# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-26-009296
**Filing Date:** 2026-4
**Character Count:** 498155
**Document Hash:** f1ad024caf99f0f71d0c5c5c27f43536
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009296.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002071691-26-009296

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 26912538

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

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

## Series and Classes Contracts Data

### JPMorgan Short Duration Core Plus ETF (Series ID: S000071090)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000225677 | JPMorgan Short Duration Core Plus ETF | JSCP            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

- **a. Name of Series:** JPMorgan Short Duration Core Plus ETF

- **b. EDGAR series identifier (if any):** S000071090

- **c. LEI of Series:** 549300V5YHFS27F77L35

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1373185212.33

**Total Liabilities:** $30254205.98

**Net Assets:** $1342931006.35

**Cash Not Reported:** $283712.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2373.80814000 | **1-Year:** 72493.13739000 | **5-Year:** 172523.77297000 | **10-Year:** 183.88136000 | **30-Year:** 241.81389000

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

- **3-Month:** 220.92720000 | **1-Year:** 8647.70107000 | **5-Year:** 18480.41600000 | **10-Year:** 3644.10232000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225677 | 0.36%                | 0.36%                | 0.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $48.52                   | $-569149.63                                |
| Month 2  | $319889.14               | $-401362.79                                |
| Month 3  | $12105.03                | $4243654.70                                |

**Designated Index Information**

- **Index Name:** 1-5 Yr Gov/Credit

- **Index Identifier:** 1031TRUSD0

### Schedule of Portfolio Investments

| Name                                                | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO Brands Corp.                                   | ACCO Brands Corp.                                                               | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    122000 | PA      | $112235.63    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $396987.46    | 0.03%             | 2027-06-16      | Variable      | 1.54%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $506251.90    | 0.04%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| ABL                                                 | ABL, Series 2025-RTL1, Class A1                                                 | CUSIP: 00092RAA7<br>LEI: 254900C9FQN3N2YOSF41 | Long             | ABS-MBS          | CORP              | US        |    945000 | PA      | $958797.38    | 0.07%             | 2030-06-25      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| ACHD Trust                                          | ACHD Trust, Series 2025-DS1, Class A                                            | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327753 | PA      | $328425.81    | 0.02%             | 2034-01-09      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                       | AIB Group plc                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1750000 | PA      | $1852287.68   | 0.14%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                       | AIB Group plc                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2790000 | PA      | $2898248.09   | 0.22%             | 2031-05-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                           | Corebridge Global Funding                                                       | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    645000 | PA      | $673195.79    | 0.05%             | 2028-09-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                           | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027318.30   | 0.08%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                           | Corebridge Global Funding                                                       | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1374240.18   | 0.10%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                           | Corebridge Global Funding                                                       | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2507773.40   | 0.19%             | 2031-01-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust, Series 2023-SFR2, Class B                                           | CUSIP: 00178YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1479291.45   | 0.11%             | 2040-06-17      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust, Series 2025-SFR2, Class A                                           | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $936621.08    | 0.07%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust, Series 2025-SFR2, Class B                                           | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1549000 | PA      | $1524411.95   | 0.11%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust, Series 2025-SFR2, Class D                                           | CUSIP: 00180BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447000 | PA      | $433144.52    | 0.03%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust, Series 2021-SFR3, Class E1                                          | CUSIP: 00180UAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $294864.78    | 0.02%             | 2038-10-17      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| ASB Bank Ltd.                                       | ASB Bank Ltd.                                                                   | CUSIP: 00216LAF0<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   1000000 | PA      | $1026942.56   | 0.08%             | 2027-11-29      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                             | American Airlines, Inc.                                                         | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16333 | PA      | $16355.45     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                             | American Airlines, Inc.                                                         | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    846750 | PA      | $856323.96    | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                         | Acadia Healthcare Co., Inc.                                                     | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    166000 | PA      | $165210.70    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                     | Accelerated LLC, Series 2021-1H, Class B                                        | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338404 | PA      | $318950.36    | 0.02%             | 2040-10-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| ACHM Trust                                          | ACHM Trust, Series 2025-HE3, Class A                                            | CUSIP: 00449VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1285745 | PA      | $1303553.69   | 0.10%             | 2055-11-25      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co.                                        | Acushnet Co.                                                                    | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71243.62     | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                     | AdaptHealth LLC                                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $61407.05     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                         | Adient Global Holdings Ltd.                                                     | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     90000 | PA      | $91767.87     | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                         | Adient Global Holdings Ltd.                                                     | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $261536.00    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                          | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    695000 | PA      | $712490.10    | 0.05%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                   | Affirm Asset Securitization Trust, Series 2025-X2, Class B                      | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2103143.28   | 0.16%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                               | Ahead DB Holdings LLC                                                           | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116071.25    | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                               | Albertsons Cos., Inc.                                                           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $226592.22    | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                               | Albertsons Cos., Inc.                                                           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19900.56     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                               | Albertsons Cos., Inc.                                                           | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60236.20     | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                     | Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2                       | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263000 | PA      | $259898.78    | 0.02%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                           | ATI, Inc.                                                                       | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108041.40    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                          | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1159855.31   | 0.09%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                   | Alliant Holdings Intermediate LLC                                               | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $161841.28    | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                          | Allison Transmission, Inc.                                                      | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    324000 | PA      | $327370.25    | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                          | FNMA/FHLMC UMBS, Single Family, 30 Year                                         | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6980000 | PA      | $7091908.87   | 0.53%             | 2056-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                          | FNMA/FHLMC UMBS, Single Family, 30 Year                                         | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3160000 | PA      | $3241174.93   | 0.24%             | 2056-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                  | Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class C                      | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1151475 | PA      | $1159582.17   | 0.09%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                    | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    152440 | PA      | $145992.70    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                                 | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $140933.21    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Amer Sports Co.                                     | Amer Sports Co.                                                                 | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75169.80     | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                 | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90082.35     | 0.01%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.    | American Builders & Contractors Supply Co., Inc.                                | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106184.91    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2025-2, Class D            | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $985399.91    | 0.07%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2024-4, Class D            | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    668000 | PA      | $679020.06    | 0.05%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2025-1, Class E            | CUSIP: 02528DAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | PA      | $1700107.48   | 0.13%             | 2032-12-13      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2023-2, Class E            | CUSIP: 02529YAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1034001.50   | 0.08%             | 2030-02-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2023-1, Class D            | CUSIP: 02530UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329978 | PA      | $333178.59    | 0.02%             | 2029-04-12      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2024-2, Class E            | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1036158.40   | 0.08%             | 2031-11-12      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2026-1, Class C            | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2089000 | PA      | $2102229.85   | 0.16%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust        | American Credit Acceptance Receivables Trust, Series 2026-1, Class D            | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1652000 | PA      | $1668016.31   | 0.12%             | 2033-01-12      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                | American Express Co.                                                            | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1110718.49   | 0.08%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1163284.73   | 0.09%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                | AmeriGas Partners LP                                                            | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $87854.73     | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology, Inc.                              | Amkor Technology, Inc.                                                          | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45919.76     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                        | ams-OSRAM AG                                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $213064.00    | 0.02%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Anchor Mortgage Trust                               | Anchor Mortgage Trust, Series 2025-RTL1, Class A1                               | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005703.20   | 0.07%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                  | Republic of Angola                                                              | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $199000.00    | 0.01%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ansley Park Capital LLC                             | Ansley Park Capital LLC, Series 2025-A, Class A2                                | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1868474 | PA      | $1877053.97   | 0.14%             | 2035-04-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Ansley Park Capital LLC                             | Ansley Park Capital LLC, Series 2025-A, Class D                                 | CUSIP: 03637AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $533389.50    | 0.04%             | 2035-04-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corp.                              | Antero Resources Corp.                                                          | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59926.60     | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                        | Antero Midstream Partners LP                                                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $164940.47    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                        | Antero Midstream Partners LP                                                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $191038.01    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                  | Aqua Finance Trust, Series 2021-A, Class B                                      | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299364 | PA      | $282344.20    | 0.02%             | 2046-07-17      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                              | Arab Republic of Egypt                                                          | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $224376.00    | 0.02%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                              | Aramark Services, Inc.                                                          | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    204000 | PA      | $204054.88    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                               | Arbor Realty SR, Inc., Series QIB                                               | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749502.71    | 0.06%             | 2027-10-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                  | Arches Buyer, Inc.                                                              | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95884.09     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP                                | Archrock Partners LP                                                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145113.10    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                     | Ardagh Group SA                                                                 | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $193250.00    | 0.01%             | 2030-12-01      | Variable      | 12.00%                | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                            | Argentine Republic                                                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1595000 | PA      | $1199639.38   | 0.09%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                            | Argentine Republic                                                              | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    150500 | PA      | $132769.60    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                       | Asbury Automotive Group, Inc.                                                   | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108355.03    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                                           | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1679273.81   | 0.13%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                               | Athene Global Funding                                                           | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1624205.87   | 0.12%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                               | Avantor Funding, Inc.                                                           | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222948.91    | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                          | Avis Budget Car Rental LLC                                                      | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $123834.50    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                          | Avis Budget Car Rental LLC                                                      | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $44947.69     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                          | Avis Budget Car Rental LLC                                                      | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $186618.75    | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC            | Avis Budget Rental Car Funding AESOP LLC, Series 2022-5A, Class C               | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    166667 | PA      | $166964.55    | 0.01%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC            | Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class C               | CUSIP: 05377RHJ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $421414.44    | 0.03%             | 2029-12-20      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC            | Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class B               | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $519151.55    | 0.04%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    970000 | PA      | $1009061.90   | 0.08%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1365000 | PA      | $1384786.36   | 0.10%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                        | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2207062.00   | 0.16%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                          | Axalta Coating Systems LLC                                                      | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144685.26    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                  | BMW US Capital LLC                                                              | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    955000 | PA      | $972066.53    | 0.07%             | 2029-08-13      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                         | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1525000 | PA      | $1549421.55   | 0.12%             | 2027-10-19      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                  | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $513742.77    | 0.04%             | 2029-06-12      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                  | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3085611.90   | 0.23%             | 2030-01-09      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3489000 | PA      | $3609447.12   | 0.27%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                        | BX Commercial Mortgage Trust, Series 2024-MF, Class B                           | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1062545 | PA      | $1062877.50   | 0.08%             | 2039-02-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                         | Commonwealth of the Bahamas                                                     | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    200000 | PA      | $223826.00    | 0.02%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO                             | Bain Capital Credit CLO, Series 2019-2A, Class BR3                              | CUSIP: 05682LBC0<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752040.50   | 0.13%             | 2032-10-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                          | Ball Corp.                                                                      | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231983.55    | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                  | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1248573.62   | 0.09%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                  | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3000658.38   | 0.22%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197607.43    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $829222.16    | 0.06%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $213160.35    | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3800000 | PA      | $3830348.24   | 0.29%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227935.29    | 0.02%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340520.78    | 0.03%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                           | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    475000 | PA      | $480962.99    | 0.04%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                           | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414228.17    | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                           | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    870000 | PA      | $891355.22    | 0.07%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1564371.56   | 0.12%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                           | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010744.95   | 0.08%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                                           | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1297426.16   | 0.10%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                           | Bank of Ireland Group plc                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    245000 | PA      | $242088.40    | 0.02%             | 2027-09-30      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group plc                           | Bank of Ireland Group plc                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1480000 | PA      | $1539909.08   | 0.11%             | 2030-03-20      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                 | Bank of New York Mellon Corp. (The)                                             | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380613.37    | 0.03%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                           | Bank of Nova Scotia (The)                                                       | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $1001475.32   | 0.07%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                           | Bank of Nova Scotia (The)                                                       | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $2057300.42   | 0.15%             | 2031-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                           | Bank of Nova Scotia (The)                                                       | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3480000 | PA      | $3497171.89   | 0.26%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                           | Bank of Nova Scotia (The)                                                       | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $728412.00    | 0.05%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA               | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1960000 | PA      | $1983859.75   | 0.15%             | 2028-10-16      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    820000 | PA      | $808995.57    | 0.06%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                        | Barclays plc                                                                    | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1270000 | PA      | $1272811.06   | 0.09%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                    | Barings CLO Ltd., Series 2021-2A, Class BR                                      | CUSIP: 06762JAN3<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001836.00   | 0.22%             | 2034-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                            | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $187987.26    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust           | Bayview Opportunity Master Fund Trust, Series 2024-SN1, Class D                 | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1021831.30   | 0.08%             | 2029-07-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Beast Mortgage Trust                                | Beast Mortgage Trust, Series 2021-1818, Class B                                 | CUSIP: 07403PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179000 | PA      | $79654.30     | 0.01%             | 2036-03-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                            | Benchmark Mortgage Trust, Series 2024-V5, Class C                               | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $311362.98    | 0.02%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                 | Benin Government Bond                                                           | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $209701.92    | 0.02%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Big River Steel LLC                                 | Big River Steel LLC                                                             | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41219.64     | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Biogen, Inc.                                        | Biogen, Inc.                                                                    | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1157259.64   | 0.09%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                            | Blue Racer Midstream LLC                                                        | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $177123.34    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                               | BlueMountain CLO Ltd., Series 2021-32A, Class BR                                | CUSIP: 09631EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    770000 | PA      | $771169.63    | 0.06%             | 2034-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1470000 | PA      | $1522853.47   | 0.11%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1150000 | PA      | $1182371.66   | 0.09%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                  | BMO Mortgage Trust, Series 2024-5C3, Class C                                    | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $308983.92    | 0.02%             | 2057-02-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BOF VII AL Funding Trust I                          | BOF Funding Trust, Series 2023-CAR3, Class C                                    | CUSIP: 097093AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121169 | PA      | $121054.96    | 0.01%             | 2032-07-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                    | Bombardier, Inc.                                                                | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $54955.34     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                    | Bombardier, Inc.                                                                | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $122350.00    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Boyne USA, Inc.                                     | Boyne USA, Inc.                                                                 | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139002.44    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                      | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $82126.00     | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Brean Asset-Backed Securities Trust                 | Brean Asset-Backed Securities Trust, Series 2025-RM13, Class A1                 | CUSIP: 10638PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    817036 | PA      | $802411.45    | 0.06%             | 2065-10-25      | Fixed         | 4.25%                 | Yes           |                  3 | On Loan: No      |
| Brean Asset-Backed Securities Trust                 | Brean Asset-Backed Securities Trust, Series 2026-RM14, Class A1                 | CUSIP: 10638QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3422000 | PA      | $3340159.45   | 0.25%             | 2066-01-25      | Fixed         | 4.25%                 | Yes           |                  3 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class C           | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1139000 | PA      | $1146333.22   | 0.09%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class D           | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1569000 | PA      | $1586766.10   | 0.12%             | 2031-11-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C           | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1511634.00   | 0.11%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class E           | CUSIP: 10805MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $834626.08    | 0.06%             | 2031-01-15      | Fixed         | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class B           | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1870000 | PA      | $1877115.72   | 0.14%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class C           | CUSIP: 10805NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1009000 | PA      | $1020718.73   | 0.08%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class C           | CUSIP: 10806EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610000 | PA      | $1622832.34   | 0.12%             | 2030-08-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class E           | CUSIP: 10806EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $982724.56    | 0.07%             | 2031-08-15      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class D           | CUSIP: 10806HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1312000 | PA      | $1341093.34   | 0.10%             | 2030-11-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                        | Bridge Trust, Series 2025-SFR1, Class C                                         | CUSIP: 10807GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    863665 | PA      | $830718.59    | 0.06%             | 2042-09-17      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D           | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1024298.50   | 0.08%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust       | Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class E           | CUSIP: 10807UAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2057917.80   | 0.15%             | 2032-11-15      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Brink's Co. (The)                                   | Brink's Co. (The)                                                               | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113839.00    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                      | Broadcom, Inc.                                                                  | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1651292.72   | 0.12%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                 | Buckeye Partners LP                                                             | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213693.94    | 0.02%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                 | Buckeye Partners LP                                                             | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98565.07     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                          | Builders FirstSource, Inc.                                                      | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    449000 | PA      | $428220.06    | 0.03%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                            | Bunge Ltd. Finance Corp.                                                        | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199434.34    | 0.01%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                            | Bunge Ltd. Finance Corp.                                                        | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    570000 | PA      | $576063.08    | 0.04%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                         | Business Jet Securities LLC, Series 2022-1A, Class A                            | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250095 | PA      | $249419.94    | 0.02%             | 2037-06-15      | Fixed         | 4.46%                 | Yes           |                  3 | On Loan: No      |
| Business Jet Securities LLC                         | Business Jet Securities LLC, Series 2024-1A, Class B                            | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    569465 | PA      | $593356.60    | 0.04%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  3 | On Loan: No      |
| BX Trust                                            | BX Trust, Series 2022-LBA6, Class D                                             | CUSIP: 12433EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $524835.94    | 0.04%             | 2039-01-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                            | BX Trust, Series 2021-RISE, Class D                                             | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304318 | PA      | $304223.38    | 0.02%             | 2036-11-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BXG Receivables Note Trust                          | BXG Receivables Note Trust, Series 2022-A, Class B                              | CUSIP: 12434KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    819877 | PA      | $817775.50    | 0.06%             | 2037-09-28      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| CAFL Issuer LP                                      | CAFL Issuer LP, Series 2025-RRTL1, Class A1                                     | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1718272.62   | 0.13%             | 2040-05-28      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $75983.00     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1379571.09   | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                                | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $858444.66    | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $172438.56    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16738.67     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                           | CFIN 2022-RTL1 Issuer LLC, Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1445857 | PA      | $1444049.75   | 0.11%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CFMT LLC                                            | CFMT LLC, Series 2024-HB13, Class M1                                            | CUSIP: 12530VAB1<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |    674000 | PA      | $659275.93    | 0.05%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  3 | On Loan: No      |
| Community Health Systems, Inc.                      | Community Health Systems, Inc.                                                  | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    217000 | PA      | $199095.60    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                           | Commercial Mortgage Trust, Series 2014-UBS5, Class C                            | CUSIP: 12592KBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2046214.50   | 0.15%             | 2047-09-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                           | Commercial Mortgage Trust, Series 2014-CR20, Class C                            | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33352 | PA      | $32267.88     | 0.00%             | 2047-11-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                           | Commercial Mortgage Trust, Series 2015-CR26, Class B                            | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153217 | PA      | $150895.51    | 0.01%             | 2048-10-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                    | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $252700.12    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class C                        | CUSIP: 12634NAZ1<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    351775 | PA      | $335948.65    | 0.03%             | 2057-06-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                          | CPS Auto Receivables Trust, Series 2022-A, Class D                              | CUSIP: 12659WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321972 | PA      | $320970.41    | 0.02%             | 2029-04-16      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                          | CPS Auto Receivables Trust, Series 2022-C, Class D                              | CUSIP: 12664DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197698 | PA      | $199586.14    | 0.01%             | 2030-04-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                          | CPS Auto Receivables Trust, Series 2023-A, Class D                              | CUSIP: 12664LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $761530.05    | 0.06%             | 2029-04-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                      | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class C                      | CUSIP: 12676JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $308008.18    | 0.02%             | 2042-11-10      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                      | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class D                      | CUSIP: 12676JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $474582.83    | 0.04%             | 2042-11-10      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                      | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class E                      | CUSIP: 12676JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $886891.51    | 0.07%             | 2042-11-10      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                         | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352190.59    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                         | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    295000 | PA      | $299778.12    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAFL Issuer LP                                      | CAFL Issuer LP, Series 2025-RRTL2, Class A1                                     | CUSIP: 12770JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515000 | PA      | $1524907.80   | 0.11%             | 2040-11-28      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                        | CaixaBank SA                                                                    | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1557095.01   | 0.12%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                        | CaixaBank SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    805000 | PA      | $816436.02    | 0.06%             | 2027-09-13      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                        | CaixaBank SA                                                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2202000 | PA      | $2296281.54   | 0.17%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| California Housing Finance Agency                   | California Housing Finance Agency, Series 2021-1, Class X                       | CUSIP: 13033DAF2<br>LEI: 549300BOPCVLBA552Z14 | Long             | ABS-MBS          | MUN               | US        |   2030215 | PA      | $82134.37     | 0.01%             | 2035-11-20      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                  | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1119745.46   | 0.08%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                  | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1205000 | PA      | $1222830.73   | 0.09%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                  | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2930000 | PA      | $2949685.56   | 0.22%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                     | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353722.42    | 0.03%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                     | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1650312.11   | 0.12%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                         | Capital One Financial Corp.                                                     | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2194977.52   | 0.16%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                               | Cardinal Health, Inc.                                                           | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1856472.93   | 0.14%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                 | Carlyle US CLO Ltd., Series 2021-9A, Class BR                                   | CUSIP: 14317KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004824.00   | 0.15%             | 2034-10-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                      | Carnival Corp.                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    615000 | PA      | $636682.44    | 0.05%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO II Ltd.                                  | CarVal CLO Ltd., Series 2019-1A, Class BR2                                      | CUSIP: 14686ABA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1139000 | PA      | $1140809.87   | 0.08%             | 2032-04-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2023-N3, Class C                         | CUSIP: 14686RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1621638.24   | 0.12%             | 2029-12-10      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2024-N1, Class C                         | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1278002.63   | 0.10%             | 2030-05-10      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2023-N4, Class B                         | CUSIP: 14688LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1339063 | PA      | $1351080.92   | 0.10%             | 2030-02-11      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2024-P1, Class C                         | CUSIP: 14688NAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444000 | PA      | $462255.73    | 0.03%             | 2030-07-10      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                      | Carvana Auto Receivables Trust, Series 2024-P2, Class A3                        | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    706733 | PA      | $712650.26    | 0.05%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                       | Six Flags Entertainment Corp.                                                   | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $153892.27    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175098.47    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287648.20    | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                            | Central Garden & Pet Co.                                                        | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105187.90    | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                            | Central Garden & Pet Co.                                                        | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    206000 | PA      | $196638.31    | 0.01%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                              | Chart Industries, Inc.                                                          | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    122000 | PA      | $126735.05    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                              | Chart Industries, Inc.                                                          | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52595.65     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                  | Chemours Co. (The)                                                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291686.06    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cherry Securitization Trust                         | Cherry Securitization Trust, Series 2024-1A, Class A                            | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    808000 | PA      | $813524.54    | 0.06%             | 2032-04-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs, Inc.                               | Churchill Downs, Inc.                                                           | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145071.34    | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs, Inc.                               | Churchill Downs, Inc.                                                           | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149365.37    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                  | Cinemark USA, Inc.                                                              | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170030.60    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                  | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52117.20     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                 | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495170.73    | 0.04%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                 | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1164331.52   | 0.09%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                 | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1210183.90   | 0.09%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class C                  | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $363564.00    | 0.03%             | 2048-04-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust, Series 2015-GC31, Class C                  | CUSIP: 17323YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $47159.78     | 0.00%             | 2048-06-10      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3652597.71   | 0.27%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                                 | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3045093.27   | 0.23%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                       | SM Energy Co.                                                                   | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90953.63     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                       | SM Energy Co.                                                                   | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225723.99    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                   | Clarios Global LP                                                               | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $276171.66    | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                    | Clarivate Science Holdings Corp.                                                | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $246922.79    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36285.70     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5035.60      | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    225000 | PA      | $237827.46    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129542.52    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                              | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115485.93    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                              | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108151.58    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                  | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1434476.85   | 0.11%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                  | CNO Global Funding                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1167303.01   | 0.09%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                  | CNO Global Funding                                                              | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2007997.13   | 0.15%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                               | Coinbase Global, Inc.                                                           | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133536.27    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                | Republic of Colombia                                                            | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $199500.00    | 0.01%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO Ltd.                              | Columbia Cent CLO Ltd., Series 2021-31A, Class BR                               | CUSIP: 19737LAU7<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851179.80    | 0.06%             | 2034-04-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa     | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |    450000 | PA      | $477450.00    | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                    | Comision Federal de Electricidad                                                | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $202350.00    | 0.02%             | 2051-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Credit, Inc.                             | Commercial Credit, Inc., Series QIB                                             | CUSIP: 201616AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $492969.96    | 0.04%             | 2030-08-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                | Compass Minerals International, Inc.                                            | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111107.67    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                            | Comstock Resources, Inc.                                                        | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    272000 | PA      | $270948.45    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL                                  | Connect Finco SARL                                                              | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212234.60    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                 | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                 | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220255 | PA      | $223694.73    | 0.02%             | 2042-01-25      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                 | Connecticut Avenue Securities Trust, Series 2025-R06, Class 1M1                 | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953370 | PA      | $955569.72    | 0.07%             | 2045-09-25      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                          | Constellation Brands, Inc.                                                      | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1384284.91   | 0.10%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                    | Cooper-Standard Automotive, Inc.                                                | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110310.20    | 0.01%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                           | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $428400.00    | 0.03%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                           | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    340000 | PA      | $366567.60    | 0.03%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                           | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    393000 | PA      | $374922.00    | 0.03%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                          | CPS Auto Receivables Trust, Series 2024-C, Class C                              | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    896000 | PA      | $907137.10    | 0.07%             | 2030-10-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                          | CPS Auto Receivables Trust, Series 2023-C, Class C                              | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608493 | PA      | $614915.64    | 0.05%             | 2029-10-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Consumer Portfolio Services Auto Trust              | Consumer Portfolio Services Auto Trust, Series 2025-D, Class C                  | CUSIP: 223936AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667000 | PA      | $675201.03    | 0.05%             | 2032-02-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2025-2A, Class B                      | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1267351.13   | 0.09%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2025-2A, Class C                      | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1151713.52   | 0.09%             | 2036-03-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class C                      | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $361295.48    | 0.03%             | 2034-04-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                  | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    945000 | PA      | $964776.33    | 0.07%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                  | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    955000 | PA      | $987468.41    | 0.07%             | 2031-05-27      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                  | Credit Agricole SA                                                              | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2245000 | PA      | $2259943.39   | 0.17%             | 2032-01-12      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class C                      | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1357000 | PA      | $1385155.17   | 0.10%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class B                      | CUSIP: 22536VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $513573.80    | 0.04%             | 2034-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class C                      | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $520429.75    | 0.04%             | 2034-10-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                   | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C                      | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $614701.26    | 0.05%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2775000 | PA      | $2767079.87   | 0.21%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                    | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    870000 | PA      | $898959.79    | 0.07%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                      | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class B                      | CUSIP: 228920AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $910687.59    | 0.07%             | 2043-02-10      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                      | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class C                      | CUSIP: 228920AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $303416.31    | 0.02%             | 2043-02-10      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                      | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class D                      | CUSIP: 228920AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167000 | PA      | $168884.49    | 0.01%             | 2043-02-10      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                      | DTE Energy Co.                                                                  | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1497004.66   | 0.11%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                  | DT Midstream, Inc.                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $168805.12    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2023-3A, Class C                                    | CUSIP: 23345WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1587195 | PA      | $1601464.70   | 0.12%             | 2029-05-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2023-3A, Class E                                    | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $531371.80    | 0.04%             | 2030-05-15      | Fixed         | 10.21%                | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2022-1A, Class E                                    | CUSIP: 23345YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1499592.15   | 0.11%             | 2029-03-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2023-2A, Class E                                    | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $528503.90    | 0.04%             | 2030-04-15      | Fixed         | 11.06%                | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2023-1A, Class C                                    | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66201 | PA      | $66316.26     | 0.00%             | 2028-10-16      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                 | DT Auto Owner Trust, Series 2023-1A, Class D                                    | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307000 | PA      | $311844.92    | 0.02%             | 2028-11-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Dana, Inc.                                          | Dana, Inc.                                                                      | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12381.50     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                     | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1350000 | PA      | $1408924.00   | 0.10%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                     | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    615000 | PA      | $623059.59    | 0.05%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                     | Danske Bank A/S                                                                 | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2000000 | PA      | $2009025.72   | 0.15%             | 2031-09-12      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                            | Darden Restaurants, Inc.                                                        | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    515000 | PA      | $522005.12    | 0.04%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                        | DaVita, Inc.                                                                    | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    418000 | PA      | $409191.28    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $148178.03    | 0.01%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1303000 | PA      | $1387700.84   | 0.10%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1325000 | PA      | $1368265.50   | 0.10%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2110000 | PA      | $2122097.31   | 0.16%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $353957.39    | 0.03%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    950000 | PA      | $958117.85    | 0.07%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Dext ABS LLC                                        | Dext ABS LLC, Series 2025-1, Class B                                            | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680000 | PA      | $1710486.62   | 0.13%             | 2035-08-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                           | Diamond Foreign Asset Co.                                                       | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     50000 | PA      | $53148.90     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                               | Diebold Nixdorf, Inc.                                                           | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79104.00     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                  | Digicel International Finance Ltd.                                              | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $416307.00    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corp.                                  | DISH Network Corp.                                                              | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    314000 | PA      | $325076.66    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                      | DISH DBS Corp.                                                                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $75058.57     | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                      | DISH DBS Corp.                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $95190.47     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DLIC Re-REMIC Trust                                 | DLIC Re-REMIC Trust, Series 2025-FRR1, Class CK57                               | CUSIP: 255928AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $781960.34    | 0.06%             | 2049-08-27      | Variable      | 1.27%                 | Yes           |                  3 | On Loan: No      |
| DNB Bank ASA                                        | DNB Bank ASA                                                                    | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1960000 | PA      | $1969383.30   | 0.15%             | 2031-11-04      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                  | Dominican Republic Government Bond                                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $146700.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                        | Drive Auto Receivables Trust, Series 2025-2, Class C                            | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1176467.06   | 0.09%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                        | Drive Auto Receivables Trust, Series 2025-2, Class D                            | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1100564.06   | 0.08%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden Senior Loan Fund, Series 2016-43A, Class B1R3                            | CUSIP: 26245CBS1<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002040.00   | 0.15%             | 2034-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                     | Dryden CLO Ltd., Series 2020-86A, Class BR2                                     | CUSIP: 26245XBC0<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002984.00   | 0.15%             | 2034-07-17      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                              | Dycom Industries, Inc.                                                          | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43324.72     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EFMT                                                | EFMT, Series 2025-CES1, Class A1A                                               | CUSIP: 26846VAA2<br>LEI: 254900CMJGXNT3R7H775 | Long             | ABS-O            | CORP              | US        |   2082927 | PA      | $2110389.81   | 0.16%             | 2060-01-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust                                           | ELM Trust, Series 2024-ELM, Class B10                                           | CUSIP: 26860XBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1016000 | PA      | $1020568.75   | 0.08%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust                                           | ELM Trust, Series 2024-ELM, Class C10                                           | CUSIP: 26860XBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290000 | PA      | $1294974.63   | 0.10%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                        | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $201000.00    | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                        | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    100000 | PA      | $106190.00    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                 | Republic of Ecuador                                                             | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $201800.00    | 0.02%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                 | Republic of Ecuador                                                             | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    612000 | PA      | $622404.00    | 0.05%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                          | Edgewell Personal Care Co.                                                      | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    243000 | PA      | $242774.25    | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer LLC                      | Elara HGV Timeshare Issuer LLC, Series 2023-A, Class A                          | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250223 | PA      | $259959.18    | 0.02%             | 2038-02-25      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer LLC                      | Elara HGV Timeshare Issuer LLC, Series 2023-A, Class C                          | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415499 | PA      | $431981.02    | 0.03%             | 2038-02-25      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Elastic NV                                          | Elastic NV                                                                      | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $94477.80     | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Elara Hgv Timeshare Issuer LLC                      | Elara Hgv Timeshare Issuer LLC, Series 2025-A, Class A                          | CUSIP: 28416VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1891677 | PA      | $1906625.30   | 0.14%             | 2040-01-25      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                      | Element Fleet Management Corp.                                                  | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1845000 | PA      | $1871873.64   | 0.14%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                       | ELP Commercial Mortgage Trust, Series 2025-ELP, Class A                         | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1047969.42   | 0.08%             | 2042-11-13      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                       | ELP Commercial Mortgage Trust, Series 2025-ELP, Class B                         | CUSIP: 290154AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $508846.43    | 0.04%             | 2042-11-13      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                       | ELP Commercial Mortgage Trust, Series 2025-ELP, Class C                         | CUSIP: 290154AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $302268.66    | 0.02%             | 2042-11-13      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                   | EMRLD Borrower LP                                                               | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $626171.98    | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                      | Enbridge, Inc.                                                                  | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3018431.52   | 0.22%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                              | Encompass Health Corp.                                                          | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    261000 | PA      | $259628.03    | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                            | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    166000 | PA      | $164412.21    | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                            | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86454.10     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EnerSys                                             | EnerSys                                                                         | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97990.70     | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                       | Enel Finance International NV                                                   | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    445000 | PA      | $448531.08    | 0.03%             | 2027-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                       | Enel Finance International NV                                                   | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1920000 | PA      | $1929809.57   | 0.14%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                      | Entegris, Inc.                                                                  | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458880.75    | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                | Equinix Europe 2 Financing Corp. LLC                                            | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2221143.61   | 0.17%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                    | Equitable America Global Funding                                                | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2043346.38   | 0.15%             | 2030-06-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2021-4A, Class D                    | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79090 | PA      | $78869.47     | 0.01%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2021-2A, Class D                    | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38295 | PA      | $38260.13     | 0.00%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2023-4A, Class D                    | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $820774.24    | 0.06%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2025-5A, Class C                    | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1084620.37   | 0.08%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2025-5A, Class D                    | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $838694.18    | 0.06%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2025-3A, Class D                    | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1540854.60   | 0.11%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2022-5A, Class D                    | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428502 | PA      | $433745.61    | 0.03%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2025-4A, Class C                    | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $328367.13    | 0.02%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2025-4A, Class D                    | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615000 | PA      | $1642965.34   | 0.12%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2022-6A, Class D                    | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $512689.60    | 0.04%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2023-5A, Class D                    | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $722131.27    | 0.05%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2026-1A, Class C                    | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1620000 | PA      | $1631165.36   | 0.12%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                 | Exeter Automobile Receivables Trust, Series 2026-1A, Class D                    | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2056000 | PA      | $2077602.19   | 0.15%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust          | Exeter Select Automobile Receivables Trust, Series 2025-3, Class C              | CUSIP: 30185FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1019729.70   | 0.08%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-K115, Class D                                 | CUSIP: 302673AG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $895427.76    | 0.07%             | 2053-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-K115, Class X2A                               | CUSIP: 302673AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12717434 | PA      | $43877.69     | 0.00%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-K115, Class X2B                               | CUSIP: 302673AL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $10541.79     | 0.00%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-K739, Class X2A                               | CUSIP: 30289SAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9761616 | PA      | $9781.14      | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-K739, Class X2B                               | CUSIP: 30289SAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3683.10      | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-K739, Class D                                 | CUSIP: 30289SAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $858767.00    | 0.06%             | 2053-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2018-K83, Class D                                  | CUSIP: 302958AS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1132909.54   | 0.08%             | 2051-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2016-K57, Class C                                  | CUSIP: 30295DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185000 | PA      | $183736.47    | 0.01%             | 2049-08-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2018-K82, Class X2A                                | CUSIP: 30297LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10503859 | PA      | $20790.29     | 0.00%             | 2028-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2018-K82, Class X2B                                | CUSIP: 30297LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $6915.00      | 0.00%             | 2028-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2018-K82, Class D                                  | CUSIP: 30297LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $826890.10    | 0.06%             | 2028-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2019-KC07, Class C                                 | CUSIP: 302988AN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $513428.88    | 0.04%             | 2029-10-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2017-K68, Class D                                  | CUSIP: 30305EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $887725.40    | 0.07%             | 2049-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2019-K93, Class C                                  | CUSIP: 30313FAU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1976018.80   | 0.15%             | 2052-05-25      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-K113, Class D                                 | CUSIP: 30315KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $712639.70    | 0.05%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                  | FS Luxembourg SARL                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $207000.00    | 0.02%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-KSG1, Class X2A                               | CUSIP: 30316JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5338148 | PA      | $18395.79     | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-KSG1, Class X2B                               | CUSIP: 30316JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431153 | PA      | $1604.92      | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-KSG1, Class C                                 | CUSIP: 30316JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431153 | PA      | $307651.98    | 0.02%             | 2030-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-K118, Class X2A                               | CUSIP: 30316TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11925004 | PA      | $42117.92     | 0.00%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-K118, Class X2B                               | CUSIP: 30316TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2457000 | PA      | $9130.70      | 0.00%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2020-K118, Class D                                 | CUSIP: 30316TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $793539.45    | 0.06%             | 2053-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2021-K126, Class X2A                               | CUSIP: 30319DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10288162 | PA      | $38613.53     | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2021-K126, Class X2B                               | CUSIP: 30319DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2600000 | PA      | $10519.34     | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2021-K126, Class D                                 | CUSIP: 30319DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $829786.20    | 0.06%             | 2054-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                  | F&G Global Funding                                                              | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1188207.47   | 0.09%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                  | F&G Global Funding                                                              | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1988860.79   | 0.15%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| FRTKL                                               | FRTKL, Series 2021-SFR1, Class B                                                | CUSIP: 30322DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $638916.33    | 0.05%             | 2038-09-17      | Fixed         | 1.72%                 | Yes           |                  2 | On Loan: No      |
| FRTKL                                               | FRTKL, Series 2021-SFR1, Class D                                                | CUSIP: 30322DAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238000 | PA      | $233962.93    | 0.02%             | 2038-09-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                    | Fair Isaac Corp.                                                                | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97900.55     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FHF Trust                                           | FHF Trust, Series 2023-1A, Class A2                                             | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32649 | PA      | $32800.88     | 0.00%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC                                                                           | CUSIP: 31288QQV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750571 | PA      | $779003.93    | 0.06%             | 2047-09-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC Gold Pools, 30 Year                                                       | CUSIP: 3128MJ6Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185458 | PA      | $186467.62    | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 15 Year                                                             | CUSIP: 3132A7NE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45884 | PA      | $45273.73     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 15 Year                                                             | CUSIP: 3132D6CV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    482915 | PA      | $479567.66    | 0.04%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 15 Year                                                             | CUSIP: 3132D6FA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    717503 | PA      | $736990.41    | 0.05%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 15 Year                                                             | CUSIP: 3132D6GR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505107 | PA      | $513012.56    | 0.04%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DSNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3185231 | PA      | $3314587.15   | 0.25%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DUAT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1348869 | PA      | $1391499.66   | 0.10%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1577341 | PA      | $1608653.16   | 0.12%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6046383 | PA      | $6239058.52   | 0.46%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6040154 | PA      | $6203404.96   | 0.46%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC Gold Pools, Other                                                         | CUSIP: 3132XK2L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3052123.02   | 0.23%             | 2030-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3133CXZS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1640198 | PA      | $1684379.87   | 0.13%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 15 Year                                                             | CUSIP: 3133G8CJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    635146 | PA      | $609791.22    | 0.05%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2012-136, Class DL                                          | CUSIP: 3136A97D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158559 | PA      | $155410.44    | 0.01%             | 2042-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2022-42, Class EA                                           | CUSIP: 3136BNRD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1454897 | PA      | $1430505.53   | 0.11%             | 2052-06-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2022-43, Class P                                            | CUSIP: 3136BNVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386631 | PA      | $383415.75    | 0.03%             | 2052-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2024-20, Class MA                                           | CUSIP: 3136BRT72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1970189 | PA      | $1979074.43   | 0.15%             | 2049-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2024-27, Class CA                                           | CUSIP: 3136BRYP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1247858 | PA      | $1254132.49   | 0.09%             | 2048-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2024-101, Class DV                                          | CUSIP: 3136BUFR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    716712 | PA      | $743931.25    | 0.06%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2025-4, Class PV                                            | CUSIP: 3136BUS84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    693620 | PA      | $718406.15    | 0.05%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2025-35, Class DV                                           | CUSIP: 3136BVK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4949731 | PA      | $5057641.55   | 0.38%             | 2036-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2025-27, Class BV                                           | CUSIP: 3136BVKF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1498606 | PA      | $1554194.36   | 0.12%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2025-58, Class CA                                           | CUSIP: 3136BWMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1143617 | PA      | $1149794.94   | 0.09%             | 2051-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2025-58, Class MA                                           | CUSIP: 3136BWNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2290525 | PA      | $2303861.70   | 0.17%             | 2051-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2025-62, Class CA                                           | CUSIP: 3136BWZN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3503935 | PA      | $3556335.01   | 0.26%             | 2052-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA, REMIC, Series 2025-66, Class LA                                           | CUSIP: 3136BWZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3057463 | PA      | $3069324.25   | 0.23%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 3878, Class PL                                             | CUSIP: 3137ACM89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209843 | PA      | $212500.91    | 0.02%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 4376, Class A                                              | CUSIP: 3137BCT65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103356 | PA      | $103165.02    | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 4583, Class UP                                             | CUSIP: 3137BPDW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1436887 | PA      | $1380838.49   | 0.10%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 4599, Class PA                                             | CUSIP: 3137BQTY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3118324 | PA      | $3008592.28   | 0.22%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K120, Class X1 | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9704745 | PA      | $376122.91    | 0.03%             | 2030-10-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X1 | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9638574 | PA      | $368042.21    | 0.03%             | 2030-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K123, Class X1 | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27449681 | PA      | $822170.10    | 0.06%             | 2030-12-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K124, Class X1 | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19755445 | PA      | $572471.32    | 0.04%             | 2030-12-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K125, Class X3 | CUSIP: 3137F9ZB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460000 | PA      | $50913.54     | 0.00%             | 2049-02-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 4718, Class DA                                             | CUSIP: 3137FAST6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181046 | PA      | $173277.43    | 0.01%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K068, Class X1 | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3344444 | PA      | $18300.80     | 0.00%             | 2027-08-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 4754, Class VG                                             | CUSIP: 3137FDUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104452 | PA      | $104334.11    | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X3 | CUSIP: 3137FTZT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380000 | PA      | $46504.29     | 0.00%             | 2048-06-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K111, Class X3 | CUSIP: 3137FUZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405000 | PA      | $48576.06     | 0.00%             | 2048-04-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K115, Class X3 | CUSIP: 3137FWGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430000 | PA      | $47132.77     | 0.00%             | 2048-09-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5021, Class MI                                             | CUSIP: 3137FWMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331215 | PA      | $57038.91     | 0.00%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X1 | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29515961 | PA      | $622512.27    | 0.05%             | 2031-03-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5182, Class D                                              | CUSIP: 3137H5C62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6703179 | PA      | $6382842.39   | 0.48%             | 2043-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5394, Class AV                                             | CUSIP: 3137HBQK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857639 | PA      | $866524.64    | 0.06%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5386, Class KA                                             | CUSIP: 3137HBY24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1820557 | PA      | $1839326.02   | 0.14%             | 2047-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5516, Class DV                                             | CUSIP: 3137HKBD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2795708 | PA      | $2893672.63   | 0.22%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5531, Class DA                                             | CUSIP: 3137HKRY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2050966 | PA      | $2059460.97   | 0.15%             | 2052-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5558, Class DA                                             | CUSIP: 3137HM3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7089744 | PA      | $7095381.52   | 0.53%             | 2052-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5561, Class DA                                             | CUSIP: 3137HM5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7656151 | PA      | $7668454.00   | 0.57%             | 2052-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 5564, Class BA                                             | CUSIP: 3137HMCN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4144850 | PA      | $4161058.40   | 0.31%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC, REMIC, Series 2673, Class PE                                             | CUSIP: 31394JKA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52929 | PA      | $55135.87     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140A5UJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1375697 | PA      | $1419992.44   | 0.11%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140BFE43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1424494 | PA      | $1448103.49   | 0.11%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140BNML9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14116569 | PA      | $14550046.30  | 1.08%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140BQ4V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5094782 | PA      | $5234988.00   | 0.39%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140BQZ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7810614 | PA      | $7966414.96   | 0.59%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140BUX64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169143 | PA      | $174454.49    | 0.01%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140BXUN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873225 | PA      | $900952.49    | 0.07%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140J5NB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104955 | PA      | $106055.67    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA                                                                            | CUSIP: 3140J9B83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628142 | PA      | $652858.25    | 0.05%             | 2047-05-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 20 Year                                                              | CUSIP: 3140QGGU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194661 | PA      | $178505.15    | 0.01%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U0DN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1187894 | PA      | $1232135.69   | 0.09%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U0EN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1307310 | PA      | $1360019.06   | 0.10%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U0WB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226535 | PA      | $230324.69    | 0.02%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U12K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3291060 | PA      | $3364109.13   | 0.25%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U1Z73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1705013 | PA      | $1750112.03   | 0.13%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U3MG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249220 | PA      | $253968.15    | 0.02%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U3TQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2524839 | PA      | $2567202.77   | 0.19%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U52C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1522575 | PA      | $1554627.30   | 0.12%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U5Z82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1783769 | PA      | $1819879.92   | 0.14%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U7B76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    716579 | PA      | $731363.13    | 0.05%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U7CB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1139083 | PA      | $1162142.44   | 0.09%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U7CL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    855730 | PA      | $885067.98    | 0.07%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U7CP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569422 | PA      | $589631.22    | 0.04%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U7ES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    961505 | PA      | $986919.94    | 0.07%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 15 Year                                                              | CUSIP: 3140X4JA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405376 | PA      | $394348.57    | 0.03%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 20 Year                                                              | CUSIP: 3140X6MZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731281 | PA      | $711781.21    | 0.05%             | 2039-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 20 Year                                                              | CUSIP: 3140X7LP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1078469 | PA      | $1041156.98   | 0.08%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 15 Year                                                              | CUSIP: 3140XBTZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2628941 | PA      | $2457339.17   | 0.18%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 15 Year                                                              | CUSIP: 3140XGPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633731 | PA      | $591763.52    | 0.04%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 15 Year                                                              | CUSIP: 3140XGWZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345486 | PA      | $330282.85    | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 15 Year                                                              | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246557 | PA      | $235704.22    | 0.02%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1858463 | PA      | $1910638.71   | 0.14%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 20 Year                                                              | CUSIP: 31418EJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1777354 | PA      | $1809111.60   | 0.13%             | 2042-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 15 Year                                                              | CUSIP: 31418EP61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1727840 | PA      | $1736557.14   | 0.13%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10150091 | PA      | $10352404.48  | 0.77%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8845643 | PA      | $9021956.65   | 0.67%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 15 Year                                                              | CUSIP: 31418EUT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2855466 | PA      | $2902180.56   | 0.22%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065089 | PA      | $1097795.98   | 0.08%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3448849 | PA      | $3537953.21   | 0.26%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                | FNMA UMBS, 30 Year                                                              | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431795 | PA      | $443156.05    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427C7H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3187980 | PA      | $3253218.87   | 0.24%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427CQX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7746764 | PA      | $7892918.55   | 0.59%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427KY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1841368 | PA      | $1892451.73   | 0.14%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427M2H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2870009 | PA      | $2965000.01   | 0.22%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427MHC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2279323 | PA      | $2378795.33   | 0.18%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $336327.96    | 0.03%             | 2028-03-14      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $736310.53    | 0.05%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1790000 | PA      | $1813779.56   | 0.14%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142GSFL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471476 | PA      | $484533.91    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JNJ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2094365 | PA      | $2133254.23   | 0.16%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JQH36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1958550 | PA      | $1997373.26   | 0.15%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JT6C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4624434 | PA      | $4722464.56   | 0.35%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JTKC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10256823 | PA      | $10463714.60  | 0.78%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JV4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1467081 | PA      | $1498151.96   | 0.11%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JV4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654586 | PA      | $671839.94    | 0.05%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JV4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407461 | PA      | $417701.80    | 0.03%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JV5C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3736386 | PA      | $3812367.17   | 0.28%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JV5D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1056493 | PA      | $1077436.45   | 0.08%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVN20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2398947 | PA      | $2446777.71   | 0.18%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586014 | PA      | $600741.62    | 0.04%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVN79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1240577 | PA      | $1266177.32   | 0.09%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1226730 | PA      | $1251914.68   | 0.09%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432800 | PA      | $443411.30    | 0.03%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1518752 | PA      | $1553397.19   | 0.12%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVNZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    774943 | PA      | $790511.96    | 0.06%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    769008 | PA      | $785199.42    | 0.06%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1133237 | PA      | $1173459.25   | 0.09%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636589 | PA      | $658320.16    | 0.05%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192996 | PA      | $196995.98    | 0.01%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVPH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    879965 | PA      | $911198.57    | 0.07%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                          | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263985 | PA      | $269777.52    | 0.02%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                           | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2512170.35   | 0.19%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                         | FIGRE Trust, Series 2025-HE6, Class A                                           | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    846243 | PA      | $851675.37    | 0.06%             | 2055-09-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                           | First Student Bidco, Inc.                                                       | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $105617.04    | 0.01%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                        | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329844.73    | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                | FirstKey Homes Trust, Series 2021-SFR1, Class F2                                | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $494991.35    | 0.04%             | 2038-08-17      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                | FirstKey Homes Trust, Series 2022-SFR3, Class E2                                | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1487093.25   | 0.11%             | 2038-07-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                | FirstKey Homes Trust, Series 2021-SFR3, Class E1                                | CUSIP: 33768JAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $491058.70    | 0.04%             | 2038-12-17      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                | FirstKey Homes Trust, Series 2022-SFR1, Class F1                                | CUSIP: 33768NAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $655380.74    | 0.05%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FirstKey Homes Trust                                | FirstKey Homes Trust, Series 2022-SFR1, Class F2                                | CUSIP: 33768NAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $327113.12    | 0.02%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Flagship Credit Auto Trust                          | Flagship Credit Auto Trust, Series 2021-3, Class C                              | CUSIP: 33846QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18554 | PA      | $18526.75     | 0.00%             | 2027-09-15      | Fixed         | 1.46%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                            | Foundation Finance Trust, Series 2021-1A, Class A                               | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     37095 | PA      | $35490.04     | 0.00%             | 2041-05-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                            | Foundation Finance Trust, Series 2023-1A, Class B                               | CUSIP: 35042AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    799371 | PA      | $825827.89    | 0.06%             | 2043-12-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                            | Foundation Finance Trust, Series 2025-3A, Class A                               | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1993305 | PA      | $2007828.33   | 0.15%             | 2052-08-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1783503.69   | 0.13%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M2                             | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $761207.01    | 0.06%             | 2043-11-25      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class A1                             | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   1320312 | PA      | $1323123.84   | 0.10%             | 2045-09-25      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                               | FHLMC MSCR Trust, Series 2025-MN12, Class M1                                    | CUSIP: 355913AA2<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | CORP              | US        |   1997488 | PA      | $1997652.03   | 0.15%             | 2045-11-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF Mortgage Trust, Series 2016-K58, Class C                                  | CUSIP: 35690AAU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110000 | PA      | $109151.35    | 0.01%             | 2049-09-25      | Variable      | 3.74%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-K740 Mortgage Trust                      | FREMF Mortgage Trust, Series 2020-K740, Class X2A                               | CUSIP: 35709FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18678562 | PA      | $22257.37     | 0.00%             | 2052-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-K740 Mortgage Trust                      | FREMF Mortgage Trust, Series 2020-K740, Class X2B                               | CUSIP: 35709FAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4400000 | PA      | $5810.20      | 0.00%             | 2052-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-K740 Mortgage Trust                      | FREMF Mortgage Trust, Series 2020-K740, Class D                                 | CUSIP: 35709FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1800000 | PA      | $1591403.94   | 0.12%             | 2052-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                             | GFL Environmental, Inc.                                                         | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $300279.89    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                             | GFL Environmental, Inc.                                                         | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $130150.92    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                             | GFL Environmental, Inc.                                                         | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104885.00    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                | GNMA II, 30 Year                                                                | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553214 | PA      | $551155.57    | 0.04%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA II, 30 Year                                                                | CUSIP: 3622ADHZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2321517 | PA      | $2376001.69   | 0.18%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust, Series 2017-GS5, Class D                          | CUSIP: 36252HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $31234.63     | 0.00%             | 2050-03-10      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust, Series 2016-GS2, Class B                          | CUSIP: 36252TAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99113.01     | 0.01%             | 2049-05-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2020-4A, Class E                      | CUSIP: 36261EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331388 | PA      | $330967.19    | 0.02%             | 2027-10-15      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2021-3A, Class D                      | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26740 | PA      | $26669.60     | 0.00%             | 2027-07-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2022-1A, Class D                      | CUSIP: 36263XAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291503 | PA      | $291391.08    | 0.02%             | 2028-01-18      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2022-1A, Class E                      | CUSIP: 36263XAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2008315.40   | 0.15%             | 2029-05-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                   | GLS Auto Select Receivables Trust, Series 2023-1A, Class A3                     | CUSIP: 36267FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447282 | PA      | $450450.00    | 0.03%             | 2028-10-16      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                   | GLS Auto Select Receivables Trust, Series 2023-1A, Class B                      | CUSIP: 36267FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722000 | PA      | $737113.70    | 0.05%             | 2029-03-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2023-3A, Class C                      | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    866419 | PA      | $871956.44    | 0.06%             | 2029-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                   | GLS Auto Select Receivables Trust, Series 2025-1A, Class B                      | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1535102.70   | 0.11%             | 2031-02-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trus                  | GS Mortgage-Backed Securities Trust, Series 2025-CES1, Class A1A                | CUSIP: 36271RAA4<br>LEI: 254900R6PO5A0PCKSU63 | Long             | ABS-O            | CORP              | US        |    569022 | PA      | $574794.90    | 0.04%             | 2055-05-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2025-4A, Class B                      | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1201173.62   | 0.09%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2025-4A, Class C                      | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $948084.48    | 0.07%             | 2031-08-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                 | GS Mortgage-Backed Securities Trust, Series 2025-SL1, Class A1                  | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573034 | PA      | $1593512.19   | 0.12%             | 2067-11-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GAM Re-REMIC Trust                                  | GAM Re-REMIC Trust, Series 2022-FRR3, Class BK61                                | CUSIP: 36459DAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $765406.48    | 0.06%             | 2049-11-27      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Gap, Inc. (The)                                     | Gap, Inc. (The)                                                                 | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152199.34    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                   | Genesis Energy LP                                                               | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115180.90    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                               | Global Payments, Inc.                                                           | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415000.00    | 0.03%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                               | Global Payments, Inc.                                                           | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337746.06    | 0.03%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                               | Global Payments, Inc.                                                           | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3021452.92   | 0.22%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.               | Global Infrastructure Solutions, Inc.                                           | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133968.00    | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class D                      | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1029054.30   | 0.08%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                   | GLS Auto Select Receivables Trust, Series 2024-3A, Class C                      | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1296961.25   | 0.10%             | 2030-08-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                   | GLS Auto Receivables Issuer Trust, Series 2025-3A, Class D                      | CUSIP: 37989YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1608000 | PA      | $1636448.09   | 0.12%             | 2031-06-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 8 Ltd.            | GoldenTree Loan Management US CLO Ltd., Series 2020-8A, Class BRR               | CUSIP: 38136NBA3<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1753325.00   | 0.13%             | 2034-10-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2775021.60   | 0.21%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    895000 | PA      | $909570.66    | 0.07%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2260708.42   | 0.17%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    423000 | PA      | $417306.17    | 0.03%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $384662.09    | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3058771.60   | 0.23%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust         | Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class A          | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236403 | PA      | $232494.03    | 0.02%             | 2051-06-25      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust           | GoodLeap Home Improvement Solutions Trust, Series 2025-3A, Class A              | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1975069 | PA      | $1990916.65   | 0.15%             | 2049-10-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                    | Goodyear Tire & Rubber Co. (The)                                                | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    277000 | PA      | $265608.60    | 0.02%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                    | Goodyear Tire & Rubber Co. (The)                                                | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76328.30     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA, Series 2021-9, Class MI                                                   | CUSIP: 38382MF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182502 | PA      | $26897.47     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA, Series 2021-119, Class JG                                                 | CUSIP: 38382UX97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6008953 | PA      | $5265134.10   | 0.39%             | 2051-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA, Series 2024-110, Class LC                                                 | CUSIP: 38384QJ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3621033 | PA      | $3582365.15   | 0.27%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA, Series 2024-151, Class HB                                                 | CUSIP: 38384WMQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4535672 | PA      | $4510563.62   | 0.34%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA, Series 2024-184, Class BG                                                 | CUSIP: 38384XK93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4101334 | PA      | $4021283.27   | 0.30%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA, Series 2025-4, Class LA                                                   | CUSIP: 38385CBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1342079 | PA      | $1290560.81   | 0.10%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                | GNMA, Series 2025-1, Class GC                                                   | CUSIP: 38385CKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2949369 | PA      | $2884011.89   | 0.21%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                 | Graphic Packaging International LLC                                             | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116493.16    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                 | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69718.35     | 0.01%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                    | Gray Media, Inc.                                                                | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78728.36     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                    | Gray Media, Inc.                                                                | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    128000 | PA      | $137225.09    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                    | Gray Media, Inc.                                                                | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87771.17     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust              | GreenSky Home Improvement Issuer Trust, Series 2025-3A, Class A2                | CUSIP: 39571WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2115000 | PA      | $2139105.92   | 0.16%             | 2060-12-27      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                       | Griffon Corp.                                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124934.88    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                            | Group 1 Automotive, Inc.                                                        | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92258.76     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                     | Gulfport Energy Operating Corp.                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93200.67     | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                                       | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    520000 | PA      | $533021.68    | 0.04%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                           | HCA, Inc.                                                                       | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1442643.28   | 0.11%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1819571.41   | 0.14%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $862270.05    | 0.06%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1565000 | PA      | $1627820.21   | 0.12%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $891503.14    | 0.07%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $603618.50    | 0.04%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1305000 | PA      | $1351935.24   | 0.10%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                   | HSBC Holdings plc                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1105000 | PA      | $1117660.60   | 0.08%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                         | Hashemite Kingdom of Jordan                                                     | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    577000 | PA      | $567191.00    | 0.04%             | 2032-11-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                 | Herc Holdings, Inc.                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158560.05    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                   | Hertz Corp. (The)                                                               | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71965.68     | 0.01%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                   | Hertz Corp. (The)                                                               | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110651.33    | 0.01%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                         | Hertz Vehicle Financing LLC, Series 2022-2A, Class D                            | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2468829.25   | 0.18%             | 2028-06-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                     | Hertz Vehicle Financing LLC, Series 2025-3A, Class C                            | CUSIP: 42806MDD8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1024756.10   | 0.08%             | 2029-12-26      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                        | Hess Midstream Operations LP                                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $249064.31    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                 | Hilcorp Energy I LP                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $262635.61    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                 | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132102.04    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                 | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    295000 | PA      | $283259.35    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                 | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144739.00    | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                 | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200700.44    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                 | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76774.50     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2025-3EXT, Class A                         | CUSIP: 43283DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1228085 | PA      | $1238169.32   | 0.09%             | 2044-10-25      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2025-3EXT, Class B                         | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1301788 | PA      | $1314749.03   | 0.10%             | 2044-10-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2025-3EXT, Class C                         | CUSIP: 43283DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1098182 | PA      | $1112219.42   | 0.08%             | 2044-10-25      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2024-2A, Class C                           | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523137 | PA      | $532786.55    | 0.04%             | 2038-03-25      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2024-3A, Class C                           | CUSIP: 43283NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    842619 | PA      | $857154.46    | 0.06%             | 2040-08-27      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2025-2A, Class B                           | CUSIP: 43285JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345991 | PA      | $348861.45    | 0.03%             | 2044-05-25      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2025-2A, Class C                           | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112739 | PA      | $114240.25    | 0.01%             | 2044-05-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                        | Hilton Grand Vacations Trust, Series 2023-1A, Class A                           | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354487 | PA      | $363336.46    | 0.03%             | 2038-01-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Hologic, Inc.                                       | Hologic, Inc.                                                                   | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184827.37    | 0.01%             | 2028-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                      | Home Partners of America Trust, Series 2021-3, Class D                          | CUSIP: 43730XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    898036 | PA      | $850175.59    | 0.06%             | 2041-01-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                      | Home Partners of America Trust, Series 2021-3, Class E1                         | CUSIP: 43730XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449018 | PA      | $423524.40    | 0.03%             | 2041-01-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                   | Homeward Opportunities Fund Trust, Series 2025-RRTL2, Class A1                  | CUSIP: 437923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1064559.06   | 0.08%             | 2040-09-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Republic of Honduras                                | Republic of Honduras                                                            | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    350000 | PA      | $406546.00    | 0.03%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105531.50    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                              | HUB International Ltd.                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123774.51    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                      | Hughes Satellite Systems Corp.                                                  | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $83670.72     | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes            | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1               | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253345 | PA      | $256169.00    | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes            | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B1               | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2066710 | PA      | $2082982.20   | 0.16%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                         | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    965000 | PA      | $975397.75    | 0.07%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                             | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1957489.55   | 0.15%             | 2029-09-26      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                   | INEOS Finance plc                                                               | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185207.34    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises LP                                | Icahn Enterprises LP                                                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196990.04    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                          | iHeartCommunications, Inc.                                                      | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    165000 | PA      | $146597.55    | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                          | iHeartCommunications, Inc.                                                      | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    208550 | PA      | $165858.10    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Identity Digital Capital LLC                        | Identity Digital Capital LLC                                                    | CUSIP: 45175XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016100.00   | 0.08%             | 2065-03-20      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Imola Merger Corp.                                  | Imola Merger Corp.                                                              | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $320476.03    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                         | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159506.16    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                         | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107624.00    | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                        | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199621.09    | 0.01%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad             | Instituto Costarricense de Electricidad                                         | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $211045.00    | 0.02%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes Trust                              | Invitation Homes Trust, Series 2024-SFR1, Class B                               | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1961647.60   | 0.15%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                         | IQVIA, Inc.                                                                     | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199562.62    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                         | IQVIA, Inc.                                                                     | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257169.00    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                 | Iron Mountain, Inc.                                                             | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    152000 | PA      | $151946.63    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                 | Iron Mountain, Inc.                                                             | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138727.47    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                  | Istanbul Metropolitan Municipality                                              | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $440176.00    | 0.03%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class C   | CUSIP: 46590KAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $926003.10    | 0.07%             | 2049-01-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class C   | CUSIP: 46590RAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $816557.50    | 0.06%             | 2049-08-15      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                    | JPMorgan Prime Money Market Fund, Class IM                                      | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  59506372 | NS      | $59530174.10  | 4.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class D   | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131545 | PA      | $128243.38    | 0.01%             | 2046-12-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C            | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $117042.00    | 0.01%             | 2048-08-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D1            | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $375004.00    | 0.03%             | 2049-03-17      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust          | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D            | CUSIP: 46647TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $224568.47    | 0.02%             | 2050-03-15      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust          | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class C            | CUSIP: 46647TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $699179.36    | 0.05%             | 2050-03-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                | Jackson National Life Global Funding                                            | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1614605.95   | 0.12%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Jamestown CLO XVII Ltd.                             | Jamestown CLO Ltd., Series 2021-17A, Class B1R                                  | CUSIP: 47048UAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1010000 | PA      | $1011595.80   | 0.08%             | 2035-01-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                      | JELD-WEN, Inc.                                                                  | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     79000 | PA      | $64656.87     | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                               | JetBlue Airways Corp.                                                           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $208330.39    | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                        | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1030000 | PA      | $1063634.36   | 0.08%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                        | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   2500000 | PA      | $2563994.78   | 0.19%             | 2030-10-16      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                        | KBC Group NV                                                                    | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1350000 | PA      | $1360368.19   | 0.10%             | 2031-09-23      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| KKR Static CLO Ltd.                                 | KKR Static CLO Ltd., Series 2022-1A, Class BR2                                  | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1151563 | PA      | $1148310.99   | 0.09%             | 2031-07-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                   | Republic of Kenya                                                               | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    300000 | PA      | $298875.00    | 0.02%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                 | Kinder Morgan, Inc.                                                             | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    420000 | PA      | $437106.49    | 0.03%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                 | Kinetik Holdings LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232589.80    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.               | Kingston Airport Revenue Finance Ltd.                                           | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204960.00    | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                               | Kioxia Holdings Corp.                                                           | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207660.78    | 0.02%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Knife River Corp.                                   | Knife River Corp.                                                               | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104252.50    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                             | Bath & Body Works, Inc.                                                         | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23079.97     | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                             | Bath & Body Works, Inc.                                                         | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76385.09     | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                             | Bath & Body Works, Inc.                                                         | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87616.03     | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                             | Bath & Body Works, Inc.                                                         | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194604.08    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LCM Ltd.                                            | LCM Ltd., Series 36A, Class BR                                                  | CUSIP: 50190LAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    779167 | PA      | $778744.69    | 0.06%             | 2034-01-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| LCM 34 Ltd.                                         | LCM Ltd., Series 34A, Class BR                                                  | CUSIP: 50203CAQ6<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   1010000 | PA      | $1011497.83   | 0.08%             | 2034-10-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                | LHOME Mortgage Trust, Series 2024-RTL1, Class A1                                | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $1225436.71   | 0.09%             | 2029-01-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                | LHOME Mortgage Trust, Series 2025-RTL1, Class A1                                | CUSIP: 50205UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008099.00   | 0.08%             | 2040-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                | LHOME Mortgage Trust, Series 2025-RTL3, Class A1                                | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $2289481.29   | 0.17%             | 2040-08-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                | LHOME Mortgage Trust, Series 2026-RTL1, Class A1                                | CUSIP: 50206JAA3<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-MBS          | CORP              | US        |   1064000 | PA      | $1068457.84   | 0.08%             | 2041-01-25      | Variable      | 4.91%                 | Yes           |                  3 | On Loan: No      |
| Lamar Media Corp.                                   | Lamar Media Corp.                                                               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $144885.03    | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                   | Lamar Media Corp.                                                               | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145378.74    | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Lending Funding Trust                               | Lending Funding Trust, Series 2020-2A, Class A                                  | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    946800 | PA      | $937133.28    | 0.07%             | 2031-04-21      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                         | Crescent Energy Finance LLC                                                     | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132435.55    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                         | Legacy Mortgage Asset Trust, Series 2021-GS3, Class A1                          | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85872 | PA      | $85928.42     | 0.01%             | 2061-07-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust, Series 2025-3A, Class A                                 | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $705132.75    | 0.05%             | 2035-05-21      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust, Series 2025-3A, Class C                                 | CUSIP: 525951AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $388964.58    | 0.03%             | 2035-05-21      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust, Series 2025-2A, Class B                                 | CUSIP: 52603GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3039260.70   | 0.23%             | 2034-10-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp.                                        | Lennar Corp.                                                                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1216878.21   | 0.09%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust, Series 2021-1A, Class A                                 | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3775000 | PA      | $3699150.81   | 0.28%             | 2031-11-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                             | Level 3 Financing, Inc.                                                         | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124281.00    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Life Mortgage Trust                                 | Life Mortgage Trust, Series 2021-BMR, Class C                                   | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20826 | PA      | $20669.78     | 0.00%             | 2038-03-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                    | Lincoln Financial Global Funding                                                | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2039462.63   | 0.15%             | 2029-01-12      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                 | Lithia Motors, Inc.                                                             | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55869.65     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                 | Lithia Motors, Inc.                                                             | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44244.77     | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                     | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329788.70    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                     | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180853.20    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                            | Lloyds Banking Group plc                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    755000 | PA      | $782572.80    | 0.06%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                            | Lloyds Banking Group plc                                                        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1008485.20   | 0.08%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                            | Lloyds Banking Group plc                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1145000 | PA      | $1164378.90   | 0.09%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                            | Lloyds Banking Group plc                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1485000 | PA      | $1492179.96   | 0.11%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| LOANDEPOT GMSR Master Trust                         | LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A                           | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $654989.86    | 0.05%             | 2030-07-16      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                           | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174494.50    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                           | MGM Resorts International                                                       | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154167.45    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2475600.17   | 0.18%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                     | MV24 Capital BV                                                                 | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    138806 | PA      | $141286.01    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2025-2A, Class A                                                | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    958035 | PA      | $964811.41    | 0.07%             | 2044-10-20      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2025-2A, Class C                                                | CUSIP: 55389RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1334577 | PA      | $1344418.93   | 0.10%             | 2044-10-20      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2021-1WA, Class A                                               | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36438 | PA      | $35400.01     | 0.00%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2021-1WA, Class B                                               | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15639 | PA      | $15194.65     | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2021-2A, Class C                                                | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376111 | PA      | $359764.50    | 0.03%             | 2039-05-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2022-1A, Class C                                                | CUSIP: 55400UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367616 | PA      | $367773.30    | 0.03%             | 2039-11-21      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2023-2A, Class C                                                | CUSIP: 55400WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264097 | PA      | $272050.93    | 0.02%             | 2040-11-20      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                | Macquarie Group Ltd.                                                            | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $138166.54    | 0.01%             | 2027-09-23      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                | Macquarie Group Ltd.                                                            | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $380135.07    | 0.03%             | 2028-06-21      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                 | Macquarie Bank Ltd.                                                             | CUSIP: 55608PBM5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1003700.79   | 0.07%             | 2026-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                     | Madison IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    346000 | PA      | $341462.45    | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLIX Ltd.                      | Madison Park Funding Ltd., Series 2021-49A, Class B1R                           | CUSIP: 55820VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001469.00   | 0.07%             | 2034-10-19      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLVI Ltd.                      | Madison Park Funding Ltd., Series 2020-46A, Class B1RR                          | CUSIP: 55822AAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2475000 | PA      | $2474646.08   | 0.18%             | 2034-10-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXIII Ltd.                                | Magnetite Ltd., Series 2019-23A, Class AR2                                      | CUSIP: 55954NAS8<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4495144.50   | 0.33%             | 2035-01-25      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                      | Mariner Finance Issuance Trust, Series 2025-AA, Class A                         | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1224000 | PA      | $1245537.38   | 0.09%             | 2038-05-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                      | Mariner Finance issuance Trust, Series 2024-BA, Class B                         | CUSIP: 56847GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $257656.88    | 0.02%             | 2038-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                      | Mariner Finance issuance Trust, Series 2024-BA, Class C                         | CUSIP: 56847GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244000 | PA      | $252712.68    | 0.02%             | 2038-11-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                      | Mariner Finance Issuance Trust, Series 2021-BA, Class A                         | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1464606.15   | 0.11%             | 2036-11-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                      | Mariner Finance Issuance Trust, Series 2025-BA, Class C                         | CUSIP: 56847TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1268509.63   | 0.09%             | 2038-11-22      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                      | Mariner Finance Issuance Trust, Series 2021-AA, Class A                         | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192000 | PA      | $189675.92    | 0.01%             | 2036-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                            | Marvell Technology, Inc.                                                        | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    670000 | PA      | $700148.41    | 0.05%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                            | Marvell Technology, Inc.                                                        | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316041.62    | 0.02%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                   | Masterbrand, Inc.                                                               | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100643.30    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                               | Matador Resources Co.                                                           | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158295.40    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.              | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    253000 | PA      | $259008.75    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                           | MFA Trust, Series 2024-NPL1, Class A1                                           | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579911 | PA      | $580900.61    | 0.04%             | 2054-09-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                 | Medline Borrower LP                                                             | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $63982.26     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1435795.84   | 0.11%             | 2029-11-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                         | Merchants Fleet Funding LLC, Series 2023-1A, Class A                            | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |     87319 | PA      | $87602.65     | 0.01%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                         | Merchants Fleet Funding LLC, Series 2024-1A, Class B                            | CUSIP: 588926AG0<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011222.20   | 0.08%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                         | Merchants Fleet Funding LLC, Series 2025-1A, Class A                            | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2167000 | PA      | $2184853.26   | 0.16%             | 2039-01-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust          | Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A             | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281000 | PA      | $1284666.09   | 0.10%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust          | Mercury Financial Credit Card Master Trust, Series 2026-1A, Class A             | CUSIP: 58940BBK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3020000 | PA      | $3032504.61   | 0.23%             | 2032-02-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Met Tower Global Funding                            | Met Tower Global Funding                                                        | CUSIP: 58989V2F0<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003713.89   | 0.07%             | 2026-06-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | CDI                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   7660000 | PA      | $-106409.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.               | FirstEnergy Pennsylvania Electric Co.                                           | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $245439.83    | 0.02%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                           | MFA Trust, Series 2024-RTL3, Class A1                                           | CUSIP: 59319PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1220000 | PA      | $1227230.82   | 0.09%             | 2039-11-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                 | Stagwell Global LLC                                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    272000 | PA      | $250713.47    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.               | Miter Brands Acquisition Holdco, Inc.                                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226867.73    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    512000 | PA      | $507281.87    | 0.04%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $394516.27    | 0.03%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $482420.65    | 0.04%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1760000 | PA      | $1781141.82   | 0.13%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1780000 | PA      | $1797179.37   | 0.13%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                        | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1425000 | PA      | $1476348.51   | 0.11%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                        | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    985000 | PA      | $1004390.39   | 0.07%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                              | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    625000 | PA      | $636212.21    | 0.05%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331890.93    | 0.02%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394676.59    | 0.03%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1020377.80   | 0.08%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    565000 | PA      | $577825.82    | 0.04%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618703.93    | 0.05%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    930000 | PA      | $971336.31    | 0.07%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1534647.85   | 0.11%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley, Series I                                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2213425.01   | 0.16%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1906647.04   | 0.14%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                      | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3205171.48   | 0.24%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                      | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2505325.58   | 0.19%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                 | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    435000 | PA      | $427827.46    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                 | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169986.50    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust    | Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10     | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    500229 | PA      | $507879.92    | 0.04%             | 2049-10-25      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust    | Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10     | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   1627366 | PA      | $1651470.29   | 0.12%             | 2050-03-25      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                 | Mutual of Omaha Cos. Global Funding                                             | CUSIP: 62829D2H2<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3006947.71   | 0.22%             | 2031-01-13      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                             | MVW LLC, Series 2024-1A, Class B                                                | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700687 | PA      | $716116.47    | 0.05%             | 2043-02-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                     | NCR Voyix Corp.                                                                 | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193573.13    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                     | NCR Voyix Corp.                                                                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13736.28     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NMABS Issuer I LLC                                  | NMABS Issuer LLC, Series 2025-1A, Class A                                       | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1252217 | PA      | $1254640.92   | 0.09%             | 2055-11-22      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                            | NGL Energy Operating LLC                                                        | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $165818.88    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                                | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    347000 | PA      | $348210.68    | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                                | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82886.13     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240690.17    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                                | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192604.14    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                              | NXP BV                                                                          | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1872446.54   | 0.14%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NRM FNT1 Excess LLC                                 | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A                                  | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920136 | PA      | $940859.04    | 0.07%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                             | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1620000 | PA      | $1692113.68   | 0.13%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                             | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1016370.05   | 0.08%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                         | Nationwide Building Society                                                     | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2590000 | PA      | $2564348.30   | 0.19%             | 2028-02-16      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                         | Nationwide Building Society                                                     | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1033359.20   | 0.08%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                         | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $1001671.48   | 0.07%             | 2029-07-14      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                         | Nationwide Building Society                                                     | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1725000 | PA      | $1737751.53   | 0.13%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                    | NCR Atleos Corp.                                                                | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214780.40    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3588224.40   | 0.27%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $773489.99    | 0.06%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                 | NatWest Markets plc                                                             | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $759009.90    | 0.06%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                 | NatWest Markets plc                                                             | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $838295.15    | 0.06%             | 2029-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.          | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class BR              | CUSIP: 64133WAQ8<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1751597.75   | 0.13%             | 2036-07-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 41 Ltd.          | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-41A, Class BR              | CUSIP: 64134BAL4<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1143309.42   | 0.09%             | 2034-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                 | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class B                  | CUSIP: 64831KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $638082.25    | 0.05%             | 2039-02-17      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                 | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E1                 | CUSIP: 64831KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $508984.79    | 0.04%             | 2039-02-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                 | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1                 | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $255634.31    | 0.02%             | 2039-03-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                           | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                            | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838553 | PA      | $854231.44    | 0.06%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                 | Newell Brands, Inc.                                                             | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126818.83    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                 | Newell Brands, Inc.                                                             | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157415.37    | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                 | Newell Brands, Inc.                                                             | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104995.04    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                 | Nexstar Media, Inc.                                                             | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194044.68    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                 | Nexstar Media, Inc.                                                             | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    322000 | PA      | $322030.27    | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                | Noble Finance II LLC                                                            | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $135306.60    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                     | Nordea Bank Abp                                                                 | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    500000 | PA      | $493227.38    | 0.04%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                     | Nordstrom, Inc.                                                                 | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61621.69     | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $75555.69     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $329767.20    | 0.02%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $79676.78     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust, Series 2022-SFR3, Class F                                           | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $774238.32    | 0.06%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                          | AMSR Trust, Series 2021-SFR4, Class E1                                          | CUSIP: 66982FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $393249.28    | 0.03%             | 2038-12-17      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                       | Novelis Corp.                                                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    142000 | PA      | $137221.70    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                 | NuStar Logistics LP                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106005.27    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                 | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189511.56    | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC            | OnDeck Asset Securitization Trust LLC, Series 2024-2A, Class A                  | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1511827.65   | 0.11%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                  | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                                   | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1500564.00   | 0.11%             | 2037-01-16      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                  | Chord Energy Corp.                                                              | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77894.63     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                            | Octane Receivables Trust, Series 2023-1A, Class D                               | CUSIP: 67571BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $517849.80    | 0.04%             | 2030-03-20      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                              | ON Semiconductor Corp.                                                          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122363.58    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                      | 1011778 BC ULC                                                                  | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     76000 | PA      | $75040.07     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                                           | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209279.58    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OLIT                                                | OLIT, Series 2025-HB2, Class A                                                  | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828244 | PA      | $812463.17    | 0.06%             | 2038-11-25      | Variable      | 3.00%                 | Yes           |                  3 | On Loan: No      |
| Oportun Issuance Trust                              | Oportun Issuance Trust, Series 2021-B, Class A                                  | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466818 | PA      | $458852.32    | 0.03%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                              | Oportun Issuance Trust, Series 2021-B, Class B                                  | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93364 | PA      | $91902.99     | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding Trust                               | Oportun Funding Trust, Series 2024-3, Class B                                   | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2092000 | PA      | $2094810.39   | 0.16%             | 2029-08-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                              | Oportun Issuance Trust, Series 2025-C, Class B                                  | CUSIP: 68378RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1253117.50   | 0.09%             | 2033-07-08      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                              | Oportun Issuance Trust, Series 2025-C, Class C                                  | CUSIP: 68378RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $751227.45    | 0.06%             | 2033-07-08      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                              | Oportun Issuance Trust, Series 2025-D, Class C                                  | CUSIP: 68379HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768000 | PA      | $774124.95    | 0.06%             | 2033-02-08      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                                    | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4351069.28   | 0.32%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                              | Oportun Issuance Trust, Series 2026-A, Class C                                  | CUSIP: 68390VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    933000 | PA      | $939239.53    | 0.07%             | 2034-01-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                          | Outfront Media Capital LLC                                                      | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $176614.20    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                          | Outfront Media Capital LLC                                                      | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78846.94     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Accendra Health, Inc.                               | Accendra Health, Inc.                                                           | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    145000 | PA      | $91935.06     | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                | Owens-Brockway Glass Container, Inc.                                            | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177126.38    | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp.                                          | PG&E Corp.                                                                      | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169550.62    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                            | PRET LLC, Series 2026-NPL1, Class A1                                            | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-MBS          | CORP              | US        |   2979311 | PA      | $2979917.28   | 0.22%             | 2056-01-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                        | Islamic Republic of Pakistan                                                    | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1100000 | PA      | $1086250.00   | 0.08%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                  | Republic of Panama                                                              | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $200855.00    | 0.01%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.               | FirstEnergy Pennsylvania Electric Co.                                           | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $225123.68    | 0.02%             | 2026-03-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                       | Penske Automotive Group, Inc.                                                   | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61896.04     | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                     | Permian Resources Operating LLC                                                 | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    390000 | PA      | $409323.33    | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1250000 | PA      | $1253625.00   | 0.09%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $922500.00    | 0.07%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $215176.00    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1150000 | PA      | $1347174.17   | 0.10%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                 | Post Holdings, Inc.                                                             | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167383.18    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                 | Post Holdings, Inc.                                                             | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128587.13    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PowerPay Issuance Trust                             | PowerPay Issuance Trust, Series 2024-1A, Class A                                | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452521 | PA      | $468446.45    | 0.03%             | 2039-02-18      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                               | Prestige Brands, Inc.                                                           | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93931.77     | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8015.99      | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                            | ADT Security Corp. (The)                                                        | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97007.77     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                          | Primo Water Holdings, Inc.                                                      | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109980.26    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PRM7 Trust                                          | PRM7 Trust, Series 2025-PRM7, Class A                                           | CUSIP: 74290HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132000 | PA      | $1129518.66   | 0.08%             | 2042-11-10      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| PRM7 Trust                                          | PRM7 Trust, Series 2025-PRM7, Class B                                           | CUSIP: 74290HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1088000 | PA      | $1087750.63   | 0.08%             | 2042-11-10      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PRM7 Trust                                          | PRM7 Trust, Series 2025-PRM7, Class D                                           | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734000 | PA      | $740957.51    | 0.06%             | 2042-11-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2024-SFR2, Class B                           | CUSIP: 74290XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1697000 | PA      | $1643511.07   | 0.12%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2024-SFR1, Class D                           | CUSIP: 74331QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $1092283.99   | 0.08%             | 2041-02-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2022-SFR3, Class D                           | CUSIP: 74331UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562000 | PA      | $558266.30    | 0.04%             | 2039-04-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2021-SFR8, Class E1                          | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $345083.76    | 0.03%             | 2038-10-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential                                | Progress Residential, Series 2021-SFR3, Class E1                                | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198918.08    | 0.01%             | 2026-05-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2022-SFR1, Class D                           | CUSIP: 74333YAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $969106.50    | 0.07%             | 2041-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2025-SFR6, Class B                           | CUSIP: 74334EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1885632.26   | 0.14%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2025-SFR6, Class D                           | CUSIP: 74334EAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1563000 | PA      | $1482643.20   | 0.11%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2025-SFR2, Class C                           | CUSIP: 74334GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1241345 | PA      | $1183112.30   | 0.09%             | 2042-04-17      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2025-SFR2, Class D                           | CUSIP: 74334GAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1990929 | PA      | $1879785.03   | 0.14%             | 2042-04-17      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2026-SFR1, Class B                           | CUSIP: 74334HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2355000 | PA      | $2285463.44   | 0.17%             | 2043-02-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2026-SFR1, Class D                           | CUSIP: 74334HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $713559.98    | 0.05%             | 2043-02-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential Trust, Series 2025-SFR1, Class D                           | CUSIP: 74334NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1429992.90   | 0.11%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                             | Purewest ABS Issuer LLC, Series 2025-1, Class A2                                | CUSIP: 74628AAB0<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |    990233 | PA      | $1015384.45   | 0.08%             | 2040-04-05      | Fixed         | 6.53%                 | Yes           |                  3 | On Loan: No      |
| Qnity Electronics, Inc.                             | Qnity Electronics, Inc.                                                         | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240444.13    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products, Inc.                         | QXO Building Products, Inc.                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93214.44     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                 | Rocket Mortgage LLC                                                             | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $215817.48    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                             | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    425000 | PA      | $441701.65    | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                 | RCKT Mortgage Trust, Series 2025-CES12, Class A1A                               | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1203454 | PA      | $1210464.45   | 0.09%             | 2055-11-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| RCKTL                                               | RCKTL, Series 2025-2A, Class B                                                  | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005197.60   | 0.15%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                 | RCKT Mortgage Trust, Series 2026-CES2, Class A1A                                | CUSIP: 74940EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000009 | PA      | $4003602.21   | 0.30%             | 2056-02-01      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                 | RCKT Mortgage Trust, Series 2024-CES7, Class A1A                                | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2542733 | PA      | $2553192.67   | 0.19%             | 2044-10-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                             | RHP Hotel Properties LP                                                         | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108488.48    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                             | RHP Hotel Properties LP                                                         | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $563953.47    | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                          | ROCK Trust, Series 2024-CNTR, Class A                                           | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1504746 | PA      | $1557346.80   | 0.12%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                            | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    535000 | PA      | $533407.11    | 0.04%             | 2028-04-06      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                            | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2630000 | PA      | $2709896.74   | 0.20%             | 2031-05-27      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                               | Range Resources Corp.                                                           | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48510.39     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                           | RTX Corp.                                                                       | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    850000 | PA      | $859644.10    | 0.06%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Reach ABS Trust                                     | Reach ABS Trust, Series 2026-1A, Class B                                        | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1771000 | PA      | $1774215.60   | 0.13%             | 2033-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                     | Reach ABS Trust, Series 2026-1A, Class C                                        | CUSIP: 75526XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1407488.60   | 0.10%             | 2033-02-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                      | Anywhere Real Estate Group LLC                                                  | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $250383.32    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Regional Management Issuance Trust                  | Regional Management Issuance Trust, Series 2024-1, Class A                      | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1528500.90   | 0.11%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                     | Republic Finance Issuance Trust, Series 2024-A, Class A                         | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1304000 | PA      | $1316659.23   | 0.10%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                     | Republic Finance Issuance Trust, Series 2025-A, Class A                         | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2540000 | PA      | $2564038.81   | 0.19%             | 2034-11-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                     | Republic Finance Issuance Trust, Series 2024-B, Class A                         | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1513000 | PA      | $1545335.53   | 0.12%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| RingCentral, Inc.                                   | RingCentral, Inc.                                                               | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131254.50    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                            | RB Global Holdings, Inc.                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176743.05    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Roc Mortgage Trust                                  | Roc Mortgage Trust, Series 2025-RTL1, Class A1                                  | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $185976.58    | 0.01%             | 2040-02-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                   | Rocket Cos., Inc.                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $200061.03    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                 | Rocket Mortgage LLC                                                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $76055.82     | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                 | Rocket Mortgage LLC                                                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4601.29      | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                        | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160012.64    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                   | NatWest Group plc                                                               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $500314.42    | 0.04%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                        | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     75000 | PA      | $78213.50     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                        | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    150000 | PA      | $155391.03    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                        | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     80000 | PA      | $82463.74     | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3430000 | PA      | $3470878.53   | 0.26%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                           | SCF Equipment Leasing LLC, Series 2024-1A, Class B                              | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083000 | PA      | $1125859.18   | 0.08%             | 2032-04-20      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                           | SCF Equipment Leasing LLC, Series 2024-1A, Class C                              | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443000 | PA      | $462706.37    | 0.03%             | 2032-09-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust             | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class B                | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $217124.60    | 0.02%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                         | SBNA Auto Receivables Trust, Series 2024-A, Class D                             | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1282693.50   | 0.10%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                           | SCF Equipment Leasing LLC, Series 2025-2A, Class A3                             | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080000 | PA      | $1092368.92   | 0.08%             | 2036-06-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                           | SCF Equipment Leasing LLC, Series 2025-2A, Class C                              | CUSIP: 78439XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $766087.13    | 0.06%             | 2036-06-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                           | SCF Equipment Leasing LLC, Series 2025-2A, Class D                              | CUSIP: 78439XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $214110.37    | 0.02%             | 2036-06-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                           | SCF Equipment Leasing LLC, Series 2025-2A, Class E                              | CUSIP: 78439XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $244328.65    | 0.02%             | 2036-06-20      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                       | SM Energy Co.                                                                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84060.98     | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                       | SM Energy Co.                                                                   | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160904.96    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMRT                                                | SMRT, Series 2022-MINI, Class E                                                 | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $349562.50    | 0.03%             | 2039-01-15      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                             | SS&C Technologies, Inc.                                                         | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294556.35    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                             | SS&C Technologies, Inc.                                                         | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163080.32    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STWD Mortgage Trust                                 | STWD Mortgage Trust, Series 2021-LIH, Class B                                   | CUSIP: 78486EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    400000 | PA      | $398754.52    | 0.03%             | 2036-11-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                  | Saavi Energia SARL                                                              | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $219702.80    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes             | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class C                 | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1226399 | PA      | $1236478.54   | 0.09%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                     | Santander UK Group Holdings plc                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1290000 | PA      | $1294481.64   | 0.10%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2022-4, Class C                  | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    938977 | PA      | $943586.61    | 0.07%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2023-6, Class C                  | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928000 | PA      | $960257.28    | 0.07%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2025-2, Class D                  | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1538966.10   | 0.11%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2026-1, Class D                  | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    656000 | PA      | $658792.85    | 0.05%             | 2032-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes             | Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class C                 | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592893 | PA      | $600750.29    | 0.04%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2022-6, Class D                  | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505686.80    | 0.04%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2024-4, Class D                  | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $689108.11    | 0.05%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2024-5, Class D                  | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2016000 | PA      | $2046387.77   | 0.15%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2025-4, Class B                  | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $766358.31    | 0.06%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2025-4, Class D                  | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $430114.03    | 0.03%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust              | Santander Drive Auto Receivables Trust, Series 2023-4, Class C                  | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2056063.80   | 0.15%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                        | Scotts Miracle-Gro Co. (The)                                                    | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    513000 | PA      | $507411.79    | 0.04%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                             | Scripps Escrow II, Inc.                                                         | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $33958.34     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                       | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A                        | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    804000 | PA      | $803497.50    | 0.06%             | 2039-05-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                       | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B                        | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1008000 | PA      | $1008008.77   | 0.08%             | 2039-05-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.           | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     43000 | PA      | $45371.84     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.           | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      6000 | PA      | $6311.57      | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.           | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     64000 | PA      | $71783.10     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                             | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202311.20    | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                          | Sensata Technologies, Inc.                                                      | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42424.03     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                          | Sensata Technologies, Inc.                                                      | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209357.60    | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                         | Service Corp. International                                                     | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $224615.35    | 0.02%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                 | Shift4 Payments LLC                                                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $181078.44    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC            | Sierra Timeshare Receivables Funding LLC, Series 2023-2A, Class A               | CUSIP: 82650BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340315 | PA      | $350023.90    | 0.03%             | 2040-04-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC            | Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class C               | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    798006 | PA      | $813577.14    | 0.06%             | 2041-06-20      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC            | Sierra Timeshare Receivables Funding LLC, Series 2025-3A, Class C               | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401843 | PA      | $403860.77    | 0.03%             | 2044-08-22      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC            | Sierra Timeshare Receivables Funding LLC, Series 2025-1A, Class A               | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615866 | PA      | $622662.91    | 0.05%             | 2042-01-21      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC            | Sierra Timeshare Receivables Funding LLC, Series 2024-1A, Class B               | CUSIP: 826935AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367089 | PA      | $371170.61    | 0.03%             | 2043-01-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                     | Sinclair Television Group, Inc.                                                 | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104125.00    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                 | Sirius XM Radio LLC                                                             | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365368.75    | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                 | Sirius XM Radio LLC                                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80119.33     | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                 | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    555000 | PA      | $541815.20    | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                       | Six Flags Entertainment Corp.                                                   | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $162670.24    | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                    | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    940000 | PA      | $977397.32    | 0.07%             | 2029-03-05      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                       | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    320000 | PA      | $339962.88    | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Snap, Inc.                                          | Snap, Inc.                                                                      | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139442.74    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1620000 | PA      | $1686221.71   | 0.13%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                 | Societe Generale SA                                                             | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2985000 | PA      | $2998569.45   | 0.22%             | 2030-04-12      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                   | Solstice Advanced Materials, Inc.                                               | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60649.26     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                              | Sonic Automotive, Inc.                                                          | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    309000 | PA      | $303836.30    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                            | Republic of South Africa                                                        | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    550000 | PA      | $591387.50    | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                            | Republic of South Africa                                                        | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    290000 | PA      | $285940.00    | 0.02%             | 2037-12-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                 | Expand Energy Corp.                                                             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45683.23     | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    243000 | PA      | $240244.24    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                         | Block, Inc.                                                                     | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334346.68    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                         | Block, Inc.                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127023.25    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                   | Standard Building Solutions, Inc.                                               | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113226.96    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                              | Standard Chartered plc                                                          | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $473320.27    | 0.04%             | 2027-07-06      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                              | Standard Chartered plc                                                          | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    755000 | PA      | $769071.92    | 0.06%             | 2028-05-14      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                              | Standard Chartered plc                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1605000 | PA      | $1642926.57   | 0.12%             | 2030-10-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                           | Standard Industries, Inc.                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $367847.39    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                       | Staples, Inc.                                                                   | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64229.49     | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                       | Staples, Inc.                                                                   | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     74684 | PA      | $52499.20     | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                   | Star Parent, Inc.                                                               | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157319.58    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                       | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303878.24    | 0.02%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Montenegro                              | Republic of Montenegro                                                          | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    200000 | PA      | $214188.00    | 0.02%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                 | Station Casinos LLC                                                             | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    314000 | PA      | $312730.97    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Street Capital Group, Inc.                          | Street Capital Group, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |    744660 | PA      | $744659.64    | 0.06%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Stream Innovations Issuer Trust                     | Stream Innovations Issuer Trust, Series 2024-2A, Class A                        | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2417758 | PA      | $2462684.83   | 0.18%             | 2045-02-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.               | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    775000 | PA      | $798987.92    | 0.06%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.               | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1620000 | PA      | $1648154.06   | 0.12%             | 2031-07-08      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                     | Sumitomo Mitsui Trust Bank Ltd.                                                 | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    820000 | PA      | $848471.52    | 0.06%             | 2029-03-07      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                           | Sunoco LP                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116224.24    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                           | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126074.59    | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                           | Sunoco LP                                                                       | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $274103.85    | 0.02%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP                                    | Superior Plus LP                                                                | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     70000 | PA      | $68012.74     | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond              | Suriname Government International Bond                                          | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    232000 | PA      | $238888.08    | 0.02%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond              | Suriname Government International Bond                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    322000 | PA      | $343896.00    | 0.03%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                            | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    750000 | PA      | $775470.09    | 0.06%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                         | Swedbank AB                                                                     | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1030000 | PA      | $1067051.52   | 0.08%             | 2030-05-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                     | Synaptics, Inc.                                                                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106121.98    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                               | Symphony CLO Ltd., Series 2015-16A, Class B1RR                                  | CUSIP: 87165VAZ2<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $680493.00    | 0.05%             | 2031-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XX Ltd.                                | Symphony CLO Ltd., Series 2018-20A, Class BR2                                   | CUSIP: 87166VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1431770.34   | 0.11%             | 2032-01-16      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1622430.79   | 0.12%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                  | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589121.04    | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                 | Take-Two Interactive Software, Inc.                                             | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103045.44    | 0.01%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                        | Tallgrass Energy Partners LP                                                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $437789.23    | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TEGNA, Inc.                                         | TEGNA, Inc.                                                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106898.70    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                         | TEGNA, Inc.                                                                     | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    221000 | PA      | $220374.09    | 0.02%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                      | Somnigroup International, Inc.                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    265000 | PA      | $257535.77    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                              | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99057.64     | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                              | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    903000 | PA      | $888986.98    | 0.07%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                         | Terex Corp.                                                                     | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    266000 | PA      | $265560.14    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Termocandelaria Power SA                            | Termocandelaria Power SA                                                        | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207626.00    | 0.02%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Trust                               | Toorak Mortgage Trust, Series 2025-RRTL1, Class A1                              | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $805177.12    | 0.06%             | 2040-02-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                         | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4455000 | PA      | $4475734.37   | 0.33%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                           | Towd Point Mortgage Trust, Series 2026-FIX1, Class A1                           | CUSIP: 89183TAA6<br>LEI: 254900HMDJT9KG22DU68 | Long             | ABS-O            | CORP              | US        |   2138294 | PA      | $2152120.64   | 0.16%             | 2065-12-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                           | Towd Point Mortgage Trust, Series 2026-CES1, Class A1                           | CUSIP: 89190LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1714944 | PA      | $1724018.70   | 0.13%             | 2066-01-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                 | Trans-Allegheny Interstate Line Co.                                             | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $382427.97    | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                     | TransDigm, Inc.                                                                 | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    555000 | PA      | $570085.46    | 0.04%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                       | Transocean International Ltd.                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     91000 | PA      | $95208.80     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential Trust                            | Tricon Residential Trust, Series 2024-SFR4, Class D                             | CUSIP: 895975AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1311000 | PA      | $1322030.49   | 0.10%             | 2041-11-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential Trust                            | Tricon Residential Trust, Series 2021-SFR1, Class E1                            | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $237853.66    | 0.02%             | 2038-07-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential Trust                            | Tricon Residential Trust, Series 2023-SFR1, Class B                             | CUSIP: 89616WAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $804494.56    | 0.06%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                        | TriMas Corp.                                                                    | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125483.66    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                           | Trinidad Generation UnLtd                                                       | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    200000 | PA      | $210448.00    | 0.02%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Trinity Industries, Inc.                            | Trinity Industries, Inc.                                                        | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102883.20    | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                           | Republic of Turkiye (The)                                                       | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $209400.00    | 0.02%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                      | Coherent Corp.                                                                  | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    211000 | PA      | $211113.73    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    410000 | PA      | $411077.96    | 0.03%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                    | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1585000 | PA      | $1659421.76   | 0.12%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                 | UPG HI Issuer Trust, Series 2025-2, Class A                                     | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1518656 | PA      | $1529777.73   | 0.11%             | 2047-09-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| US Auto Funding Trust                               | US Auto Funding Trust, Series 2022-1A, Class B                                  | CUSIP: 90355FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524751 | PA      | $168269.63    | 0.01%             | 2026-12-15      | Fixed         | 5.13%                 | Yes           |                  3 | On Loan: No      |
| US Bank NA                                          | US Bank NA, Series 2023-1, Class B                                              | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703108 | PA      | $710066.34    | 0.05%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| United Airlines, Inc.                               | United Airlines, Inc.                                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109916.97    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                  | United Rentals North America, Inc.                                              | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    440000 | PA      | $415270.21    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                  | United Rentals North America, Inc.                                              | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204278.49    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                  | United Rentals North America, Inc.                                              | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151223.04    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Bills                                                             | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1876000 | PA      | $1853303.53   | 0.14%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    172700 | PA      | $174690.10    | 0.01%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $341580.47    | 0.03%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $624701.95    | 0.05%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $399625.00    | 0.03%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    915000 | PA      | $925579.69    | 0.07%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8475000 | PA      | $8561405.25   | 0.64%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $563411.72    | 0.04%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    585000 | PA      | $588020.98    | 0.04%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13555000 | PA      | $13772091.73  | 1.03%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1210000 | PA      | $1219122.26   | 0.09%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2385000 | PA      | $2410806.44   | 0.18%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    172700 | PA      | $173347.63    | 0.01%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40730000 | PA      | $41177075.29  | 3.07%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $517957.23    | 0.04%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24595000 | PA      | $24735268.24  | 1.84%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19687000 | PA      | $19738524.62  | 1.47%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4336000 | PA      | $4358526.86   | 0.32%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28320000 | PA      | $28310043.82  | 2.11%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1455000 | PA      | $1462445.51   | 0.11%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26505000 | PA      | $26577474.74  | 1.98%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    430000 | PA      | $432116.41    | 0.03%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48260000 | PA      | $48397616.29  | 3.60%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21724000 | PA      | $21788493.13  | 1.62%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $813733.60    | 0.06%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18050000 | PA      | $18104996.18  | 1.35%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                      | Univision Communications, Inc.                                                  | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135002.59    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                      | Univision Communications, Inc.                                                  | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215712.63    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust, Series 2025-4, Class A2                           | CUSIP: 91684AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2339000 | PA      | $2343148.22   | 0.17%             | 2035-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust, Series 2025-3, Class A2                           | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2157715 | PA      | $2161284.70   | 0.16%             | 2035-09-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| UPX HIL Issuer Trust                                | UPX HIL Issuer Trust, Series 2025-1, Class A                                    | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875666 | PA      | $882776.00    | 0.07%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                  | Vail Resorts, Inc.                                                              | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144996.60    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd.                                        | Valaris Ltd.                                                                    | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    145000 | PA      | $152063.39    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                  | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231532.18    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture 32 CLO Ltd.                                 | Venture CLO Ltd., Series 2018-32A, Class A2A                                    | CUSIP: 92325QAC1<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |     10080 | PA      | $10078.89     | 0.00%             | 2031-07-18      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                   | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239507.53    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                            | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189825.73    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                            | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128706.36    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Verdant Receivables LLC                             | Verdant Receivables LLC, Series 2025-1A, Class A3                               | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1287928.00   | 0.10%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                        | Veros Auto Receivables Trust, Series 2023-1, Class C                            | CUSIP: 924933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1272461.38   | 0.09%             | 2028-11-15      | Fixed         | 8.32%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                        | Veros Auto Receivables Trust, Series 2025-1, Class B                            | CUSIP: 92511BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1264657.88   | 0.09%             | 2029-07-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                        | Veros Auto Receivables Trust, Series 2026-1, Class B                            | CUSIP: 92511CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005520.40   | 0.15%             | 2029-05-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Group Corp.                                  | Vertiv Group Corp.                                                              | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138438.62    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                          | Verus Securitization Trust, Series 2021-2, Class M1                             | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144000 | PA      | $123337.05    | 0.01%             | 2066-02-25      | Variable      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                 | Viking Cruises Ltd.                                                             | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    335000 | PA      | $341753.60    | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                 | Expand Energy Corp.                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167485.89    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149783.70    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    435000 | PA      | $459690.60    | 0.03%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402531.20    | 0.03%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2539446.59   | 0.19%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                          | VistaJet Malta Finance plc                                                      | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $247537.92    | 0.02%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC             | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1683911.70   | 0.13%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                     | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class AS                      | CUSIP: 92890KBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851988 | PA      | $813606.21    | 0.06%             | 2057-09-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                     | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class C                       | CUSIP: 92890KBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $618171.25    | 0.05%             | 2057-09-15      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Voya Global Funding                                 | Voya Global Funding                                                             | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3081446.21   | 0.23%             | 2030-11-24      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                     | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C                       | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $951000.00    | 0.07%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                               | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201166.67    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                               | WR Grace Holdings LLC                                                           | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40726.00     | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                  | Wand NewCo 3, Inc.                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271299.79    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                         | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201521.19    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Weekley Homes LLC                                   | Weekley Homes LLC                                                               | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $58235.12     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class D                | CUSIP: 94989TBH6<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $182450.00    | 0.01%             | 2058-09-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                               | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283527.01    | 0.02%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                               | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    945000 | PA      | $955374.51    | 0.07%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1008688.42   | 0.08%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                               | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221470.56    | 0.02%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                               | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3195926.09   | 0.24%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                               | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1267794.02   | 0.09%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                               | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000536.36   | 0.15%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                   | Wells Fargo & Co.                                                               | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2087370.56   | 0.16%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                            | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385510.88    | 0.03%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                            | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197651.11    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust               | Westlake Automobile Receivables Trust, Series 2023-2A, Class D                  | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3562841.80   | 0.27%             | 2028-11-15      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                                | Westgate Resorts LLC, Series 2024-1A, Class C                                   | CUSIP: 96034KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614130 | PA      | $624418.26    | 0.05%             | 2038-01-20      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust               | Westlake Automobile Receivables Trust, Series 2023-1A, Class D                  | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510529.60    | 0.04%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust               | Westlake Automobile Receivables Trust, Series 2025-3A, Class C                  | CUSIP: 96043QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2080000 | PA      | $2103131.47   | 0.16%             | 2031-07-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                             | Williams Scotsman, Inc.                                                         | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108459.44    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                             | Williams Scotsman, Inc.                                                         | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79548.34     | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                     | Wingspire Equipment Finance LLC, Series 2024-1A, Class A2                       | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782841 | PA      | $787278.28    | 0.06%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                     | Wingspire Equipment Finance LLC, Series 2025-1A, Class A2                       | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030000 | PA      | $2037411.73   | 0.15%             | 2033-09-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                    | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $217097.87    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                            | Wynn Resorts Finance LLC                                                        | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $417367.99    | 0.03%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                            | Wynn Resorts Finance LLC                                                        | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168504.27    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                           | XPO, Inc.                                                                       | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20321.54     | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                           | XPO, Inc.                                                                       | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223409.51    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Yinson Boronia Production BV                        | Yinson Boronia Production BV                                                    | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    194292 | PA      | $213699.83    | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                       | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    197340 | PA      | $209945.09    | 0.02%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                      | ZF North America Capital, Inc.                                                  | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180881.58    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                        | Zimmer Biomet Holdings, Inc.                                                    | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1608999.79   | 0.12%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ista Jet Seri                                       | Ista Jet Seri                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.07%             | 2032-04-05      | Fixed         | 6.97%                 | No            |                  3 | On Loan: No      |
| BAML Funding Ltd.                                   | BAML Funding Ltd.                                                               | CUSIP: N/A<br>LEI: 5493007M5OY1YM78LJ66       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $499375.00    | 0.04%             | 2029-10-26      | Floating      | 8.00%                 | No            |                  3 | On Loan: No      |
| Gemini Corp.                                        | Gemini Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000000.00   | 0.07%             | 2029-02-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| BAML RCAP Frn                                       | BAML RCAP Frn                                                                   | CUSIP: N/A<br>LEI: 5493007M5OY1YM78LJ66       | Long             | ABS-MBS          | CORP              | GB        |    500000 | PA      | $500000.00    | 0.04%             | 2027-10-25      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Escrow Rite Aid                                     | Escrow Rite Aid                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      6532 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BAML RCAP Frn                                       | BAML RCAP Frn                                                                   | CUSIP: N/A<br>LEI: 5493007M5OY1YM78LJ66       | Long             | ABS-MBS          | CORP              | GB        |    500000 | PA      | $500000.00    | 0.04%             | 2027-10-25      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Ygrene Frn                                          | Ygrene Frn                                                                      | CUSIP: N/A<br>LEI: 549300U6Y2YJ14NVVY40       | Long             | ABS-MBS          | CORP              | US        |    752968 | PA      | $756732.84    | 0.06%             | 2045-07-25      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Republic of Iraq                                    | Republic of Iraq                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    225000 | PA      | $223875.00    | 0.02%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                           | Republic of Cote d'Ivoire                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     41694 | PA      | $41668.86     | 0.00%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                        | Peru LNG Srl                                                                    | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    450060 | PA      | $437342.07    | 0.03%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                         | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    600000 | PA      | $609186.00    | 0.05%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                  | Republic of Angola                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $403375.16    | 0.03%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                              | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $629064.00    | 0.05%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                      | Braskem Netherlands Finance BV                                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $84240.00     | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                         | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $425974.00    | 0.03%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                  | Dominican Republic Government Bond                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $146700.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.               | Bioceanico Sovereign Certificate Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    137819 | PA      | $113830.48    | 0.01%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                              | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $194250.00    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                              | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $200700.00    | 0.01%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                 | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    180000 | PA      | $177737.26    | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                 | Republic of Ecuador                                                             | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    319969 | PA      | $290323.07    | 0.02%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                 | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    218041 | PA      | $177923.55    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                         | Hashemite Kingdom of Jordan                                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $201100.00    | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                   | Uzbekneftegaz JSC                                                               | CUSIP: N/A<br>LEI: 213800LUZJZFLJD4MJ51       | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $195844.00    | 0.01%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                         | Commonwealth of the Bahamas                                                     | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |    200000 | PA      | $225796.00    | 0.02%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                         | Hashemite Kingdom of Jordan                                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $209000.00    | 0.02%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                             | EnfraGen Energia Sur SA                                                         | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |    600000 | PA      | $564000.00    | 0.04%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                           | Republic of Cote d'Ivoire                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $428400.00    | 0.03%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                        | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $399600.00    | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                   | Republic of Kenya                                                               | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $438000.00    | 0.03%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                        | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $197500.00    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                             | Republic of El Salvador                                                         | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $162375.00    | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                         | Hashemite Kingdom of Jordan                                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $209688.00    | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Transnet                                            | Transnet                                                                        | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | SN               | CORP              | ZA        |    400000 | PA      | $422000.00    | 0.03%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                  | Dominican Republic Government Bond                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    350000 | PA      | $375812.50    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                    | Grupo Nutresa SA                                                                | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |    400000 | PA      | $431576.32    | 0.03%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                              | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $216449.00    | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                             | Republic of El Salvador                                                         | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    270000 | PA      | $290671.20    | 0.02%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                | EURO                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       121 | OU      | $142.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       829 | NC      | $232343.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury 2 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       610 | NC      | $128057.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -206 | NC      | $-101911.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury Long Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -60 | NC      | $-87757.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -191 | NC      | $-128668.79   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | U.S. Treasury Ultra Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $3275.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonangol Finance Ltd.                               | Sonangol Finance Ltd.                                                           | CUSIP: 83540CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |    210000 | PA      | $208351.50    | 0.02%             | 2031-01-29      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                 | Republic of Ecuador                                                             | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    369000 | PA      | $375273.00    | 0.03%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer