PA      | $915573.38    | 0.02%             | 2034-03-27      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund III LLC                                                                                             | CUSIP: 69122AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598000 | PA      | $599954.98    | 0.02%             | 2034-03-27      | Fixed         | 8.77%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                                | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                                                   | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $235849.49    | 0.01%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                   | PK Alift Loan Funding 7 LP                                                                                             | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527464 | PA      | $529302.88    | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6355000 | PA      | $6313802.70   | 0.16%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6709000 | PA      | $6991422.06   | 0.18%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4129000 | PA      | $4674967.47   | 0.12%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6897000 | PA      | $7274346.04   | 0.19%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $6307071.69   | 0.16%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4209000 | PA      | $4390981.84   | 0.11%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    924000 | PA      | $950723.36    | 0.02%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102539.09    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  12115000 | PA      | $8185072.58   | 0.21%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73713.07     | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7673000 | PA      | $6494159.87   | 0.17%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    420000 | PA      | $391476.36    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213404.44    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1061890.31   | 0.03%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $982734.91    | 0.03%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7145000 | PA      | $7719012.01   | 0.20%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    605000 | PA      | $582580.70    | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2880455.54   | 0.07%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                             | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    695000 | PA      | $446022.83    | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                             | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $884260.14    | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                             | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    754000 | PA      | $662962.52    | 0.02%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                             | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    366000 | PA      | $327365.55    | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                             | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4982906.04   | 0.13%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                                                             | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6047297.89   | 0.15%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2024-2 Ltd                                                                                  | CUSIP: 69703RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1608000 | PA      | $1610104.87   | 0.04%             | 2033-01-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                       | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |   8384000 | PA      | $8193330.23   | 0.21%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESC CB144A PARTY CITY                                   | ESC CB144A PARTY CITY                                                                                                  | CUSIP: 702ESCAK0<br>LEI: 549300BUAG9YASF5Q703 | Long             | DBT              | CORP              | US        |     73841 | PA      | $1476.82      | 0.00%             | 2029-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                            | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    267000 | PA      | $279772.49    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                | Pebblebrook Hotel LP / PEB Finance Corp                                                                                | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    345000 | PA      | $354396.77    | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                        | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    385000 | PA      | $409902.85    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                        | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1356441.12   | 0.03%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                                                               | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  12117043 | PA      | $11271370.03  | 0.29%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                             | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    166000 | PA      | $162912.00    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2260426.02   | 0.06%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5805307.83   | 0.15%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1293088.86   | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                                                           | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   2595000 | PA      | $2529597.96   | 0.06%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   7982000 | PA      | $7965678.57   | 0.20%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     74000 | PA      | $59838.42     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    131000 | PA      | $107795.80    | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     33000 | PA      | $25925.47     | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    314000 | PA      | $281619.11    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5313000 | PA      | $5145467.03   | 0.13%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5363000 | PA      | $4369611.51   | 0.11%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3625000 | PA      | $4202915.63   | 0.11%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                                                                  | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $288982.21    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                                                                  | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   5843000 | PA      | $5536473.36   | 0.14%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                        | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2908737.24   | 0.07%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                        | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5088000 | PA      | $5405636.11   | 0.14%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                        | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6875000 | PA      | $7108497.62   | 0.18%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                        | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    512000 | PA      | $523055.63    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                        | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   8757000 | PA      | $8831436.51   | 0.22%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                        | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1900769.61   | 0.05%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                | Piedmont Operating Partnership LP                                                                                      | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   2679000 | PA      | $2707867.94   | 0.07%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                           | Pluspetrol SA                                                                                                          | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |   3013000 | PA      | $3065935.70   | 0.08%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   4845000 | PA      | $4721836.95   | 0.12%             | 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        |    303000 | PA      | $311703.63    | 0.01%             | 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        |   8790000 | PA      | $8886513.50   | 0.23%             | 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        |   1845000 | PA      | $1849034.07   | 0.05%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                    | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2807828.07   | 0.07%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2023-1                                                                                 | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543000 | PA      | $542535.95    | 0.01%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                         | Prestige Auto Receivables Trust 2024-1                                                                                 | CUSIP: 74113QAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512000 | PA      | $479026.64    | 0.01%             | 2031-04-15      | Fixed         | 7.94%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR2 Trust                                                                                   | CUSIP: 74290XAL5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    449000 | PA      | $423416.97    | 0.01%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR1 Trust                                                                                   | CUSIP: 74331QAL1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $442269.78    | 0.01%             | 2041-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR3 Trust                                                                                   | CUSIP: 74331VAL0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    534000 | PA      | $506975.92    | 0.01%             | 2041-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2025-SFR3 Trust                                                                                   | CUSIP: 74334BAA5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3239000 | PA      | $3089617.64   | 0.08%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2025-SFR6 Trust                                                                                   | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13393000 | PA      | $13078055.57  | 0.33%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2025-SFR1 Trust                                                                                   | CUSIP: 74334NAG6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1799000 | PA      | $1695507.49   | 0.04%             | 2042-02-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                            | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1110000 | PA      | $1121108.97   | 0.03%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                            | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   2025000 | PA      | $2065814.36   | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                                                            | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1072000 | PA      | $1087139.80   | 0.03%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                 | Public Service Electric and Gas Co                                                                                     | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2759549.01   | 0.07%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                 | Public Service Electric and Gas Co                                                                                     | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1247930.12   | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                | Public Service Enterprise Group Inc                                                                                    | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    955000 | PA      | $984230.84    | 0.03%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     45000 | PA      | $30150.00     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QA69<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    160000 | PA      | $107200.00    | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QAJ1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3337.50      | 0.00%             | 2020-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QKK7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3337.50      | 0.00%             | 2017-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QKP6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     95000 | PA      | $63412.50     | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QKR2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6675.00      | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QKW1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     80000 | PA      | $53600.00     | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QKX9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     30000 | PA      | $20100.00     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QLH3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    130000 | PA      | $86775.00     | 0.00%             | 2017-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QVC3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     30000 | PA      | $20100.00     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QVD1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    310000 | PA      | $207700.00    | 0.01%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QVX7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    175000 | PA      | $117250.00    | 0.00%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QVY5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3337.50      | 0.00%             | 2025-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QVZ2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3350.00      | 0.00%             | 2026-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QWN8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6675.00      | 0.00%             | 2018-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QWW8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3350.00      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QWX6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     30000 | PA      | $20100.00     | 0.00%             | 2027-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QXB3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     45000 | PA      | $30037.50     | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QXR8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    195000 | PA      | $130650.00    | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QXU1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    135000 | PA      | $90112.50     | 0.00%             | 2021-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QYN6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    110000 | PA      | $73700.00     | 0.00%             | 2028-07-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QYX4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     35000 | PA      | $23362.50     | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QZA3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     10000 | PA      | $6700.00      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QZM7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     35000 | PA      | $23362.50     | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QZN5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    325000 | PA      | $216937.50    | 0.01%             | 2022-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                    | PUERTO RICO ELEC PWR AUTH PWRREVENUE                                                                                   | CUSIP: 74526QZQ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    110000 | PA      | $73425.00     | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                                                              | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4922979.98   | 0.13%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   4671000 | PA      | $4865009.99   | 0.12%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1154704.19   | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                             | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |   5761000 | PA      | $5708521.96   | 0.15%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                             | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     79000 | PA      | $81517.02     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                             | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    375000 | PA      | $391337.63    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                    | RLJ Lodging Trust LP                                                                                                   | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    140000 | PA      | $139652.80    | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                                                                 | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   3223766 | PA      | $3106904.48   | 0.08%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                                                                 | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1072034.69   | 0.03%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   2115000 | PA      | $1712048.34   | 0.04%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rancho Mirage Community Facilities District             | RANCHO MIRAGE CA CMNTY FACS DIST SPL TAX                                                                               | CUSIP: 75213WCU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $438435.53    | 0.01%             | 2039-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                                                                   | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316026.82    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2396934.93   | 0.06%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                     | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1951929.11   | 0.05%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                     | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   6975000 | PA      | $7506413.46   | 0.19%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                  | Repsol E&P Capital Markets US LLC                                                                                      | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   4636000 | PA      | $4730051.13   | 0.12%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2025-4                                                                        | CUSIP: 76089MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5142000 | PA      | $5192081.54   | 0.13%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                                                                     | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1561688.06   | 0.04%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                                                                 | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1935450.18   | 0.05%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                                                                 | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   5271000 | PA      | $5313113.87   | 0.14%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2427000 | PA      | $2471762.47   | 0.06%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                                                                   | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2522000 | PA      | $2558547.31   | 0.07%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6212000 | PA      | $6240366.35   | 0.16%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                                                                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1109312.55   | 0.03%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                    | Ryan Specialty LLC                                                                                                     | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437295.36    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                    | SCG Trust 2025-SNIP                                                                                                    | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8227000 | PA      | $8252455.98   | 0.21%             | 2042-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                               | SHR Trust 2024-LXRY                                                                                                    | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900980 | PA      | $1917761.85   | 0.05%             | 2041-10-15      | Floating      | 7.35%                 | 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        |   3395000 | PA      | $3390157.71   | 0.09%             | 2038-05-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                 | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $555122.41    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                 | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4558332.58   | 0.12%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-1 LLC                                                                                       | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433000 | PA      | $448654.51    | 0.01%             | 2035-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-2 LLC                                                                                       | CUSIP: 78439XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5167000 | PA      | $5194500.84   | 0.13%             | 2036-06-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-2 LLC                                                                                       | CUSIP: 78439XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2410000 | PA      | $2428805.71   | 0.06%             | 2036-06-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-2 LLC                                                                                       | CUSIP: 78439XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573000 | PA      | $578235.93    | 0.01%             | 2036-06-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2025-2 LLC                                                                                       | CUSIP: 78439XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1444000 | PA      | $1448348.17   | 0.04%             | 2036-06-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                           | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  15482000 | PA      | $14168587.78  | 0.36%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                                | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213421 | PA      | $194575.37    | 0.00%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                                | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101629 | PA      | $92720.27     | 0.00%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-B                                                                                | CUSIP: 78449HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1041039.90   | 0.03%             | 2056-10-16      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-A                                                                                | CUSIP: 78450QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $425137.62    | 0.01%             | 2053-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                                                         | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1995052.80   | 0.05%             | 2039-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                                                               | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4894000 | PA      | $4857538.72   | 0.12%             | 2042-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                                                               | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6182000 | PA      | $6157582.34   | 0.16%             | 2042-02-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                         | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   4198000 | PA      | $3485683.36   | 0.09%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                | Sally Holdings LLC / Sally Capital Inc                                                                                 | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5629000 | PA      | $5885082.80   | 0.15%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                   | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    283635 | PA      | $287645.60    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2022-7                                                                          | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149000 | PA      | $152026.50    | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2025-4                                                                          | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3327000 | PA      | $3343256.39   | 0.09%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1699546.20   | 0.04%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1120827.27   | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                                                                | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1384644.84   | 0.04%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                                                                | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1303561.53   | 0.03%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                             | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $844997.11    | 0.02%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                           | SDR Commercial Mortgage Trust 2024-DSNY                                                                                | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486000 | PA      | $485458.55    | 0.01%             | 2039-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                                                        | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1418809.94   | 0.04%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                                                                     | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2292638.07   | 0.06%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2025-HYB1                                                                                       | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7346775 | PA      | $7376765.55   | 0.19%             | 2055-10-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                                                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $3723441.40   | 0.09%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                                                               | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3467933.81   | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                                                          | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    735000 | PA      | $748957.52    | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                               | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   7287000 | PA      | $7669174.00   | 0.20%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                               | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   4820000 | PA      | $4849908.10   | 0.12%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                               | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1895000 | PA      | $1714797.25   | 0.04%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                    | Shell Finance US Inc                                                                                                   | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1062792.80   | 0.03%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                                                                | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505256.98    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                                                                | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1083420.63   | 0.03%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                  | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $346084.15    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                      | Siemens Funding BV                                                                                                     | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    704000 | PA      | $737554.67    | 0.02%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                      | Siemens Funding BV                                                                                                     | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    541000 | PA      | $568101.27    | 0.01%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                    | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580038.19    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                    | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   5727000 | PA      | $5450600.09   | 0.14%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                    | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2016381.77   | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                                                                    | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  14072000 | PA      | $12968594.78  | 0.33%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-A                                                                                | CUSIP: 831943AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4935000 | PA      | $5330391.71   | 0.14%             | 2056-03-15      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2025-A                                                                                | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7495786 | PA      | $7615157.86   | 0.19%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2025-B                                                                                | CUSIP: 83208BAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1202000 | PA      | $1206708.71   | 0.03%             | 2053-03-17      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2025-B                                                                                | CUSIP: 83208BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1246000 | PA      | $1277929.75   | 0.03%             | 2053-03-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   9920000 | PA      | $10287389.28  | 0.26%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                | Solstice Advanced Materials Inc                                                                                        | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    880000 | PA      | $888284.40    | 0.02%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                                                                   | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    814000 | PA      | $799623.23    | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                                                                   | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   7370000 | PA      | $7149792.58   | 0.18%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                                                             | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3943018.33   | 0.10%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                          | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    219000 | PA      | $164449.54    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                          | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   9563000 | PA      | $6692779.64   | 0.17%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                          | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    645000 | PA      | $578868.00    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                          | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    254000 | PA      | $263154.87    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                          | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4305151.08   | 0.11%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                          | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1498346.93   | 0.04%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                          | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705780.04    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                     | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281227.71    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $2537846.99   | 0.06%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   7640000 | PA      | $7949534.60   | 0.20%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                              | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4629563.82   | 0.12%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                              | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   5627000 | PA      | $5779879.96   | 0.15%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                    | STAR 2024-SFR4 Trust                                                                                                   | CUSIP: 85520AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3333000 | PA      | $3346908.28   | 0.09%             | 2041-10-17      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                    | STAR 2024-SFR4 Trust                                                                                                   | CUSIP: 85520AAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4571000 | PA      | $4605096.00   | 0.12%             | 2041-10-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                          | Starbucks Corp                                                                                                         | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    297000 | PA      | $303468.70    | 0.01%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                          | Starbucks Corp                                                                                                         | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    612000 | PA      | $636717.03    | 0.02%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                            | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   3345000 | PA      | $3385136.09   | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                                                      | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    601000 | PA      | $621528.06    | 0.02%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                                                      | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1403206.69   | 0.04%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                    | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1100198.61   | 0.03%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                                    | Steele Creek CLO 2019-2 LTD                                                                                            | CUSIP: 85817EAY9<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |   2846000 | PA      | $2836653.74   | 0.07%             | 2032-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                                    | Steele Creek CLO 2019-2 LTD                                                                                            | CUSIP: 85817EBA0<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |   2230000 | PA      | $2190803.29   | 0.06%             | 2032-07-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                | Summit Midstream Holdings LLC                                                                                          | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4723000 | PA      | $4900480.89   | 0.12%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2864547.50   | 0.07%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   5615000 | PA      | $5940648.33   | 0.15%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                              | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2285376.61   | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                              | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3389000 | PA      | $3484027.59   | 0.09%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                              | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1103592.47   | 0.03%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                              | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1085413.93   | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                  | Sunoco LP / Sunoco Finance Corp                                                                                        | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2051000 | PA      | $2015081.70   | 0.05%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                 | Superior Plus LP / Superior General Partner Inc                                                                        | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48838.92     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                                                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2329252.09   | 0.06%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                                                           | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2809535.71   | 0.07%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                                                           | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4626026.50   | 0.12%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                                                           | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7149981.67   | 0.18%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5693000 | PA      | $6120228.11   | 0.16%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1880184.74   | 0.05%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                                                                    | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6991000 | PA      | $7195416.00   | 0.18%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | TMCL VII Holdings Ltd                                                                                                  | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   2492607 | PA      | $2507638.52   | 0.06%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | TMCL VII Holdings Ltd                                                                                                  | CUSIP: 87257FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   4651123 | PA      | $4677087.10   | 0.12%             | 2050-07-23      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                           | Takeda US Financing Inc                                                                                                | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |  12233000 | PA      | $12465526.58  | 0.32%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                           | Takeda US Financing Inc                                                                                                | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    988000 | PA      | $1000429.63   | 0.03%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                 | Talen Energy Supply LLC 2023 Term Loan B                                                                               | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     63375 | PA      | $63705.06     | 0.00%             | 2030-05-17      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | TALEN ENERGY SUPPLY LLC 2025 TERM LOAN B                                                                               | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    330000 | PA      | $330996.93    | 0.01%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                                | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   5019000 | PA      | $5316246.56   | 0.14%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                   | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1328425.05   | 0.03%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                   | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3626122.24   | 0.09%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                   | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2575789.65   | 0.07%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                  | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3081505.04   | 0.08%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $1742352.53   | 0.04%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4615000 | PA      | $4793081.04   | 0.12%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4155000 | PA      | $4205322.53   | 0.11%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3332000 | PA      | $3840763.38   | 0.10%             | 2031-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5502000 | PA      | $6059231.56   | 0.15%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4075000 | PA      | $4279842.71   | 0.11%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I                                   | Texas Combined Tirz I LLC                                                                                              | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392659 | PA      | $392659.49    | 0.01%             | 2062-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   5145000 | PA      | $5341253.35   | 0.14%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                                                                  | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154734.89    | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                             | 3R Lux SARL                                                                                                            | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |   1798000 | PA      | $1851940.00   | 0.05%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                                                               | CUSIP: 88575JBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634000 | PA      | $616185.36    | 0.02%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    755000 | PA      | $765379.68    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                                                          | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1153818.52   | 0.03%             | 2034-01-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                  | TotalEnergies Capital International SA                                                                                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   6250000 | PA      | $4171155.88   | 0.11%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                | TotalEnergies Capital SA                                                                                               | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $193519.58    | 0.00%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309755.69    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                          | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1562503.50   | 0.04%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                          | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   8710000 | PA      | $8943488.97   | 0.23%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                          | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1754559.69   | 0.04%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                          | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $7035654.67   | 0.18%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                   | Transocean Aquila Ltd                                                                                                  | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3769400 | PA      | $3878433.01   | 0.10%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                           | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    680000 | PA      | $713412.49    | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   6736500 | PA      | $7042256.26   | 0.18%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                           | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    850000 | PA      | $857249.65    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                                                           | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   3850000 | PA      | $3816084.97   | 0.10%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                                                                         | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    685667 | PA      | $700742.42    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                | Transportadora de Gas del Sur SA                                                                                       | CUSIP: 893870AY1<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    810000 | PA      | $843201.90    | 0.02%             | 2031-07-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                                                                  | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130176.83    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                     | TreeHouse Foods Inc                                                                                                    | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   5808000 | PA      | $5793480.00   | 0.15%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2023-SFR1 Trust                                                                                     | CUSIP: 89616WAC2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100179.08    | 0.00%             | 2040-07-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2023-SFR1 Trust                                                                                     | CUSIP: 89616WAE8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102209.00    | 0.00%             | 2040-07-17      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2025-SFR2 Trust                                                                                     | CUSIP: 89617FAB0<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   2998435 | PA      | $3041963.22   | 0.08%             | 2044-08-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XII Ltd                                                                                                   | CUSIP: 89641GBA9<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   2636000 | PA      | $2637518.34   | 0.07%             | 2033-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XII Ltd                                                                                                   | CUSIP: 89641GBC5<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   1090000 | PA      | $1090897.07   | 0.03%             | 2033-04-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XVII Ltd                                                                                                  | CUSIP: 89642JAN5<br>LEI: 254900E0LENORBQRRG46 | Long             | ABS-CBDO         | CORP              | KY        |   7133000 | PA      | $7144291.54   | 0.18%             | 2034-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                           | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $738409.48    | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                           | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    194000 | PA      | $208113.69    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4554000 | PA      | $4847349.92   | 0.12%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                  | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6015000 | PA      | $6330342.99   | 0.16%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3137000 | PA      | $3242626.71   | 0.08%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                  | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    763000 | PA      | $784037.76    | 0.02%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                  | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2532000 | PA      | $2505989.04   | 0.06%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2nd Lien Term Loan                                                                       | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    810526 | PA      | $823022.20    | 0.02%             | 2032-05-06      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                    | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                                     | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2158844 | PA      | $2163447.85   | 0.06%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                              | Trust 2401                                                                                                             | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |    280000 | PA      | $310010.40    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp Term Loan                                                                                                       | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3998776 | PA      | $3935794.81   | 0.10%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp 2025 Fixed Term Loan                                                                                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $998333.00    | 0.03%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C1                                                                                  | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1915000 | PA      | $1879888.67   | 0.05%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C3                                                                                  | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791222 | PA      | $743760.79    | 0.02%             | 2050-08-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                                                                | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5432027.04   | 0.14%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                           | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316054.56    | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                              | USI Inc/NY                                                                                                             | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    270000 | PA      | $283318.83    | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                       | Union Electric Co                                                                                                      | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45914.34     | 0.00%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                       | Union Electric Co                                                                                                      | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2725077.27   | 0.07%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                     | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    358000 | PA      | $254502.69    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                     | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3242000 | PA      | $3347180.92   | 0.09%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                     | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3316000 | PA      | $3309219.74   | 0.08%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                             | Unisys Corp                                                                                                            | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |  12834000 | PA      | $13157840.32  | 0.33%             | 2031-01-15      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                 | United Auto Credit Securitization Trust 2024-1                                                                         | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3058069.50   | 0.08%             | 2029-11-12      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                | United Natural Foods Inc 2024 Term Loan                                                                                | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |   1176623 | PA      | $1185815.24   | 0.03%             | 2031-05-01      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                       | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    385000 | PA      | $390529.88    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                       | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2461298.30   | 0.06%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                             | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214256.05    | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26686.23     | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                             | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $5842318.14   | 0.15%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                             | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7450000 | PA      | $7745787.80   | 0.20%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3602200 | PA      | $3648634.70   | 0.09%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5918437.50   | 0.15%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9980896.50   | 0.25%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9395351.80   | 0.24%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19803900.00  | 0.50%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    444000 | PA      | $284784.41    | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3856053.11   | 0.10%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3621936.18   | 0.09%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2011209.06   | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $11496807.13  | 0.29%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6285000 | PA      | $6458097.32   | 0.16%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT                                 | Universal Entertainment Corp                                                                                           | CUSIP: 91349WAC2<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |   3310000 | PA      | $3251026.72   | 0.08%             | 2029-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   7065000 | PA      | $6791970.53   | 0.17%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                           | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   6304000 | PA      | $6430054.78   | 0.16%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4586247.00   | 0.12%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6628178.36   | 0.17%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                           | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $5216310.80   | 0.13%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                             | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2102000 | PA      | $2176792.00   | 0.06%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                             | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $739103.10    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                             | VFI ABS 2025-1 LLC                                                                                                     | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680768 | PA      | $684264.37    | 0.02%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                                                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    731000 | PA      | $759031.66    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                                                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    770000 | PA      | $785211.35    | 0.02%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                      | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   4549000 | PA      | $4646803.50   | 0.12%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                      | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $3003900.00   | 0.08%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                  | Bausch Health Americas Inc                                                                                             | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3829880.21   | 0.10%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                           | Valvoline Inc                                                                                                          | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1549963.43   | 0.04%             | 2031-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216211.20    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $4135469.01   | 0.11%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4621622.64   | 0.12%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5861629.14   | 0.15%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1686319.93   | 0.04%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2985050.74   | 0.08%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3767000 | PA      | $3430485.94   | 0.09%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                      | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   5844000 | PA      | $5920615.66   | 0.15%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   5885000 | PA      | $5855609.72   | 0.15%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2832330.96   | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   6285000 | PA      | $6053362.30   | 0.15%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                                                                   | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $699700.95    | 0.02%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    310000 | PA      | $220403.86    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    167000 | PA      | $147217.30    | 0.00%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    324000 | PA      | $240245.50    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    681000 | PA      | $680668.35    | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3687000 | PA      | $3657127.56   | 0.09%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    461000 | PA      | $457976.14    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1096456.60   | 0.03%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    519000 | PA      | $512784.14    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                                                                   | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $5196314.17   | 0.13%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                                                                | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1150963.57   | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                                                             | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3272462.81   | 0.08%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                              | ViaSat Inc Term Loan                                                                                                   | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   1506003 | PA      | $1504016.66   | 0.04%             | 2029-03-02      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                              | ViaSat Inc 2023 Term Loan                                                                                              | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   3342500 | PA      | $3335634.27   | 0.08%             | 2030-05-30      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                                                            | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3106000 | PA      | $2069851.29   | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                         | Vibrant CLO IX-R Ltd                                                                                                   | CUSIP: 92557BAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    471000 | PA      | $471336.29    | 0.01%             | 2037-04-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                         | Vibrant CLO XII Ltd                                                                                                    | CUSIP: 92558WBL5<br>LEI: 5493000EYQWTOWOLAO60 | Long             | ABS-CBDO         | CORP              | KY        |   2239000 | PA      | $2240721.79   | 0.06%             | 2034-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                      | VICI Properties LP                                                                                                     | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    944000 | PA      | $964462.54    | 0.02%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    440000 | PA      | $434693.47    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                             | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   5160000 | PA      | $5162734.80   | 0.13%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                             | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   4655000 | PA      | $4788831.25   | 0.12%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                                                                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4724702.95   | 0.12%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                      | Voyager Parent LLC Term Loan B                                                                                         | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    798000 | PA      | $799385.33    | 0.02%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                                                                   | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    287000 | PA      | $275509.94    | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                          | WMRK Commercial Mortgage Trust 2022-WMRK                                                                               | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360395 | PA      | $363286.84    | 0.01%             | 2027-11-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                              | WSTN Trust 2023-MAUI                                                                                                   | CUSIP: 92943AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $264430.82    | 0.01%             | 2037-07-05      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                              | WSTN Trust 2023-MAUI                                                                                                   | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $150404.26    | 0.00%             | 2037-07-05      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                              | WSTN Trust 2023-MAUI                                                                                                   | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2516000 | PA      | $2533892.28   | 0.06%             | 2037-07-05      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                             | Walmart Inc                                                                                                            | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1234237.76   | 0.03%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                       | Waste Pro USA Inc                                                                                                      | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    615000 | PA      | $634566.61    | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                         | CUSIP: 949931AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1033000 | PA      | $1085785.16   | 0.03%             | 2058-05-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C35                                                                         | CUSIP: 95000FAZ9<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2960690.40   | 0.08%             | 2048-07-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24434.77     | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255221.99    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3709000 | PA      | $3888997.66   | 0.10%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1135696.31   | 0.03%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-C46                                                                         | CUSIP: 95001QAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967000 | PA      | $935792.11    | 0.02%             | 2051-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                         | CUSIP: 95003UAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $939669.93    | 0.02%             | 2057-11-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                         | CUSIP: 95003VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3770012.16   | 0.10%             | 2057-07-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C5                                                                         | CUSIP: 95004MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1037553.80   | 0.03%             | 2058-07-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-1918                                                                        | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1658000 | PA      | $1675129.13   | 0.04%             | 2040-09-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441559.37    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                 | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    850000 | PA      | $888602.18    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    895000 | PA      | $935014.58    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                        | Finastra USA Inc 2023 Term Loan                                                                                        | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     74717 | PA      | $75277.48     | 0.00%             | 2029-09-13      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                            | AIMBRIDGE ACQUISITION CO INC                                                                                           | CUSIP: 000000000<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | EC               | CORP              | US        |     17246 | NS      | $1275341.70   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTLAKE CORP                                           | Westlake Corp                                                                                                          | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   3826000 | PA      | $3827290.43   | 0.10%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                     | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4508116.97   | 0.11%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                         | Wingspire Equipment Finance 2025-1 LLC                                                                                 | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $360820.76    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                         | Wingspire Equipment Finance 2025-1 LLC                                                                                 | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533000 | PA      | $534698.99    | 0.01%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                         | Wingspire Equipment Finance 2025-1 LLC                                                                                 | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1042000 | PA      | $1050242.64   | 0.03%             | 2033-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                                                                          | CUSIP: 977852AK8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    801097 | PA      | $873195.69    | 0.02%             | 2030-06-23      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| FUTURES USD CITI CASH                                   | FUTURES USD CITI COC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1506000 | NS      | $1506000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6080000 | PA      | $6268531.25   | 0.16%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                                                           | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1776000 | PA      | $1759227.10   | 0.04%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                   | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6713000 | PA      | $7268185.04   | 0.18%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                        | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45453.80     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| X.AI LLC/X.AI CO ISSUER                                 | X.AI LLC / X.AI Co Issuer Corp                                                                                         | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12295000 | PA      | $13118232.38  | 0.33%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                                | YPF Energia Electrica SA                                                                                               | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |   2755000 | PA      | $2766863.03   | 0.07%             | 2032-10-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                           | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2951721.70   | 0.08%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                                                        | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2054321.40   | 0.05%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                                                        | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2066018.80   | 0.05%             | 2055-06-20      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8MAR52 IRS USD R F  4.83400 BCG8MAR52_FIX CCPOIS / Short: SCG8MAR52 IRS USD P V 00MSOFR BCG8MAR52_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13500000 | OU      | $139225.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8MRAC8 IRS USD R F  4.64150 BCG8MRAC8_FIX CCPOIS / Short: SCG8MRAC8 IRS USD P V 00MSOFR BCG8MRAC8_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19500000 | OU      | $1306207.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8MRA95 IRS USD R F  4.69200 BCG8MRA95_FIX CCPOIS / Short: SCG8MRA95 IRS USD P V 00MSOFR BCG8MRA95_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16200000 | OU      | $575422.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8NHS06 IRS USD R F  4.39200 BCG8NHS06_FIX CCPOIS / Short: SCG8NHS06 IRS USD P V 00MSOFR BCG8NHS06_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4400000 | OU      | $156856.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8PPUV5 IRS USD R F  4.55950 BCG8PPUV5_FIX CCPOIS / Short: SCG8PPUV5 IRS USD P V 00MSOFR BCG8PPUV5_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $82837.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8PPUS2 IRS USD R F  4.59650 BCG8PPUS2_FIX CCPOIS / Short: SCG8PPUS2 IRS USD P V 00MSOFR BCG8PPUS2_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2300000 | OU      | $150113.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCG8PW2Z2 IRS USD R F  4.40700 BCG8PW2Z2_FIX CCPOIS / Short: SCG8PW2Z2 IRS USD P V 00MSOFR BCG8PW2Z2_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $153875.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG8Y4XV9 IRS USD R V 00MSOFR BCG8Y4XV9_FLO CCPOIS / Short: BCG8Y4XV9 IRS USD P F  3.36400 BCG8Y4XV9_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10700000 | OU      | $1326547.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG8YX0N9 IRS USD R V 00MSOFR BCG8YX0N9_FLO CCPOIS / Short: BCG8YX0N9 IRS USD P F  3.45600 BCG8YX0N9_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $803253.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG8YX0K5 IRS USD R V 00MSOFR BCG8YX0K5_FLO CCPOIS / Short: BCG8YX0K5 IRS USD P F  3.28450 BCG8YX0K5_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11700000 | OU      | $1731741.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCG8Z22W4 IRS USD R V 00MSOFR BCG8Z22W4_FLO CCPOIS / Short: BCG8Z22W4 IRS USD P F  3.26800 BCG8Z22W4_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $103844.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGBQUZ33 IRS USD R V 00MSOFR BCGBQUZ33_FLO CCPOIS / Short: BCGBQUZ33 IRS USD P F  3.64550 BCGBQUZ33_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  16000000 | OU      | $1318372.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGBZHQR9 IRS USD R F  3.95150 BCGBZHQR9_FIX CCPOIS / Short: SCGBZHQR9 IRS USD P V 00MSOFR BCGBZHQR9_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22000000 | OU      | $-121167.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGBZHQN8 IRS USD R F  4.07150 BCGBZHQN8_FIX CCPOIS / Short: SCGBZHQN8 IRS USD P V 00MSOFR BCGBZHQN8_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  80000000 | OU      | $402848.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGC1GSK9 IRS USD R F  3.90100 BCGC1GSK9_FIX CCPOIS / Short: SCGC1GSK9 IRS USD P V 00MSOFR BCGC1GSK9_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7200000 | OU      | $-236494.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGC54AY1 IRS USD R V 00MSOFR BCGC54AY1_FLO CCPOIS / Short: BCGC54AY1 IRS USD P F  3.56250 BCGC54AY1_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4700000 | OU      | $481995.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGC5KT33 IRS USD R V 00MSOFR BCGC5KT33_FLO CCPOIS / Short: BCGC5KT33 IRS USD P F  3.66750 BCGC5KT33_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11000000 | OU      | $871665.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGCAHPM6 IRS USD R F  4.07700 BCGCAHPM6_FIX CCPOIS / Short: SCGCAHPM6 IRS USD P V 00MSOFR BCGCAHPM6_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  83000000 | OU      | $2105095.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGCAHPL8 IRS USD R F  4.10300 BCGCAHPL8_FIX CCPOIS / Short: SCGCAHPL8 IRS USD P V 00MSOFR BCGCAHPL8_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  82000000 | OU      | $1230951.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGCAHPA2 IRS USD R F  4.06850 BCGCAHPA2_FIX CCPOIS / Short: SCGCAHPA2 IRS USD P V 00MSOFR BCGCAHPA2_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $729110.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGCBGCF6 IRS USD R F  4.16100 BCGCBGCF6_FIX CCPOIS / Short: SCGCBGCF6 IRS USD P V 00MSOFR BCGCBGCF6_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35000000 | OU      | $244002.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGF1F2W6 IRS USD R V 12MSOFR BCGF1F2W6_FLO CCPOIS / Short: BCGF1F2W6 IRS USD P F  3.50650 BCGF1F2W6_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 140000000 | OU      | $3086580.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S978T5JT4 CDS USD R F  1.00000 Z978T5JT4_FEE CCPCDX / Short: S978T5JT4 CDS USD P V 03MEVENT Z978T5JT4_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6642000 | OU      | $150648.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S9796YTF3 CDS USD R F  5.00000 Z9796YTF3_FEE CCPCDX / Short: S9796YTF3 CDS USD P V 03MEVENT Z9796YTF3_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  81685000 | OU      | $6208468.43   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BCGFG3C14 IRS USD R V 12MSOFR BCGFG3C14_FLO CCPOIS / Short: BCGFG3C14 IRS USD P F  3.55750 BCGFG3C14_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 115000000 | OU      | $2149752.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGFG3C22 IRS USD R F  3.25600 BCGFG3C22_FIX CCPOIS / Short: SCGFG3C22 IRS USD P V 12MSOFR BCGFG3C22_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 135000000 | OU      | $-165766.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S978T5JX5 CDS USD R F  1.00000 Z978T5JX5_FEE CCPCDX / Short: S978T5JX5 CDS USD P V 03MEVENT Z978T5JX5_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 149860000 | OU      | $1254373.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SCGFYQR66 IRS USD R F  3.49100 BCGFYQR66_FIX CCPOIS / Short: SCGFYQR66 IRS USD P V 12MSOFR BCGFYQR66_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 205000000 | OU      | $319451.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                     | Kasikornbank PCL/Hong Kong                                                                                             | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |   2360000 | PA      | $2331220.37   | 0.06%             | 2031-10-02      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                      | Leviathan Bond Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    980000 | PA      | $998826.29    | 0.03%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                  | Power Finance Corp Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    450000 | PA      | $423574.97    | 0.01%             | 2031-05-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                                                          | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $118415.44    | 0.00%             | 2031-06-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                                                            | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    685000 | PA      | $664257.62    | 0.02%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                                                          | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |    200000 | PA      | $256848.87    | 0.01%             | 2029-06-27      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1855382.84   | 0.05%             | 2029-07-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                    | Banco de Sabadell SA                                                                                                   | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1377919.87   | 0.04%             | 2029-09-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                         | Piraeus Bank SA                                                                                                        | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |    150000 | PA      | $194269.63    | 0.00%             | 2029-12-05      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                                                          | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $124492.86    | 0.00%             | 2030-05-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                 | IRB INFRASTRUCTURE DEVELOPERS                                                                                          | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    435000 | PA      | $449522.64    | 0.01%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1814664.26   | 0.05%             | 2030-04-04      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                         | Piraeus Bank SA                                                                                                        | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |    850000 | PA      | $1055827.56   | 0.03%             | 2030-04-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                            | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |    900000 | PA      | $1124645.28   | 0.03%             | 2031-04-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                             | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1700000 | PA      | $2104019.38   | 0.05%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                       | Krakatau Posco PT                                                                                                      | CUSIP: 000000000<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |   1500000 | PA      | $1550275.74   | 0.04%             | 2029-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1845095.07   | 0.05%             | 2035-07-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1814560.50   | 0.05%             | 2036-08-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                            | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $120818.53    | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                       | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1409930.18   | 0.04%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                    | Banco de Sabadell SA                                                                                                   | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1281398.81   | 0.03%             | 2033-02-18      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR OPT MAR26C 96.62                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4460 | NC      | $446000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR OPT DEC26C 98                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       198 | NC      | $28462.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE MAR26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -30 | NC      | $34341.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       281 | NC      | $-430156.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -501 | NC      | $442206.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -216 | NC      | $541402.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       148 | NC      | $-9781.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       848 | NC      | $-73444.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -206 | NC      | $166359.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR OPT MAR26C 96.81                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     -4460 | NC      | $-250875.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Venator Materials LLC                                   | Venator Materials LLC 2024 First Out Term Loan                                                                         | CUSIP: 000000000<br>LEI: 2221000BJZTBBAJL7429 | Long             | LON              | CORP              | US        |      9874 | PA      | $3127.95      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CommScope Inc                                           | CommScope Inc 2024 Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   2575000 | PA      | $2583690.63   | 0.07%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                   | Venator Materials LLC 2024 First Out Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 2221000BJZTBBAJL7429 | Long             | LON              | CORP              | LU        |     10130 | PA      | $3209.30      | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | VERSANT MEDIA GROUP INC TERM LOAN B                                                                                    | CUSIP: 000000000<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |   1080000 | PA      | $1082025.00   | 0.03%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    461258 | PA      | $480220.78    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MARB BONDCO PLC                                         | MARB BondCo PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   1606000 | PA      | $1457238.69   | 0.04%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Venator Materials PLC                                   | Venator Materials PLC                                                                                                  | CUSIP: 000000000<br>LEI: 549300WFXC4YL5IHX316 | Long             | EC               | CORP              | GB        |        90 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $450202.77    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco Sarl                                      | Connect Finco Sarl 2024 Extended Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   1094430 | PA      | $1094544.20   | 0.03%             | 2029-09-27      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                   | Venator Materials LLC 2023 Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 2221000BJZTBBAJL7429 | Long             | LON              | CORP              | LU        |     16340 | PA      | $5176.50      | 0.00%             | 2028-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1489000 | PA      | $613516.06    | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $109650.80    | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   2320000 | PA      | $807650.00    | 0.02%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $485175.00    | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                           | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $999080.93    | 0.03%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                   | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    239116 | PA      | $242497.10    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1630294.21   | 0.04%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                   | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1012454.18   | 0.03%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                     | GENM Capital Labuan Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |   3750000 | PA      | $3400055.51   | 0.09%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-04

**Name of Applicant:** Capital Group Fixed Income ETF Trust

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst