# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0000790166-26-000146
**Filing Date:** 2026-2
**Character Count:** 725818
**Document Hash:** 0ec51ed535463df9e93ecc6d59fc41b8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000790166-26-000146.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000790166-26-000146

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000790166

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 26680906

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LB SERIES FUND INC
- **DATE OF NAME CHANGE:** 19950428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19940824

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Multisector Bond Portfolio (Series ID: S000001439)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003846 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thrivent Series Fund, Inc.

- **b. Investment Company Act file number:** 811-04603

- **c. CIK number of Registrant:** 0000790166

- **d. LEI of Registrant:** 549300VNHRP1O3O9AF57

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT MULTISECTOR BOND PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001439

- **c. LEI of Series:** H4GRY3EB6CW3HHHY7W77

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $178051569.76

**Total Liabilities:** $6352596.30

**Net Assets:** $171698973.46

**Delayed Delivery Securities:** $5665642.72

**Cash Not Reported:** $57221.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3246.00000000 | **1-Year:** -979.00000000 | **5-Year:** -7794.00000000 | **10-Year:** -11703.00000000 | **30-Year:** -28674.00000000

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

- **3-Month:** -208.00000000 | **1-Year:** -776.00000000 | **5-Year:** -7055.00000000 | **10-Year:** -5765.00000000 | **30-Year:** -5284.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003846 | 0.59%                | 0.52%                | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-123411.97              | $400889.83                                 |
| Month 2  | $25222.25                | $175778.17                                 |
| Month 3  | $-9178.08                | $-310140.60                                |

**Designated Index Information**

- **Index Name:** Bloomberg Custom US Corporate/High Yield/MBS benchmark

- **Index Identifier:** I38526US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM2                                                                   | CUSIP: 00002NAA5<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    166825 | PA      | $168889.78    | 0.10%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM2                                                                   | CUSIP: 00002NAB3<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    183507 | PA      | $185556.81    | 0.11%             | 2069-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                           | CBOT 5-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        16 | NC      | $-6540.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                           | CBOT 10-Yr. U.S. Treasury Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -3 | NC      | $3210.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                           | CBOT U.S. Long Bond                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -4 | NC      | $4960.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                           | CME Ultra Long Term U.S. Treasury Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -3 | NC      | $6436.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                      | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     31000 | PA      | $29764.61     | 0.02%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                      | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     40000 | PA      | $41887.77     | 0.02%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                           | Ultra 10-Yr. U.S. Treasury Note                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -4 | NC      | $5223.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TEXAS INC                                                 | AEP Texas, Inc.                                                                                | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32384.89     | 0.02%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST                                                    | ACRA Trust 2024-NQM1                                                                           | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317901 | PA      | $319758.93    | 0.19%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                          | AGNC Investment Corporation                                                                    | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |       428 | NS      | $4588.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORPORATION (THE)                                         | AES Corporation                                                                                | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79058.72     | 0.05%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION (THE)                                         | AES Corporation                                                                                | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85546.27     | 0.05%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                              | AMC Networks, Inc.                                                                             | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     69000 | PA      | $72354.23     | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                    | AMSR Trust 2025-SFR1                                                                           | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $238980.65    | 0.14%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                            | APLD ComputeCo, LLC                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33350.61     | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T, Inc., 4.750%                                                                             | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      4075 | NS      | $77506.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                      | AT&T, Inc.                                                                                     | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67079.61     | 0.04%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T, Inc.                                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $116487.39    | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | AT&T, Inc.                                                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113664.03    | 0.07%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                     | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     38000 | PA      | $38054.01     | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                     | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     76568 | PA      | $77972.18     | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                    | AbbVie, Inc.                                                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122673.64    | 0.07%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                    | AbbVie, Inc.                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47434.61     | 0.03%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                    | AbbVie, Inc.                                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83492.19     | 0.05%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                            | A&D Mortgage Trust 2024-NQM4                                                                   | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |    383953 | PA      | $385435.10    | 0.22%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ABRDN ASIA-PACIFIC INCOME FUND INC                            | abrdn Asia-Pacific Income Fund, Inc.                                                           | CUSIP: 003009867<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |      6977 | NS      | $107027.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRDN INCOME CREDIT STRATEGIES FUND                           | abrdn Income Credit Strategies Fund                                                            | CUSIP: 003057106<br>LEI: JZ9OXI4GGKZDI84RNQ78 | Long             |  | RF                | US        |     23877 | NS      | $129174.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRDN TOTAL DYNAMIC DIVIDEND CF                               | abrdn Total Dynamic Dividend Fund                                                              | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |      6122 | NS      | $59689.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                      | Acadia Healthcare Company, Inc.                                                                | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49490.20     | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACCENTURE CAPITAL INC                                         | Accenture Capital, Inc.                                                                        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68017.81     | 0.04%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                           | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14627.92     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                  | Acrisure, LLC/Acrisure Finance, Inc.                                                           | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17708.02     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                               | AdaptHealth, LLC                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $154091.64    | 0.09%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                    | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     29000 | PA      | $30493.02     | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ADIENT GLOBAL HOLDINGS LTD                                    | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     42000 | PA      | $43346.31     | 0.03%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS INC                                        | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56296.52     | 0.03%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                        | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21083.37     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                         | AECOM                                                                                          | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76864.50     | 0.04%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                    | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     25000 | PA      | $26195.90     | 0.02%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING COMPANY LLC                                     | AEGON Funding Company, LLC, 5.100%                                                             | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      1125 | NS      | $22128.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                 | Advanced Drainage Systems, Inc.                                                                | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85895.96     | 0.05%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                            | Osaic Holdings, Inc.                                                                           | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59543.33     | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                      | Agree, LP                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35540.47     | 0.02%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                    | Air Canada                                                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $42795.06     | 0.02%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                         | Air Lease Corporation                                                                          | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51291.27     | 0.03%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                         | Air Lease Corporation                                                                          | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48187.17     | 0.03%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                 | Aircastle, Ltd.                                                                                | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $49552.56     | 0.03%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                 | Aircastle, Ltd.                                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $50746.48     | 0.03%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                                         | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56316.00     | 0.03%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                       | Akamai Technologies, Inc., Convertible                                                         | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     46000 | PA      | $50853.00     | 0.03%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                | Albemarle Corporation, Convertible, 7.250%                                                     | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      1220 | NS      | $72455.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                      | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43957.63     | 0.03%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                      | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $159425.14    | 0.09%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                      | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17475.68     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                      | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17179.24     | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                      | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35141.58     | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL                                       | Albion Financing 1 SARL/Aggreko Holdings, Inc.                                                 | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     39000 | PA      | $40704.72     | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                              | Algonquin Power & Utilities Corporation                                                        | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $139049.65    | 0.08%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                       | ATI, Inc.                                                                                      | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60219.19     | 0.04%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                       | Alliance Resource Operating Partners, LP/Alliance Resource Finance Corporation                 | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $74846.35     | 0.04%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC                 | AllianceBernstein Global High Income Fund, Inc.                                                | CUSIP: 01879R106<br>LEI: AE2ZT9UGMEIJ7T4R5734 | Long             |  | RF                | US        |     13565 | NS      | $145009.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                           | Alliant Energy Corporation, Convertible                                                        | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16624.00     | 0.01%             | 2026-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                           | Alliant Energy Corporation, Convertible                                                        | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13265.20     | 0.01%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                             | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $50675.82     | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                             | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $65163.23     | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                             | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $71585.80     | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                   | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL           | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     61000 | PA      | $60165.68     | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                      | Allison Transmission, Inc.                                                                     | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31073.19     | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1171370.60   | 0.68%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 01F050411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $708909.68    | 0.41%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3800000 | PA      | $3789312.50   | 2.21%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                    | Allstate Corporation, 5.100%                                                                   | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      1200 | NS      | $25128.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial, Inc.                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110861.77    | 0.06%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial, Inc.                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31354.45     | 0.02%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                          | Alpha Generation, LLC                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39337.21     | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                  | Alphabet, Inc.                                                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44058.15     | 0.03%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                  | Alphabet, Inc.                                                                                 | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115390.19    | 0.07%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                  | Alphabet, Inc.                                                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57013.96     | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                              | Altria Group, Inc.                                                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36963.22     | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                               | Alumina, Pty. Ltd.                                                                             | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $36151.75     | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                            | Ameren Corporation                                                                             | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49430.47     | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                             | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65502.84     | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MANUFACTURING INC                             | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36664.51     | 0.02%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                             | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36668.83     | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                                          | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38809.47     | 0.02%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                                          | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40672.84     | 0.02%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                           | American Electric Power Company, Inc.                                                          | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57969.27     | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | American Express Company                                                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34518.22     | 0.02%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                          | Global Net Lease, Inc.                                                                         | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32349.36     | 0.02%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                            | American Honda Finance Corporation                                                             | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44203.05     | 0.03%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                      | American Homes 4 Rent, LP                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36720.37     | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                              | American International Group, Inc.                                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78161.09     | 0.05%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                    | American Tower Corporation                                                                     | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62029.72     | 0.04%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                    | American Tower Corporation                                                                     | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40251.70     | 0.02%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                    | American Tower Corporation                                                                     | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69963.08     | 0.04%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                    | American Tower Corporation                                                                     | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36537.53     | 0.02%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                    | American Tower Corporation                                                                     | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40958.10     | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                    | American Tower Corporation                                                                     | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88855.89     | 0.05%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                   | American Water Capital Corporation, Convertible                                                | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30869.80     | 0.02%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                   | American Water Capital Corporation                                                             | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33043.09     | 0.02%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                     | Americold Realty Operating Partnership, LP                                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61412.58     | 0.04%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                   | Cencora, Inc.                                                                                  | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67455.64     | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                      | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86782.40     | 0.05%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                     | Amgen, Inc.                                                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47075.95     | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                    | Amneal Pharmaceuticals, LLC                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20069.89     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                              | AmWINS Group, Inc.                                                                             | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54089.47     | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                              | AmWINS Group, Inc.                                                                             | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43193.30     | 0.03%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                          | Amphenol Corporation                                                                           | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71648.56     | 0.04%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INCORPORATED                                | Amsted Industries, Inc.                                                                        | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9804.00      | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INCORPORATED                                | Amsted Industries, Inc.                                                                        | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88578.80     | 0.05%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                     | Anchorage Capital CLO 20, Ltd. 2021-20A                                                        | CUSIP: 03330YAS9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $499459.50    | 0.29%             | 2035-01-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                     | Anchorage Capital CLO 21, Ltd. 2021-21A                                                        | CUSIP: 03331KAN9<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $400335.60    | 0.23%             | 2034-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                            | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    193000 | PA      | $199803.83    | 0.12%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                                 | Annaly Capital Management, Inc.                                                                | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |       236 | NS      | $5276.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNISA CLO LTD                                                | Annisa CLO, Ltd. 2016-2A                                                                       | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    225000 | PA      | $225053.33    | 0.13%             | 2031-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                           | Elevance Health, Inc.                                                                          | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    133000 | PA      | $121428.71    | 0.07%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                           | Elevance Health, Inc.                                                                          | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70024.01     | 0.04%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                  | Antero Midstream Partners, LP/Antero Midstream Finance Corporation                             | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $92002.37     | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                         | Aon North America, Inc.                                                                        | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $65665.03     | 0.04%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                 | APA Corporation                                                                                | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58875.51     | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC                     | Apollo Commercial Real Estate Finance, Inc.                                                    | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |       445 | NS      | $4307.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                  | Apollo Global Management, Inc., Convertible, 6.750%                                            | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       757 | NS      | $57168.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                     | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74918.46     | 0.04%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                     | Apple, Inc.                                                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    173000 | PA      | $136658.70    | 0.08%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                     | Apple, Inc.                                                                                    | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80268.87     | 0.05%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                                          | Applied Digital Corporation, Convertible                                                       | CUSIP: 038169AB4<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |     40000 | PA      | $107850.00    | 0.06%             | 2030-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                | AptarGroup, Inc.                                                                               | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22155.33     | 0.01%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                          | Archrock Partners, LP/Archrock Partners Finance Corporation                                    | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55315.65     | 0.03%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                        | Ardagh Metal Packaging Finance USA, LLC/Ardagh Metal Packaging Finance plc                     | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     21000 | PA      | $21478.28     | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                          | Ares Management Corporation, Convertible, 6.750%                                               | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       782 | NS      | $39412.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                                       | Archwest Mortgage Trust 2025-RTL1                                                              | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $275336.77    | 0.16%             | 2040-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                      | Ares Capital Corporation                                                                       | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35904.08     | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                    | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139153.50    | 0.08%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                | Arizona Public Service Company                                                                 | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38623.09     | 0.02%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                        | Array Technologies, Inc., Convertible                                                          | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30786.61     | 0.02%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                        | Array Technologies, Inc., Convertible                                                          | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     37000 | PA      | $53372.50     | 0.03%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                         | Arroyo Mortgage Trust 2022-1                                                                   | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $478884.80    | 0.28%             | 2056-12-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                       | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48173.22     | 0.03%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                  | Asbury Automotive Group, Inc.                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64138.66     | 0.04%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                           | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                   | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50131.15     | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                           | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $40366.72     | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                          | Ashton Woods USA, LLC/Ashton Woods Finance Company                                             | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $89618.87     | 0.05%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                             | Aston Martin Capital Holdings, Ltd.                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     75000 | PA      | $69805.97     | 0.04%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                            | Athene Holding, Ltd., 5.625%                                                                   | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      1450 | NS      | $29145.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                            | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL           | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     40000 | PA      | $39356.45     | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                      | Atmos Energy Corporation                                                                       | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47295.12     | 0.03%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                      | Atmos Energy Corporation                                                                       | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48371.78     | 0.03%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                   | Avient Corporation                                                                             | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31863.57     | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                           | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     40000 | PA      | $40136.00     | 0.02%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                           | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     48000 | PA      | $48319.68     | 0.03%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                    | Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.                                          | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $69271.18     | 0.04%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                    | Avis Budget Rental Car Funding AESOP, LLC 2025-4A                                              | CUSIP: 05377RLB8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248764.68    | 0.14%             | 2032-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                     | Avnet, Inc., Convertible                                                                       | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16753.50     | 0.01%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| AVOLON HOLDINGS FUNDING LTD                                   | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     62000 | PA      | $64109.92     | 0.04%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                   | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     83000 | PA      | $85208.33     | 0.05%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                   | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     42000 | PA      | $41729.65     | 0.02%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                           | Axon Enterprise, Inc., Convertible                                                             | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     24000 | PA      | $60348.00     | 0.04%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                           | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38196.73     | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                           | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38492.10     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                            | Azorra Finance, Ltd.                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $116151.09    | 0.07%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2025-BNK49                                                                                | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1396262 | PA      | $65616.91     | 0.04%             | 2058-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                   | BBCMS Mortgage Trust 2025-5C37                                                                 | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $255090.68    | 0.15%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                   | BBCMS Mortgage Trust 2022-C17                                                                  | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1984168 | PA      | $122564.86    | 0.07%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                              | BAT Capital Corporation                                                                        | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43262.77     | 0.03%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                              | BAT Capital Corporation                                                                        | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     43000 | PA      | $50225.66     | 0.03%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                        | BP Capital Markets plc                                                                         | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     51000 | PA      | $50736.54     | 0.03%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                        | BP Capital Markets plc                                                                         | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $39324.45     | 0.02%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                          | BWX Technologies, Inc., Convertible                                                            | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    113000 | PA      | $107689.00    | 0.06%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                   | Balboa Bay Loan Funding, Ltd. 2021-1A                                                          | CUSIP: 05765XAQ4<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249630.00    | 0.15%             | 2034-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                   | Balboa Bay Loan Funding, Ltd. 2021-2A                                                          | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |    200000 | PA      | $200088.20    | 0.12%             | 2035-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST                        | Banc of America Alternative Loan Trust 2005-10                                                 | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73546 | PA      | $66332.77     | 0.04%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES INC                       | Banc of America Mortgage Securities Trust 2005-H                                               | CUSIP: 05949CGB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58811 | PA      | $56113.21     | 0.03%             | 2035-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, Convertible, 7.250%                                               | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        81 | NS      | $101412.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200862.61    | 0.12%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    149000 | PA      | $136730.47    | 0.08%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55918.00     | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     92000 | PA      | $84134.40     | 0.05%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42378.08     | 0.02%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89355.06     | 0.05%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62585.03     | 0.04%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167727.04    | 0.10%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82588.34     | 0.05%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 5.000%                                                            | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      2300 | NS      | $47748.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.375%                                                            | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3300 | NS      | $59862.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.250%                                                            | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      2600 | NS      | $45864.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation, 4.750%                                                            | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1650 | NS      | $32488.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                          | Bank of America Corporation                                                                    | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55818.95     | 0.03%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                              | Bank of Montreal                                                                               | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $41398.09     | 0.02%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                                            | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50763.80     | 0.03%             | 2030-12-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                                            | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39708.92     | 0.02%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                              | Bank of New York Mellon Corporation                                                            | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33561.14     | 0.02%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                           | Bank of Nova Scotia                                                                            | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $38960.29     | 0.02%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2022-BNK39                                                                                | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3954110 | PA      | $85655.52     | 0.05%             | 2055-02-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                    | BANK 2018-BN12                                                                                 | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $394038.12    | 0.23%             | 2061-05-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | Barclays plc                                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     64000 | PA      | $65061.29     | 0.04%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | Barclays plc                                                                                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51083.68     | 0.03%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | Barclays plc                                                                                   | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $58066.43     | 0.03%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | Barclays plc                                                                                   | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $39190.14     | 0.02%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BARINGS GLOBAL SHORT DURATION HIGH YIELD FUND                 | Barings Global Short Duration High Yield Fund                                                  | CUSIP: 06760L100<br>LEI: 549300WWIZCL845OP089 | Long             |  | RF                | US        |       710 | NS      | $10657.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARINGS LOAN PARTNERS CLO LTD 2                               | Barings Loan Partners CLO, Ltd. 2 LP-2A                                                        | CUSIP: 06763BAN9<br>LEI: 549300J1ZQ7BWN0H0X91 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249519.00    | 0.15%             | 2034-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XIV, Ltd. 2019-14A                                                               | CUSIP: 07090ABE2<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249992.25    | 0.15%             | 2035-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XI, Ltd. 2017-11A                                                                | CUSIP: 07132LAY5<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249646.25    | 0.15%             | 2034-04-24      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                             | Battalion CLO XXI, Ltd. 2021-21A                                                               | CUSIP: 07134WAU7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $299424.60    | 0.17%             | 2034-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                            | Bausch + Lomb Corporation                                                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $35487.50     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC                               | BCPE Flavor Debt Merger Sub, LLC/BCPE Flavor Issuer, Inc.                                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $45871.18     | 0.03%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                   | Beach Acquisition Bidco, LLC                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     33000 | PA      | $36424.84     | 0.02%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST                   | Bear Stearns ARM Trust 2003-8                                                                  | CUSIP: 07384MZX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72507 | PA      | $63793.29     | 0.04%             | 2034-01-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST                   | Bear Stearns ARM Trust 2005-9                                                                  | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16374 | PA      | $15849.43     | 0.01%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                  | Becton, Dickinson and Company                                                                  | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59382.24     | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                  | Becton, Dickinson and Company                                                                  | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48634.91     | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA)      | Bell Telephone Company of Canada                                                               | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $43615.75     | 0.03%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA)      | Bell Telephone Company of Canada                                                               | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31525.05     | 0.02%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                           | BellRing Brands, Inc.                                                                          | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33084.04     | 0.02%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD                                             | Bellemeade Re, Ltd. 2025-1                                                                     | CUSIP: 07876NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $276625.50    | 0.16%             | 2035-10-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                         | Belron UK Finance plc                                                                          | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $55144.26     | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                               | Best Buy Company, Inc.                                                                         | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37746.06     | 0.02%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES INC                                      | Bio-Rad Laboratories, Inc.                                                                     | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49544.42     | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                  | BioMarin Pharmaceutical, Inc.                                                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        38 | NS      | $2258.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INCOME TRUST INC                                    | BlackRock Income Trust, Inc.                                                                   | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |      6709 | NS      | $74067.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CORE BOND TRUST                                     | BlackRock Core Bond Trust                                                                      | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |      3233 | NS      | $31004.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACKROCK ENHANCED GLOBAL DIVIDEND TRUST                      | BlackRock Enhanced Global Dividend Trust                                                       | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |     10756 | NS      | $125952.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CREDIT ALLOCATION INCOME TRUST                      | BlackRock Credit Allocation Income Trust                                                       | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |     12536 | NS      | $135764.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED EQUITY DIVIDEND TRUST                      | BlackRock Enhanced Equity Dividend Trust                                                       | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |      2551 | NS      | $24183.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED INTERNATIONAL DIVIDEND TRUST               | BlackRock Enhanced International Dividend Trust                                                | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |      8090 | NS      | $47569.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CORPORATE HIGH YIELD FUND INC                       | BlackRock Corporate High Yield Fund, Inc.                                                      | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |     13357 | NS      | $118877.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK DEBT STRATEGIES FUND INC                            | BlackRock Debt Strategies Fund, Inc.                                                           | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |      2248 | NS      | $22884.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE STRATEGIC CREDIT 2027 TERM FUND                    | Blackstone Strategic Credit 2027 Term Fund                                                     | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |     11347 | NS      | $133667.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                 | Blackstone Mortgage Trust, Inc.                                                                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |        28 | NS      | $535.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK MULTI-SECTOR INCOME TRUST                           | BlackRock Multi-Sector Income Trust                                                            | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |     11750 | NS      | $153455.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ADVISORS LLC                                        | BlackRock Capital Allocation Term Trust                                                        | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             |  | RF                | US        |      4707 | NS      | $66651.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACKSTONE PRIVATE CREDIT FUND                                | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90848.33     | 0.05%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61057.52     | 0.04%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                 | BlackRock Funding, Inc.                                                                        | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33544.26     | 0.02%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                 | Blackstone Reg Finance Company, LLC                                                            | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15883.06     | 0.01%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                           | Block Financial, LLC                                                                           | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $83535.08     | 0.05%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                      | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                                       | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83433.04     | 0.05%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                              | Blue Owl Technology Finance Corporation                                                        | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84499.19     | 0.05%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                        | Boardwalk Pipelines, LP                                                                        | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82406.95     | 0.05%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                     | Boeing Company, Convertible, 6.000%                                                            | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      2678 | NS      | $184942.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                     | Boeing Company                                                                                 | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61832.73     | 0.04%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                     | Boeing Company                                                                                 | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78090.77     | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                     | Boeing Company                                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18808.10     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                     | Boeing Company                                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     36000 | PA      | $40432.99     | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                | Bombardier, Inc.                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $73529.71     | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                | Bombardier, Inc.                                                                               | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    139000 | PA      | $146873.10    | 0.09%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                | Bombardier, Inc.                                                                               | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21139.72     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                          | Boston Properties, LP, Convertible                                                             | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24137.50     | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORPORATION                                       | Boyd Gaming Corporation                                                                        | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60573.24     | 0.04%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61776.30     | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82529.94     | 0.05%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                        | Brightstar Lottery plc/Brightstar Global Solutions Corporation                                 | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     34000 | PA      | $33756.39     | 0.02%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                       | Bristol-Myers Squibb Company                                                                   | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32088.27     | 0.02%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                       | Bristol-Myers Squibb Company                                                                   | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10926.89     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                              | Brixmor Operating Partnership, LP                                                              | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79692.61     | 0.05%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom, Inc.                                                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47090.38     | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom, Inc.                                                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163360.31    | 0.10%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                  | Broadcom, Inc.                                                                                 | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48036.01     | 0.03%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                               | Brookfield Asset Management, Ltd.                                                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11244.23     | 0.01%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                        | Brookfield Finance, Inc.                                                                       | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $50311.51     | 0.03%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES INC                         | Brookfield Residential Properties, Inc./Brookfield Residential US, LLC                         | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     39000 | PA      | $36326.71     | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                             | Brown & Brown, Inc.                                                                            | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23583.17     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                             | Brown & Brown, Inc.                                                                            | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28075.06     | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                           | Buckeye Partners, LP                                                                           | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74518.61     | 0.04%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                           | Buckeye Partners, LP                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55131.24     | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                      | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99706.57     | 0.06%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                      | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16187.59     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                      | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41820.58     | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                                        | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29435.36     | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                                        | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56459.41     | 0.03%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                            | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123552.84    | 0.07%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                            | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36261.93     | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                              | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35401.96     | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                              | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83788.01     | 0.05%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                         | Burlington Stores, Inc., Convertible                                                           | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     28000 | PA      | $41468.00     | 0.02%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES                                       | Business Jet Securities, LLC 2024-2A                                                           | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203654 | PA      | $205254.22    | 0.12%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES                                       | Business Jet Securities, LLC 2022-1A                                                           | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210293 | PA      | $209089.49    | 0.12%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE LTD                                 | CAFL Issuer, LLC 2021-RTL1                                                                     | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305999 | PA      | $290374.27    | 0.17%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                              | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $136571.94    | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                              | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $80028.51     | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                              | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $19295.85     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                              | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $45064.54     | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HOLDINGS LLC                                              | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $165423.53    | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                              | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $95292.11     | 0.06%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                             | CBRE Services, Inc.                                                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57273.85     | 0.03%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL AUTOMOTIVE REIT                                       | Capital Automotive REIT 2024-3A                                                                | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $370509.74    | 0.22%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CFST MORTGAGE TRUST                                           | CFST Mortgage Trust 2025-RTL1                                                                  | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302788.41    | 0.18%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                              | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21993.73     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                              | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34710.00     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                              | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     62000 | PA      | $67669.28     | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                              | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78774.65     | 0.05%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2007-3                                                         | CUSIP: 12543RAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68538 | PA      | $30620.15     | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-2                                                                    | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182994 | PA      | $180290.80    | 0.11%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                   | Cigna Group                                                                                    | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47332.61     | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                   | Cigna Group                                                                                    | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29093.12     | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                   | Cigna Group                                                                                    | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87119.07     | 0.05%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                   | Cigna Group                                                                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83476.50     | 0.05%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2022-NQM1                                                                 | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    368959 | PA      | $367750.84    | 0.21%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, 4.200%                                                                 | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      2825 | NS      | $49296.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, Convertible                                                            | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5347.50      | 0.00%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                        | CMS Energy Corporation, Convertible                                                            | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21742.60     | 0.01%             | 2031-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                            | CNA Financial Corporation                                                                      | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53308.88     | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC.                                | CSG Systems International, Inc., Convertible                                                   | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |     40000 | PA      | $47280.00     | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                  | CSMC Trust 2022-NQM1                                                                           | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180826 | PA      | $160273.78    | 0.09%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                            | CNX Resources Corporation, Convertible                                                         | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     33000 | PA      | $94413.00     | 0.05%             | 2026-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                            | CNX Resources Corporation                                                                      | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71478.19     | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                 | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                                       | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69252.30     | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP                                               | CVR Partners, LP/CVR Nitrogen Finance Corporation                                              | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37100.49     | 0.02%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corporation                                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33109.29     | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corporation                                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94391.17     | 0.05%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corporation                                                                         | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116570.04    | 0.07%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corporation                                                                         | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75561.83     | 0.04%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS Health Corporation                                                                         | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111747.59    | 0.07%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-3CB                                                    | CUSIP: 12667FW76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62558 | PA      | $51601.40     | 0.03%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-46CB                                                   | CUSIP: 12667G7B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39514 | PA      | $27090.24     | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-J3                                                     | CUSIP: 12667GDE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95733 | PA      | $75685.37     | 0.04%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                            | Countrywide Alternative Loan Trust 2005-85CB                                                   | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25209 | PA      | $19967.30     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | Countrywide Home Loan Mortgage Pass Through Trust 2005-22                                      | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57040 | PA      | $46990.89     | 0.03%             | 2035-11-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                    | CHL Mortgage Pass-Through Trust 2005-HYB8                                                      | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13389 | PA      | $13214.63     | 0.01%             | 2035-12-20      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                 | Cable One, Inc., Convertible                                                                   | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40385.00     | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| CACI INTERNATIONAL INC                                        | CACI International, Inc.                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26901.65     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                     | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65563.15     | 0.04%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                     | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45705.10     | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA RESOURCES CORP                                     | California Resources Corporation                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62758.85     | 0.04%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                  | Calpine Corporation                                                                            | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85056.27     | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                    | Canpack SA/Canpack US, LLC                                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     87000 | PA      | $83238.79     | 0.05%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation, 4.800%                                                      | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       725 | NS      | $13115.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation, 5.000%                                                      | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      1600 | NS      | $30416.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation                                                              | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59278.76     | 0.03%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation                                                              | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66954.38     | 0.04%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                   | Cargill, Inc.                                                                                  | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     88000 | PA      | $77936.17     | 0.05%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                   | Cargill, Inc.                                                                                  | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    138000 | PA      | $141816.11    | 0.08%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                   | Cargill, Inc.                                                                                  | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27909.62     | 0.02%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                 | Carnival Corporation                                                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     26000 | PA      | $26847.34     | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                 | Carnival Corporation                                                                           | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     98000 | PA      | $100575.54    | 0.06%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                 | Carnival Corporation                                                                           | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     35000 | PA      | $35388.13     | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                              | Carpenter Technology Corporation                                                               | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26408.85     | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                           | Carrier Global Corporation                                                                     | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80024.30     | 0.05%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                    | Carvana Company                                                                                | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     74080 | PA      | $83594.01     | 0.05%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD                                                | CarVal CLO VI-C, Ltd. 2022-1A                                                                  | CUSIP: 14686FAG3<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-O            | CORP              | XX        |    300000 | PA      | $300335.70    | 0.17%             | 2034-04-21      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CASCADES INC.                                                 | Cascades, Inc./Cascades USA, Inc.                                                              | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     68000 | PA      | $70635.00     | 0.04%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                  | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation  | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24903.91     | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                      | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28096.86     | 0.02%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                      | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12553.74     | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                      | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31155.00     | 0.02%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                      | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42774.39     | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61332.47     | 0.04%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                                          | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     27000 | PA      | $29524.50     | 0.02%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20857.24     | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14355.85     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                        | CenterPoint Energy, Inc., Convertible                                                          | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23280.60     | 0.01%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                  | Central Garden & Pet Company                                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53672.02     | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CENTRAL PARENT LLC                                            | Central Parent, Inc./CDK Global, Inc.                                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $23738.71     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                            | Cerdia Finanz GmbH                                                                             | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     23000 | PA      | $23776.25     | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                        | Champ Acquisition Corporation                                                                  | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $31323.02     | 0.02%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                          | Chart Industries, Inc.                                                                         | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42732.06     | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                          | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $50484.26     | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                          | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47939.40     | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST                                               | ChaseFlex Trust 2005-1                                                                         | CUSIP: 16165TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144332 | PA      | $94829.64     | 0.06%             | 2035-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                                           | Chefs' Warehouse, Inc., Convertible                                                            | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     30000 | PA      | $45486.00     | 0.03%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                              | Chemours Company                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50636.81     | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                   | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42088.30     | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                   | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37762.41     | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                   | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55139.39     | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                           | Cheniere Energy, Inc.                                                                          | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29046.64     | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                       | Chimera Investment Corporation                                                                 | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |       224 | NS      | $2784.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                          | CHNGE Mortgage Trust 2023-2                                                                    | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90857 | PA      | $90985.70     | 0.05%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                  | Churchill Downs, Inc.                                                                          | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31881.04     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                  | Churchill Downs, Inc.                                                                          | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79843.38     | 0.05%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                            | Cipher Compute, LLC                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $43794.77     | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                             | Cisco Systems, Inc.                                                                            | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65175.71     | 0.04%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                    | Citadel, LP                                                                                    | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     49000 | PA      | $52006.42     | 0.03%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167884.49    | 0.10%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82048.36     | 0.05%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96877.95     | 0.06%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28326.47     | 0.02%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24115.94     | 0.01%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32990.98     | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36913.38     | 0.02%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73317.35     | 0.04%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114395.08    | 0.07%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99925.38     | 0.06%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50813.59     | 0.03%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                             | Citigroup Mortgage Loan Trust, Inc. 2004-NCM2                                                  | CUSIP: 17307GGX0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-CBDO         | CORP              | US        |    145194 | PA      | $144147.23    | 0.08%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                             | Citigroup Mortgage Loan Trust, Inc. 2007-AR5                                                   | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233036 | PA      | $210497.83    | 0.12%             | 2037-04-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43541.40     | 0.03%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30929.25     | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | Citigroup, Inc.                                                                                | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65463.62     | 0.04%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc., 7.375%                                                         | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       525 | NS      | $13833.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37799.44     | 0.02%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                  | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44033.16     | 0.03%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                         | Civitas Resources, Inc.                                                                        | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25759.83     | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                         | Civitas Resources, Inc.                                                                        | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117226.34    | 0.07%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                               | Clarivate Science Holdings Corporation                                                         | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $54365.01     | 0.03%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                             | Clean Harbors, Inc.                                                                            | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25728.10     | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                          | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64985.36     | 0.04%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                                          | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47015.69     | 0.03%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                          | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34321.08     | 0.02%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                          | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42535.75     | 0.02%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                      | Cloud Software Group, Inc.                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83320.83     | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                           | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29506.02     | 0.02%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                           | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35875.00     | 0.02%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                           | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41130.98     | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                  | Coca-Cola Company                                                                              | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35338.57     | 0.02%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                           | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21945.00     | 0.01%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                           | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22506.00     | 0.01%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                           | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27834.00     | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                           | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30413.00     | 0.02%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOAN SERVICING LLC                        | College Avenue Student Loans, LLC 2017-A                                                       | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42051 | PA      | $42416.11     | 0.02%             | 2046-11-26      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                              | COLT Mortgage Loan Trust 2024-INV3                                                             | CUSIP: 196919AD6<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $175953.40    | 0.10%             | 2069-09-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                        | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34312.34     | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                        | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $80020.62     | 0.05%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                           | Comcast Corporation                                                                            | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67888.76     | 0.04%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                           | Comcast Corporation                                                                            | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    109000 | PA      | $102144.27    | 0.06%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                           | Comcast Corporation                                                                            | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76051.51     | 0.04%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMERICA INCORPORATED                                         | Comerica, Inc.                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15648.27     | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                         | Thrivent Cash Management Trust                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2407704 | NS      | $2407704.00   | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                | Commonwealth Bank of Australia                                                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     51000 | PA      | $46443.04     | 0.03%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                 | CommScope, LLC                                                                                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40942.19     | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                    | CommScope Technologies, LLC                                                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38912.35     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                        | Comstock Resources, Inc.                                                                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87538.97     | 0.05%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                        | Comstock Resources, Inc.                                                                       | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54889.55     | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                            | Conagra Brands, Inc.                                                                           | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79649.20     | 0.05%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONCENTRA ESCROW ISSUER CORP                                  | Concentra Health Services, Inc.                                                                | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26145.10     | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                   | Consolidated Edison Company of New York, Inc.                                                  | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108647.98    | 0.06%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                      | Constellation Brands, Inc.                                                                     | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80904.01     | 0.05%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                      | Constellation Brands, Inc.                                                                     | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28128.54     | 0.02%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                      | Constellation Brands, Inc.                                                                     | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29466.69     | 0.02%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                           | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45888.51     | 0.03%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                           | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50605.18     | 0.03%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc., 6.375%                                                             | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      1275 | NS      | $29643.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29697.04     | 0.02%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37140.09     | 0.02%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36592.20     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                      | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62473.80     | 0.04%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                 | CoreWeave, Inc.                                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51325.12     | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC VALUE FUND INC                          | Cornerstone Strategic Investment Fund, Inc.                                                    | CUSIP: 21924B302<br>LEI: 549300H6BMBD46PC0Z18 | Long             |  | RF                | US        |      9906 | NS      | $82814.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                    | COPT Defense Properties, LP                                                                    | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81637.10     | 0.05%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                    | COPT Defense Properties, LP, Convertible                                                       | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10059.81     | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                      | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC                      | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16145.53     | 0.01%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                         | Cousins Properties, LP                                                                         | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14416.05     | 0.01%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                          | Reworld Holding Corporation                                                                    | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45175.44     | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                          | Cracker Barrel Old Country Store, Inc., Convertible                                            | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4509.60      | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                            | Credit Agricole SA                                                                             | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     42000 | PA      | $39922.45     | 0.02%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS Group AG                                                                                   | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     83000 | PA      | $82531.61     | 0.05%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                                         | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     64000 | PA      | $16640.00     | 0.01%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST                                       | Home Equity Asset Trust 2003-2                                                                 | CUSIP: 22541NP52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285120 | PA      | $277804.10    | 0.16%             | 2033-08-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                        | Credit Suisse Group AG                                                                         | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    110000 | PA      | $28600.00     | 0.02%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                              | Crown Castle, Inc.                                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50775.63     | 0.03%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US BORROWER LLC                           | Cushman & Wakefield US Borrower, LLC                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25132.73     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                | DCLI Bidco, LLC                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45228.37     | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                            | DTE Energy Company                                                                             | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39675.49     | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD                                | Dai-ichi Life Insurance Company, Ltd.                                                          | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $31337.97     | 0.02%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                      | Dana, Inc.                                                                                     | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75832.72     | 0.04%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                    | DaVita, Inc.                                                                                   | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21249.09     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                    | DaVita, Inc.                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74949.55     | 0.04%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                    | DaVita, Inc.                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40438.83     | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                                    | Deere & Company                                                                                | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31006.54     | 0.02%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                       | John Deere Capital Corporation                                                                 | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16771.44     | 0.01%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP/DELEK LOGISTICS FINANCE CORP      | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                               | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $118442.54    | 0.07%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP/DELEK LOGISTICS FINANCE CORP      | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                               | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39797.51     | 0.02%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                      | Dell, Inc.                                                                                     | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48280.52     | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                           | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95563.69     | 0.06%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                           | Delta Air Lines, Inc.                                                                          | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91276.67     | 0.05%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                   | Deluxe Corporation                                                                             | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     61000 | PA      | $64262.21     | 0.04%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST             | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust 2005-3                                    | CUSIP: 251510EL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87855 | PA      | $76855.65     | 0.04%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                            | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     90000 | PA      | $88540.88     | 0.05%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                     | Deutsche Telekom International Finance BV                                                      | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    144000 | PA      | $168020.41    | 0.10%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                            | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     68000 | PA      | $63162.08     | 0.04%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                      | Diamond Foreign Asset Company/Diamond Finance, LLC                                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     45000 | PA      | $47670.44     | 0.03%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                        | Diamondback Energy, Inc.                                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77493.05     | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                       | Digital Realty Trust, LP, Convertible                                                          | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28392.00     | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                         | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $113663.31    | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                         | DIRECTV Financing, LLC                                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20268.82     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                         | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41904.12     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                             | Capital One Financial Corporation                                                              | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24347.20     | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                         | DIRECTV Financing, LLC                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $54636.88     | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50171.55     | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61326.24     | 0.04%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                           | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     59000 | PA      | $63882.31     | 0.04%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                       | DraftKings Holdings, Inc., Convertible                                                         | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    101000 | PA      | $92263.50     | 0.05%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP                      | Drawbridge Special Opportunities Fund, LP/Drawbridge Special Opportunities Finance Corporation | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $94430.12     | 0.05%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                       | Dream Finders Homes, Inc.                                                                      | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $54304.56     | 0.03%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                       | Dryden 72 CLO, Ltd. 2019-72A                                                                   | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    200000 | PA      | $200378.60    | 0.12%             | 2032-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                                        | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24104.81     | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                                        | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35917.34     | 0.02%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                                        | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42858.04     | 0.02%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation, Convertible                                                           | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46350.00     | 0.03%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                                        | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37062.46     | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                                        | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60316.08     | 0.04%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                              | Duke Energy Corporation                                                                        | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33586.50     | 0.02%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                     | Duke Energy Carolinas, LLC                                                                     | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85182.30     | 0.05%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                          | Duke Energy Ohio, Inc.                                                                         | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32249.39     | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                              | ERP Operating, LP                                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78732.17     | 0.05%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                          | ERAC USA Finance, LLC                                                                          | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52350.10     | 0.03%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                | EPR Properties                                                                                 | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91283.27     | 0.05%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                               | Eastern Energy Gas Holdings, LLC                                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79191.01     | 0.05%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                      | Eastman Chemical Company                                                                       | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67335.12     | 0.04%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON VANCE LTD DURATION INCOME FUND                          | Eaton Vance Limited Duration Income Fund                                                       | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |     12017 | NS      | $119088.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON VANCE TAX MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FUND | Eaton Vance Tax-Managed Global Diversified Equity Income Fund                                  | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             |  | RF                | US        |      6064 | NS      | $57789.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                     | Edgewell Personal Care Company                                                                 | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55057.31     | 0.03%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                                           | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64766.18     | 0.04%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                          | Edison International                                                                           | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46189.09     | 0.03%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| EDUCATION FUNDING TRUST                                       | Education Funding Trust 2020-A                                                                 | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135111 | PA      | $130046.32    | 0.08%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                         | eG Global Finance plc                                                                          | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $27172.05     | 0.02%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                  | Embecta Corporation                                                                            | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64951.52     | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                             | EMRLD Borrower, LP/Emerald Co-Issuer, Inc.                                                     | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $112483.30    | 0.07%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                                                 | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46197.59     | 0.03%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                                                 | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $61859.88     | 0.04%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                                                 | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $23172.34     | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | Enbridge, Inc.                                                                                 | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $51627.34     | 0.03%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc.                                                                     | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |         3 | NS      | $163.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc., Convertible                                                        | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21960.00     | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57956.25     | 0.03%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26873.65     | 0.02%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                      | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34169.77     | 0.02%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                         | Encompass Health Corporation                                                                   | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65885.52     | 0.04%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                        | Energizer Holdings, Inc.                                                                       | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60429.88     | 0.04%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                                            | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15359.30     | 0.01%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                                            | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30245.88     | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29377.18     | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34158.56     | 0.02%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                                            | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34621.79     | 0.02%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | Energy Transfer, LP                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90698.89     | 0.05%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                     | Endo Finance Holdings, Inc.                                                                    | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $53903.99     | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                                            | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11992.50     | 0.01%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                  | Entergy Corporation                                                                            | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24961.20     | 0.01%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                         | Entergy Louisiana, LLC                                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45223.15     | 0.03%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                             | Enterprise Products Operating, LLC                                                             | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73652.14     | 0.04%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                         | Envista Holdings Corporation, Convertible                                                      | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16298.75     | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                         | EquipmentShare.com, Inc.                                                                       | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49880.69     | 0.03%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                         | EquipmentShare.com, Inc.                                                                       | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16900.35     | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                     | ESAB Corporation                                                                               | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42156.90     | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                       | Essential Properties, LP                                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67123.27     | 0.04%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC.                                        | Euronet Worldwide, Inc., Convertible                                                           | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22796.88     | 0.01%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                    | Evergy, Inc., Convertible                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     29000 | PA      | $35293.00     | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                             | Eversource Energy                                                                              | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73496.12     | 0.04%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                          | Excelerate Energy, LP                                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21134.76     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                            | Exelon Corporation                                                                             | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41584.16     | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                            | Exelon Corporation                                                                             | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    137000 | PA      | $132775.20    | 0.08%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                             | Expedia Group, Inc., Convertible                                                               | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $31234.00     | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                             | Expedia Group, Inc.                                                                            | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82056.88     | 0.05%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EZCORP INC.                                                   | EZCORP, Inc., Convertible                                                                      | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     22000 | PA      | $40821.00     | 0.02%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                               | FMC Corporation                                                                                | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21370.65     | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                    | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25708.95     | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                           | FS KKR Capital Corporation                                                                     | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40840.73     | 0.02%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                            | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88121.50     | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                            | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59232.16     | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                            | Meta Platforms, Inc.                                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58546.03     | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRTKL TRUST                                                   | FRTKL Trust 2021-SFR1                                                                          | CUSIP: 30322DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195759.78    | 0.11%             | 2038-09-17      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                               | Fair Isaac Corporation                                                                         | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70873.14     | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                     | FORVIA SE                                                                                      | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     57000 | PA      | $61041.47     | 0.04%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                     | FORVIA SE                                                                                      | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     34000 | PA      | $35107.57     | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation STRIPS 345                                              | CUSIP: 31325VQ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    248938 | PA      | $22183.24     | 0.01%             | 2035-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through                                | CUSIP: 3132A9Q26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255310 | PA      | $248487.11    | 0.14%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61862 | PA      | $62430.05     | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0HN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220972 | PA      | $227475.07    | 0.13%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                     | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385UM6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99227.56     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756999 | PA      | $648836.92    | 0.38%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581429 | PA      | $541682.71    | 0.32%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338601 | PA      | $324493.29    | 0.19%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KRMN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256497 | PA      | $258129.47    | 0.15%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2012-73                                          | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     33289 | PA      | $438.38       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2012-74                                          | CUSIP: 3136A66D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     40179 | PA      | $446.05       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2012-121                                         | CUSIP: 3136A9XR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    132193 | PA      | $2026.58      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2012-139                                         | CUSIP: 3136AAKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     65005 | PA      | $903.11       | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2012-152                                         | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     32110 | PA      | $463.05       | 0.00%             | 2028-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2013-1                                           | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    163035 | PA      | $10980.71     | 0.01%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2012-147                                         | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     86445 | PA      | $1106.15      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2013-18                                          | CUSIP: 3136ACZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     75412 | PA      | $1181.08      | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2013-87                                          | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     81086 | PA      | $1721.96      | 0.00%             | 2028-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2020-89                                          | CUSIP: 3136BCF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    348690 | PA      | $46598.70     | 0.03%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2024-103                                         | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    300000 | PA      | $298296.42    | 0.17%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2025-15                                          | CUSIP: 3136BVQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    350000 | PA      | $342347.78    | 0.20%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association - REMIC 2025-69                                          | CUSIP: 3136BWD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    200000 | PA      | $195526.66    | 0.11%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                          | Federal Realty OP, LP, Convertible                                                             | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13123.50     | 0.01%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 4046                                            | CUSIP: 3137AQGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     26273 | PA      | $255.71       | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 4084                                            | CUSIP: 3137AS6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     49452 | PA      | $765.96       | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 4119                                            | CUSIP: 3137AUUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    176605 | PA      | $12707.51     | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 4203                                            | CUSIP: 3137B2CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    130346 | PA      | $4685.93      | 0.00%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 5051                                            | CUSIP: 3137F82F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    329002 | PA      | $43319.08     | 0.03%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 5092                                            | CUSIP: 3137FYCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1481011 | PA      | $130069.95    | 0.08%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 5107                                            | CUSIP: 3137H03L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2996704 | PA      | $289842.41    | 0.17%             | 2050-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 5249                                            | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     78787 | PA      | $78279.13     | 0.05%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 5334                                            | CUSIP: 3137HAHQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    219650 | PA      | $178802.78    | 0.10%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 5473                                            | CUSIP: 3137HHGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    300000 | PA      | $301977.33    | 0.18%             | 2054-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 5508                                            | CUSIP: 3137HJG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    300000 | PA      | $302800.35    | 0.18%             | 2055-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 5519                                            | CUSIP: 3137HK6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    250000 | PA      | $248996.63    | 0.15%             | 2055-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 5537                                            | CUSIP: 3137HLBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    250000 | PA      | $244998.53    | 0.14%             | 2055-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                        | Federal Home Loan Mortgage Corporation - REMIC 5567                                            | CUSIP: 3137HMF47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    268965 | PA      | $274411.67    | 0.16%             | 2026-01-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286837 | PA      | $260626.71    | 0.15%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145689 | PA      | $137241.81    | 0.08%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365614 | PA      | $301047.56    | 0.18%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662820 | PA      | $537852.30    | 0.31%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99558 | PA      | $81716.49     | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108537 | PA      | $88628.12     | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QNPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1021949 | PA      | $912568.74    | 0.53%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    870277 | PA      | $830487.22    | 0.48%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799232 | PA      | $784432.42    | 0.46%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QS2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082575 | PA      | $1065631.81   | 0.62%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493799 | PA      | $405409.34    | 0.24%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73225 | PA      | $60102.81     | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202754 | PA      | $172006.75    | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XBZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598699 | PA      | $516379.65    | 0.30%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107120 | PA      | $87921.30     | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950531 | PA      | $848208.48    | 0.49%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311633 | PA      | $297384.17    | 0.17%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XHQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175886 | PA      | $165123.86    | 0.10%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417271 | PA      | $389972.65    | 0.23%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304031 | PA      | $291390.79    | 0.17%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJN58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55385 | PA      | $55847.57     | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321580 | PA      | $291331.55    | 0.17%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1032924 | PA      | $1018196.44   | 0.59%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XM5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604581 | PA      | $560305.79    | 0.33%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85036 | PA      | $85668.02     | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XME77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183592 | PA      | $171026.96    | 0.10%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1008732 | PA      | $973075.62    | 0.57%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XNZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227414 | PA      | $212852.78    | 0.12%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XPQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635988 | PA      | $653665.33    | 0.38%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206199 | PA      | $197326.01    | 0.11%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911503 | PA      | $742827.22    | 0.43%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                     | Fells Point Funding Trust                                                                      | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98791.68     | 0.06%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                           | Fifth Third Bancorp, 4.950%                                                                    | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      1450 | NS      | $28043.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                           | Fifth Third Bancorp                                                                            | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40479.26     | 0.02%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                           | Fifth Third Bank NA                                                                            | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110913.28    | 0.06%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                 | FirstCash, Inc.                                                                                | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76282.49     | 0.04%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC (DELAWARE)                      | First Citizens BancShares, Inc./NC                                                             | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85850.44     | 0.05%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES                 | First Horizon Alternative Mortgage Securities Trust 2005-AA5                                   | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20343 | PA      | $19131.46     | 0.01%             | 2035-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                    | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26308.60     | 0.02%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                    | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $30537.39     | 0.02%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                    | Fiserv, Inc.                                                                                   | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22707.92     | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                    | Fiserv, Inc.                                                                                   | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68749.30     | 0.04%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                    | Fiserv, Inc.                                                                                   | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67932.51     | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                    | Fiserv, Inc.                                                                                   | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93273.29     | 0.05%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                                           | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7150.50      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                                           | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40299.00     | 0.02%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                       | FirstEnergy Corporation, Convertible                                                           | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31204.00     | 0.02%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2021-6INV                                                              | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    467957 | PA      | $391073.40    | 0.23%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2021-9INV                                                              | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176641 | PA      | $160535.00    | 0.09%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                       | Flagstar Mortgage Trust 2020-1INV                                                              | CUSIP: 33851YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    231390 | PA      | $202167.11    | 0.12%             | 2050-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                             | Flash Compute, LLC                                                                             | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16842.97     | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORPORATION                                             | Fluor Corporation, Convertible                                                                 | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     54000 | PA      | $61516.80     | 0.04%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                            | Ford Motor Company, Convertible                                                                | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61271.50     | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                 | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75179.88     | 0.04%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                 | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     67000 | PA      | $71962.25     | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                            | Forestar Group, Inc.                                                                           | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73428.84     | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                   | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51044.63     | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                   | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54760.58     | 0.03%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                   | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31537.59     | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CORP                                     | Franklin BSP Capital Corporation                                                               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61429.37     | 0.04%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                 | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118519.82    | 0.07%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                 | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     48000 | PA      | $51554.74     | 0.03%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                 | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18947.97     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                 | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38315.81     | 0.02%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                 | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34020.43     | 0.02%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                          | Frontier Communications Holdings, LLC                                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $73235.74     | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                         | GFL Environmental, Inc.                                                                        | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $92721.53     | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                          | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     52000 | PA      | $55066.39     | 0.03%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                          | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     91000 | PA      | $92345.89     | 0.05%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2023-NQM4                                                                           | CUSIP: 36171FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165787 | PA      | $157610.39    | 0.09%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2025-INV2                                                                           | CUSIP: 36173QAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199916.90    | 0.12%             | 2055-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMAC Mortgage Corporation Loan Trust 2005-HE1                                                  | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16652 | PA      | $7694.18      | 0.00%             | 2035-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMACM Mortgage Loan Trust 2005-AR6                                                             | CUSIP: 36185MBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13762 | PA      | $11245.59     | 0.01%             | 2035-11-19      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                          | GMAC Mortgage Corporation Loan Trust 2005-AR2                                                  | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21433 | PA      | $19184.06     | 0.01%             | 2035-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                            | Ally Financial, Inc.                                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    138000 | PA      | $156630.79    | 0.09%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST                                        | GSAA Home Equity Trust 2004-10                                                                 | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76740 | PA      | $70896.90     | 0.04%             | 2034-08-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                      | Boost Newco Borrower, LLC                                                                      | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    128000 | PA      | $136044.80    | 0.08%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                           | GS Mortgage-Backed Securities Trust 2023-PJ3                                                   | CUSIP: 36270FAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    168256 | PA      | $169145.31    | 0.10%             | 2053-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                       | Gap, Inc.                                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34108.67     | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                       | Gap, Inc.                                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22183.26     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HOLDINGS INC                                   | Garrett Motion Holdings, Inc./Garrett LX I SARL                                                | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $74400.81     | 0.04%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2024-INV3                                                                           | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296794 | PA      | $302265.80    | 0.18%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                    | GCAT Trust 2024-INV1                                                                           | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    427194 | PA      | $438958.25    | 0.26%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                             | General Mills, Inc.                                                                            | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18260.83     | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                             | General Motors Company                                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64536.03     | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13825.74     | 0.01%             | 2027-09-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14057.14     | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20724.86     | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46917.30     | 0.03%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14725.27     | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60701.44     | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109711.14    | 0.06%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27071.75     | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                             | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $84185.68     | 0.05%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                             | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70883.88     | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                    | Genmab AS/Genmab Finance, LLC                                                                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     85000 | PA      | $87111.96     | 0.05%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                                          | Genting New York, LLC/GENNY Capital, Inc.                                                      | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26664.59     | 0.02%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                         | Georgia Power Company                                                                          | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27528.11     | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                              | Getty Images, Inc.                                                                             | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35289.21     | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                           | Gilead Sciences, Inc.                                                                          | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31525.27     | 0.02%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                          | Glencore Funding, LLC                                                                          | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53945.62     | 0.03%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                          | Global Net Lease, Inc./Global Net Lease Operating Partnership, LP                              | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $67185.24     | 0.04%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                           | Global Payments, Inc.                                                                          | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65701.31     | 0.04%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                           | Global Payments, Inc., Convertible                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47541.00     | 0.03%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                | Global Aircraft Leasing Company, Ltd.                                                          | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     50000 | PA      | $51852.45     | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                | GoDaddy Operating Company, LLC/GD Finance Company, Inc.                                        | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47944.08     | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                    | goeasy, Ltd.                                                                                   | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12854.66     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                    | goeasy, Ltd.                                                                                   | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $70154.21     | 0.04%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79114.26     | 0.05%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32446.46     | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121647.75    | 0.07%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35737.97     | 0.02%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83507.34     | 0.05%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38296.14     | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37615.69     | 0.02%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74279.42     | 0.04%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44298.13     | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131267.10    | 0.08%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86603.40     | 0.05%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44353.37     | 0.03%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                         | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26541.20     | 0.02%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                         | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76270.47     | 0.04%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                   | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26045.60     | 0.02%             | 2026-02-10      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                             | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32127.14     | 0.02%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                          | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50082.15     | 0.03%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                          | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42486.34     | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                | Gray Media, Inc.                                                                               | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31184.89     | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                | Gray Media, Inc.                                                                               | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28611.21     | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREENBRIER CO INC                                             | Greenbrier Companies, Inc., Convertible                                                        | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35451.90     | 0.02%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                    | Grifols SA                                                                                     | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     20000 | PA      | $19751.90     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                        | Group 1 Automotive, Inc.                                                                       | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26753.82     | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC                                        | HLF Financing SARL, LLC/Herbalife International, Inc.                                          | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $46017.07     | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC                                        | HLF Financing SARL, LLC/Herbalife International, Inc.                                          | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $38870.68     | 0.02%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA, Inc.                                                                                      | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56777.97     | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA, Inc.                                                                                      | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73472.63     | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA, Inc.                                                                                      | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57474.74     | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA, Inc.                                                                                      | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54334.34     | 0.03%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC Holdings plc                                                                              | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    118000 | PA      | $119089.99    | 0.07%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC Holdings plc                                                                              | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $45743.93     | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                    | HTAP Issuer Trust 2024-2                                                                       | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399114 | PA      | $398706.98    | 0.23%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                    | HTAP Issuer Trust 2025-1                                                                       | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325338 | PA      | $325515.16    | 0.19%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                  | Hartford Insurance Group, Inc.                                                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41633.90     | 0.02%             | 2047-02-12      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                  | Hartford Insurance Group, Inc.                                                                 | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40154.30     | 0.02%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                        | Harvest Midstream I, LP                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70031.69     | 0.04%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                            | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                                          | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $13983.20     | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY INC                                 | Hawaiian Electric Company, Inc.                                                                | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18250.81     | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HECLA MINING COMPANY                                          | Hecla Mining Company                                                                           | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36226.73     | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                          | Kraft Heinz Foods Company                                                                      | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49639.76     | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83047.88     | 0.05%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52621.42     | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47717.29     | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8118.75      | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8106.61      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                          | Hercules Capital, Inc., Convertible                                                            | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7012.60      | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2024-1A                                                       | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $665371.79    | 0.39%             | 2029-01-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-1A                                                       | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $278843.35    | 0.16%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                   | Hertz Vehicle Financing III, LLC 2025-6A                                                       | CUSIP: 42806MDR7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248544.15    | 0.14%             | 2032-05-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                  | Hess Midstream Operations, LP                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $95852.41     | 0.06%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                 | Hewlett Packard Enterprise Company, Convertible, 7.625%                                        | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       761 | NS      | $50751.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                 | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77771.64     | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                           | Highwoods Realty, LP                                                                           | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21983.51     | 0.01%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                           | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $100915.85    | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                           | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48585.21     | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                           | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $33889.74     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                         | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86290.04     | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                         | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23934.49     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                         | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    141000 | PA      | $130887.51    | 0.08%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                         | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38889.77     | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                         | Amrize Finance US, LLC                                                                         | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40218.51     | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                | Home Depot, Inc.                                                                               | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62130.70     | 0.04%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                | Home Depot, Inc.                                                                               | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37303.72     | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                | Home Depot, Inc.                                                                               | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37272.24     | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD                                                   | Home RE, Ltd. 2023-1                                                                           | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    272512 | PA      | $279397.92    | 0.16%             | 2033-10-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                   | HOMES Trust 2023-NQM1                                                                          | CUSIP: 43761JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $174671.93    | 0.10%             | 2068-01-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                   | Honeywell International, Inc.                                                                  | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65211.64     | 0.04%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                           | Hotwire Funding, LLC 2024-1A                                                                   | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305109.42    | 0.18%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                          | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47482.85     | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                          | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $59585.40     | 0.03%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                          | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25111.40     | 0.01%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                         | HUB International, Ltd.                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     69000 | PA      | $72444.83     | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH, 4.500%                                                         | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      1450 | NS      | $24780.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29501.65     | 0.02%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                     | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69818.30     | 0.04%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                             | Huntington Ingalls Industries, Inc.                                                            | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62400.20     | 0.04%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK (THE)                                | Huntington Bank Auto Credit-Linked Notes 2024-2                                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194550 | PA      | $196638.13    | 0.11%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | Hyundai Capital America                                                                        | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62288.35     | 0.04%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | Hyundai Capital America                                                                        | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33106.47     | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | Hyundai Capital America                                                                        | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31759.04     | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE LTD                             | IBM International Capital, Private Ltd.                                                        | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     33000 | PA      | $30756.06     | 0.02%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                             | Iliad Holding SAS                                                                              | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     54000 | PA      | $58117.45     | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                             | Iliad Holding SAS                                                                              | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     43000 | PA      | $44318.08     | 0.03%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                             | INEOS Finance plc                                                                              | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    147000 | PA      | $127696.06    | 0.07%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ITT HOLDINGS LLC                                              | ITT Holdings, LLC                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103642.36    | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                          | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                    | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14989.59     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                          | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                    | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $127226.92    | 0.07%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                   | Crescent Energy Finance, LLC                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45567.54     | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TRUST                              | IndyMac INDA Mortgage Loan Trust 2006-AR1                                                      | CUSIP: 45662BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    431765 | PA      | $330465.22    | 0.19%             | 2036-08-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMJA MORTGAGE LOAN TRUST                              | IndyMac IMJA Mortgage Loan Trust 2007-A3                                                       | CUSIP: 456669AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81640 | PA      | $30681.87     | 0.02%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                  | Insulet Corporation                                                                            | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25017.29     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                             | Intel Corporation                                                                              | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99177.88     | 0.06%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                         | Integer Holdings Corporation, Convertible                                                      | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     16000 | PA      | $18008.00     | 0.01%             | 2028-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                         | Integer Holdings Corporation, Convertible                                                      | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     78000 | PA      | $71994.00     | 0.04%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                              | InterDigital, Inc., Convertible                                                                | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $49446.00     | 0.03%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                        | Brightstar Lottery plc                                                                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     97000 | PA      | $96779.73     | 0.06%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                     | Invitation Homes Operating Partnership, LP                                                     | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     72000 | PA      | $62888.35     | 0.04%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                     | Invitation Homes Operating Partnership, LP                                                     | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81161.66     | 0.05%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                   | ION Platform Finance US, Inc.                                                                  | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32261.15     | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                   | ION Platform Finance US, Inc./ION Platform Finance SARL                                        | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55698.40     | 0.03%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                     | IQVIA, Inc.                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81503.61     | 0.05%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                             | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82870.04     | 0.05%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                             | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29637.14     | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                             | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    172000 | PA      | $163960.27    | 0.10%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISHARES S&P US PREFERRED STOCK                                | iShares Preferred and Income Securities ETF                                                    | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             |  | RF                | US        |      8050 | NS      | $249228.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                             | ITC Holdings Corporation                                                                       | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42558.75     | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                      | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                             | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     49000 | PA      | $45852.85     | 0.03%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2005-S1                                                             | CUSIP: 466247MQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29290 | PA      | $30573.09     | 0.02%             | 2035-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2007-A1                                                             | CUSIP: 46630GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22408 | PA      | $21681.94     | 0.01%             | 2035-07-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125878.56    | 0.07%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    168000 | PA      | $169460.26    | 0.10%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39151.12     | 0.02%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41295.61     | 0.02%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103719.38    | 0.06%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39729.65     | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44402.15     | 0.03%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31170.28     | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27448.41     | 0.02%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16582.70     | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53279.61     | 0.03%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76142.68     | 0.04%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41804.75     | 0.02%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76458.23     | 0.04%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2021-LTV2                                                           | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    171475 | PA      | $148374.31    | 0.09%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                     | Jabil, Inc.                                                                                    | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44388.96     | 0.03%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2023-3                                                              | CUSIP: 46656RAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    235816 | PA      | $235098.75    | 0.14%             | 2053-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                      | J.P. Morgan Mortgage Trust 2025-12MPR                                                          | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $149540.21    | 0.09%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                      | Jacobs Entertainment, Inc.                                                                     | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    111000 | PA      | $108763.35    | 0.06%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                         | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $77803.96     | 0.05%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                         | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $27319.92     | 0.02%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                         | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45790.20     | 0.03%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                         | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36532.87     | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                      | JBS USA LUX SARL/JBS USA Food Company/JBS USA Foods Group                                      | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $66243.78     | 0.04%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                      | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Company               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     73000 | PA      | $72684.38     | 0.04%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                        | Jazz Investments I, Ltd., Convertible                                                          | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     46000 | PA      | $53176.00     | 0.03%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                        | Jazz Investments I, Ltd., Convertible                                                          | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     44000 | PA      | $58564.00     | 0.03%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                           | Jazz Securities DAC                                                                            | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     45000 | PA      | $44384.03     | 0.03%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                         | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                              | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $51989.55     | 0.03%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                         | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                              | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $62980.49     | 0.04%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43868.44     | 0.03%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $113419.76    | 0.07%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                          | Jersey Central Power & Light Company                                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     86000 | PA      | $77250.93     | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                | JBT Marel Corporation, Convertible                                                             | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38805.60     | 0.02%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                | JBT Marel Corporation, Convertible                                                             | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56952.50     | 0.03%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                | Ziff Davis, Inc., Convertible                                                                  | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17586.00     | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34290.67     | 0.02%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.200%                                                               | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      3200 | NS      | $58464.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.625%                                                               | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      2300 | NS      | $45172.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                           | JPMorgan Chase & Company, 4.750%                                                               | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      2125 | NS      | $43010.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES INC                                   | K Hovnanian Enterprises, Inc.                                                                  | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27555.31     | 0.02%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                  | KKR & Company, Inc., Convertible, 6.250%                                                       | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      1346 | NS      | $69776.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR STATIC CLO I LTD                                          | KKR Static CLO I, Ltd. 2022-1A                                                                 | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $498138.00    | 0.29%             | 2031-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                       | KB Home                                                                                        | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72709.13     | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRIBUTORS LLC                                         | KeHE Distributors, LLC/KeHE Finance Corporation/NextWave Distribution, Inc.                    | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $55634.04     | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KENNEYD LEWIS CLO LTD                                         | Kennedy Lewis CLO 3, Ltd. 3A                                                                   | CUSIP: 48936JAC0<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-O            | CORP              | KY        |    200000 | PA      | $200160.20    | 0.12%             | 2036-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                    | Kenvue, Inc.                                                                                   | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112483.42    | 0.07%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                       | KeyCorp, 6.200%                                                                                | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      2000 | NS      | $50760.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                       | KeyCorp, 5.650%                                                                                | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       725 | NS      | $15384.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                  | KeyBank NA/Cleveland, OH                                                                       | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61822.82     | 0.04%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                              | Kilroy Realty, LP                                                                              | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53884.72     | 0.03%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                              | Kilroy Realty, LP                                                                              | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67307.14     | 0.04%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                             | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93387.40     | 0.05%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                          | Kioxia Holdings Corporation                                                                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     37000 | PA      | $38475.40     | 0.02%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                          | Kite Realty Group, LP, Convertible                                                             | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2103.80      | 0.00%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                       | Kodiak Gas Services, LLC                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36763.66     | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                       | Kodiak Gas Services, LLC                                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18507.77     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                          | Kraft Heinz Foods Company                                                                      | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26610.26     | 0.02%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                          | Kraft Heinz Foods Company                                                                      | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61644.37     | 0.04%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                     | Kroger Company                                                                                 | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42541.52     | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                         | L Brands, Inc.                                                                                 | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58676.75     | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                         | L Brands, Inc.                                                                                 | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76679.78     | 0.04%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                | LCI Industries, Convertible                                                                    | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $53212.50     | 0.03%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM LTD PARTNERSHIP                                           | LCM 41, Ltd. 41A                                                                               | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |    550000 | PA      | $550994.40    | 0.32%             | 2036-04-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2023-RTL4                                                                 | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200391.78    | 0.12%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL1                                                                 | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200744.52    | 0.12%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL3                                                                 | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201796.98    | 0.12%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL2                                                                 | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $276850.15    | 0.16%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust 2024-RTL4                                                                 | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $376830.11    | 0.22%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                              | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89285.20     | 0.05%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                             | LYB International Finance III, LLC                                                             | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16059.36     | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                      | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40965.11     | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                              | Crescent Energy Finance, LLC                                                                   | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58888.24     | 0.03%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                              | Crescent Energy Finance, LLC                                                                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58131.75     | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                          | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23458.71     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                          | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33834.74     | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LENNAR CORPORATION                                            | Lennar Corporation                                                                             | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78132.85     | 0.05%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                         | Level 3 Financing, Inc.                                                                        | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20304.02     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                         | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38900.00     | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                         | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88001.91     | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                         | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86568.04     | 0.05%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                         | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34815.41     | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                      | Liberty Mutual Group, Inc.                                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27609.21     | 0.02%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                 | Life Time, Inc.                                                                                | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62495.17     | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                          | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36607.56     | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                          | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     68000 | PA      | $74571.17     | 0.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                           | Lightning Power, LLC                                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80814.68     | 0.05%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                         | Eli Lilly & Company                                                                            | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61652.92     | 0.04%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                         | Eli Lilly & Company                                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34029.01     | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                         | Eli Lilly & Company                                                                            | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60830.87     | 0.04%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                  | Lincoln National Corporation                                                                   | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25104.97     | 0.01%             | 2026-02-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                      | Lindblad Expeditions, LLC                                                                      | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38597.66     | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                             | Lithia Motors, Inc.                                                                            | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17972.71     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc.                                                                | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56114.07     | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                                                   | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $43590.00     | 0.03%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                                                   | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33616.00     | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                 | Live Nation Entertainment, Inc., Convertible                                                   | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37335.00     | 0.02%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                   | Lockheed Martin Corporation                                                                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38907.18     | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                | Long Beach Mortgage Loan Trust 2004-5                                                          | CUSIP: 542514HF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303964 | PA      | $321320.79    | 0.19%             | 2034-09-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                         | Long Ridge Energy, LLC                                                                         | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     63000 | PA      | $67059.78     | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                          | M&T Bank Corporation                                                                           | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95916.33     | 0.06%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                     | MGM Resorts International                                                                      | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47272.83     | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                           | MKS, Inc., Convertible                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     94000 | PA      | $119897.00    | 0.07%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX, LP                                                                                       | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21098.68     | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX, LP                                                                                       | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25504.78     | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX, LP                                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84882.06     | 0.05%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                  | MPT Operating Partnership, LP/MPT Finance Corporation                                          | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42717.34     | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                           | Macquarie Group, Ltd.                                                                          | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     83000 | PA      | $81512.45     | 0.05%             | 2027-09-23      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                             | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      4000 | PA      | $4191.59      | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                             | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $70960.38     | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                     | Macy's Retail Holdings, LLC                                                                    | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $20139.18     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                      | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35990.62     | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                      | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     36000 | PA      | $23718.60     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                      | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    134000 | PA      | $94302.50     | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                      | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    159000 | PA      | $153880.19    | 0.09%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                        | Michaels Companies, Inc.                                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25956.66     | 0.02%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                  | Magnera Corporation                                                                            | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32394.78     | 0.02%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO LTD                                              | Marathon CLO, Ltd. 2021-16A                                                                    | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-O            | CORP              | KY        |    150000 | PA      | $150022.05    | 0.09%             | 2034-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                | Marriott Ownership Resorts, Inc.                                                               | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139099.31    | 0.08%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                             | Marriott Vacations Worldwide Corporation, Convertible                                          | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47500.00     | 0.03%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                      | Mars, Inc.                                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7056.11      | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                | Marsh & McLennan Companies, Inc.                                                               | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40357.92     | 0.02%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                    | Marriott International, Inc./MD                                                                | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39870.25     | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                    | Marriott International, Inc./MD                                                                | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33984.19     | 0.02%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                 | Martin Marietta Materials, Inc.                                                                | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34690.36     | 0.02%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                        | Marvell Technology, Inc.                                                                       | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $38899.69     | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                | Mastercard, Inc.                                                                               | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12299.67     | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOANS TRUST                                 | MASTR Alternative Loans Trust 2004-10                                                          | CUSIP: 576434VW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32982 | PA      | $28148.35     | 0.02%             | 2055-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                   | Match Group Holdings II, LLC                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39753.47     | 0.02%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                   | Match Group Holdings II, LLC                                                                   | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34407.15     | 0.02%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                            | Mattamy Group Corporation                                                                      | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $41626.84     | 0.02%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                     | McGraw-Hill Education, Inc.                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147758.96    | 0.09%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                    | MFA Trust 2024-NPL1                                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341275 | PA      | $341752.94    | 0.20%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                         | McDonald's Corporation                                                                         | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41262.22     | 0.02%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                           | Medline Borrower, LP/Medline Co-Issuer, Inc.                                                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $52721.83     | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                 | Medtronic Global Holdings SCA                                                                  | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     39000 | PA      | $39079.83     | 0.02%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                     | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     97000 | PA      | $96011.22     | 0.06%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                     | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     83000 | PA      | $87300.03     | 0.05%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                     | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     34000 | PA      | $34087.09     | 0.02%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC.                                     | Mercer International, Inc.                                                                     | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     63000 | PA      | $40179.74     | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                | Merck & Company, Inc.                                                                          | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83864.17     | 0.05%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                           | Meritage Homes Corporation, Convertible                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18686.42     | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                           | Meritage Homes Corporation                                                                     | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67430.64     | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET                          | Merrill Lynch Alternative Note Asset Trust 2007-F1                                             | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    164749 | PA      | $51527.44     | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                          | Methanex Corporation                                                                           | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $9833.34      | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                          | Methanex Corporation                                                                           | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $51465.38     | 0.03%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                    | Methanex US Operations, Inc.                                                                   | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44275.84     | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc., 4.750%                                                                          | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |       725 | NS      | $14304.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                                                  | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49311.80     | 0.03%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                                                  | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36675.43     | 0.02%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                   | MetLife, Inc.                                                                                  | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28472.99     | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                            | MetroNet Infrastructure Issuer, LLC 2025-2A                                                    | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253523.63    | 0.15%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                            | MetroNet Infrastructure Issuer, LLC 2025-4A                                                    | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125212.70    | 0.07%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                    | MFA Trust 2024-RTL1                                                                            | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200760.92    | 0.12%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible, 7.500%                                                | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      1240 | NS      | $72267.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc.                                                                     | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20391.19     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                             | Microchip Technology, Inc., Convertible                                                        | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49005.00     | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                         | Micron Technology, Inc.                                                                        | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36790.03     | 0.02%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                     | Mid-America Apartments, LP                                                                     | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84380.02     | 0.05%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                    | MidAmerican Energy Company                                                                     | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    133000 | PA      | $126013.26    | 0.07%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                       | Millrose Properties, Inc.                                                                      | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $48091.53     | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                       | Millrose Properties, Inc.                                                                      | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24215.60     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                         | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     83000 | PA      | $87108.53     | 0.05%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                         | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     14000 | PA      | $14599.26     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies, Inc., Convertible                                                         | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     43000 | PA      | $53234.00     | 0.03%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies, Inc., Convertible                                                         | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     39000 | PA      | $42120.00     | 0.02%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                            | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     81000 | PA      | $79866.36     | 0.05%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                    | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     84000 | PA      | $75235.86     | 0.04%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                    | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     39000 | PA      | $41308.99     | 0.02%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                         | Molina Healthcare, Inc.                                                                        | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21635.80     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                         | Molina Healthcare, Inc.                                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50973.24     | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOODYS CORPORATION                                            | Moody's Corporation                                                                            | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42427.07     | 0.02%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73843.46     | 0.04%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80833.61     | 0.05%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74741.64     | 0.04%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41071.19     | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40575.89     | 0.02%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30625.00     | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44271.14     | 0.03%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26566.42     | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50410.23     | 0.03%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley                                                                                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30304.57     | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 7.125%                                                                         | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2200 | NS      | $55550.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 5.850%                                                                         | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      1380 | NS      | $33837.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                | Morgan Stanley, 4.250%                                                                         | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      1300 | NS      | $22932.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                                       | CUSIP: 617948AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    235008 | PA      | $236448.35    | 0.14%             | 2070-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST                                              | MortgageIT Securities Corporation Mortgage Loan Trust 2007-1                                   | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    417064 | PA      | $366776.60    | 0.21%             | 2047-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO/THE                                                 | Mosaic Company                                                                                 | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85167.90     | 0.05%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                    | Mueller Water Products, Inc.                                                                   | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32090.90     | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                           | Mozart Debt Merger Sub, Inc.                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78104.72     | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                           | Mozart Debt Merger Sub, Inc.                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114616.28    | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MUVICO LLC                                                    | Muvico, LLC                                                                                    | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29681 | PA      | $32195.08     | 0.02%             | 2029-02-19      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| NCR VOYIX CORP                                                | NCR Voyix Corporation                                                                          | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35743.43     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                | NCR Voyix Corporation                                                                          | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42697.38     | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                           | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     79000 | PA      | $80889.87     | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                           | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     54000 | PA      | $53795.69     | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                           | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $44981.05     | 0.03%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                      | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                       | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44632.46     | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                      | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                       | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67311.73     | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                                               | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75201.98     | 0.04%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                                               | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48796.31     | 0.03%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                                               | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54592.05     | 0.03%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35692.97     | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                                               | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35945.53     | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                                               | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16916.78     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                | NRG Energy, Inc.                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111118.70    | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                        | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     42000 | PA      | $42068.41     | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2024-BPL1                                                                      | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200584.84    | 0.12%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                         | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82599.24     | 0.05%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                         | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50126.70     | 0.03%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2025-INV2                                                                      | CUSIP: 62957JAG6<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-CBDO         | CORP              | US        |    401552 | PA      | $403103.08    | 0.23%             | 2060-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                               | NCR Atleos Corporation                                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     42000 | PA      | $45585.79     | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                             | NatWest Group plc                                                                              | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     83000 | PA      | $87143.15     | 0.05%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                  | Navient Corporation                                                                            | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30065.07     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                          | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79134.99     | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                          | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26658.87     | 0.02%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                         | Nesco Holdings II, Inc.                                                                        | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28566.64     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & LIME CO INC                            | New Enterprise Stone and Lime Company, Inc.                                                    | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82930.50     | 0.05%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW HOME COMPANY INC                                          | New Home Company, Inc.                                                                         | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40164.27     | 0.02%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                            | Rithm Capital Corporation                                                                      | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |       761 | NS      | $8294.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                            | Rithm Capital Corporation                                                                      | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17453.92     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                            | Rithm Capital Corporation                                                                      | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38861.20     | 0.02%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                           | New Residential Mortgage Loan Trust 2024-RPL1                                                  | CUSIP: 64832AAC1<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $313222.21    | 0.18%             | 2064-01-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                  | New York Life Global Funding                                                                   | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27435.27     | 0.02%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                             | Newell Brands, Inc.                                                                            | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28373.49     | 0.02%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                             | Newell Brands, Inc.                                                                            | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52283.21     | 0.03%             | 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        |     69000 | PA      | $68748.76     | 0.04%             | 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        |     18000 | PA      | $17462.90     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                             | Newell Brands, Inc.                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32226.53     | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEXSTAR MEDIA INC                                             | Nexstar Media, Inc.                                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65521.16     | 0.04%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                            | Nextera Energy, Inc., Convertible, 7.234%                                                      | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       565 | NS      | $27543.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                            | NextEra Energy, Inc., Convertible, 7.299%                                                      | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       962 | NS      | $49802.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38625.00     | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19553.52     | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc., Convertible                                             | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     24000 | PA      | $29784.00     | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $68325.47     | 0.04%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31244.99     | 0.02%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71780.50     | 0.04%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                        | XPLR Infrastructure, LP, Convertible                                                           | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15700.80     | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                      | Nippon Life Insurance Company                                                                  | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    130000 | PA      | $135365.90    | 0.08%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                                                 | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40300.98     | 0.02%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                                                 | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35387.27     | 0.02%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                                                 | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15535.10     | 0.01%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68782.54     | 0.04%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                  | NiSource, Inc.                                                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50323.84     | 0.03%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                           | Nissan Motor Company, Ltd.                                                                     | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     61000 | PA      | $57492.54     | 0.03%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                           | Nissan Motor Acceptance Company, LLC                                                           | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70197.26     | 0.04%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                           | Nissan Motor Acceptance Company, LLC                                                           | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70009.77     | 0.04%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                          | Noble Finance II, LLC                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $52984.60     | 0.03%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                           | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     62000 | PA      | $59008.14     | 0.03%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                           | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     63000 | PA      | $66492.25     | 0.04%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                  | Norfolk Southern Corporation                                                                   | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64824.09     | 0.04%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                  | Norfolk Southern Corporation                                                                   | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67410.46     | 0.04%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                      | Northern Oil and Gas, Inc.                                                                     | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60575.70     | 0.04%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                      | Northern Oil and Gas, Inc., Convertible                                                        | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78043.50     | 0.05%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                     | Northern States Power Company/MN                                                               | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30051.83     | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                         | Northrop Grumman Corporation                                                                   | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21204.41     | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                         | Northrop Grumman Corporation                                                                   | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60763.42     | 0.04%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                         | Northwestern Mutual Life Insurance Company                                                     | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     72000 | PA      | $76414.18     | 0.04%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                               | Gen Digital, Inc.                                                                              | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65056.01     | 0.04%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                               | Gen Digital, Inc.                                                                              | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21655.85     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC                   | Brundage-Bone Concrete Pumping Holdings, Inc.                                                  | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31636.09     | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                         | Novartis Capital Corporation                                                                   | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    121000 | PA      | $107864.02    | 0.06%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                  | Novelis Corporation                                                                            | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36708.02     | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                  | Novelis Corporation                                                                            | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59245.10     | 0.03%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUVEEN FLOATING RATE INCOME FUND                              | Nuveen Floating Rate Income Fund/Closed-End Fund                                               | CUSIP: 67072T108<br>LEI: HJXCPP3KYE3BVU373P27 | Long             |  | RF                | US        |       781 | NS      | $6115.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND                  | Nuveen Preferred Income Opportunities Fund                                                     | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |      8576 | NS      | $69551.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN CREDIT STRATEGIES INCOME FUND                          | Nuveen Credit Strategies Income Fund                                                           | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     25612 | NS      | $128572.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN GLOBAL HIGH INCOME FUND                                | Nuveen Global High Income Fund                                                                 | CUSIP: 67075G103<br>LEI: 549300I4IAH7O6ZZEH53 | Long             |  | RF                | US        |       215 | NS      | $2711.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM LTD                                                      | OZLM XVII, Ltd. 2017-17A                                                                       | CUSIP: 67111NAW4<br>LEI: 549300EERMFPZ487P195 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $399504.80    | 0.23%             | 2030-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                       | NYMT Loan Trust 2024-BPL2                                                                      | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $378370.61    | 0.22%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                              | Occidental Petroleum Corporation                                                               | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $80941.14     | 0.05%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 50 L                              | Octagon Investment Partners 50, Ltd. 2020-4A                                                   | CUSIP: 67592MBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $400162.00    | 0.23%             | 2035-01-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                          | OI European Group BV                                                                           | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    104000 | PA      | $100632.21    | 0.06%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                     | Olin Corporation                                                                               | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42676.16     | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                 | Olympus Water US Holding Corporation                                                           | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32158.13     | 0.02%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107874.40    | 0.06%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                  | ON Semiconductor Corporation, Convertible                                                      | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     41000 | PA      | $48810.50     | 0.03%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                  | ON Semiconductor Corporation, Convertible                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70950.00     | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                           | Oncor Electric Delivery Company, LLC                                                           | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60176.93     | 0.04%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     73000 | PA      | $72539.73     | 0.04%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                             | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     80000 | PA      | $81454.88     | 0.05%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                     | ONEOK, Inc.                                                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43620.48     | 0.03%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                     | ONEOK, Inc.                                                                                    | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78414.45     | 0.05%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                     | ONEOK, Inc.                                                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80146.49     | 0.05%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                          | OneMain Finance Corporation                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36638.88     | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                          | OneMain Finance Corporation                                                                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42103.52     | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                          | OneMain Finance Corporation                                                                    | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    166000 | PA      | $172460.79    | 0.10%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONE SKY FLIGHT LLC                                            | OneSky Flight, LLC                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     71000 | PA      | $75979.59     | 0.04%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                | 1261229 B.C., Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     74000 | PA      | $76961.25     | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                 | Open Text Holdings, Inc.                                                                       | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $86023.92     | 0.05%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                  | FiberCop SPA                                                                                   | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    117000 | PA      | $110839.29    | 0.06%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                                             | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    121000 | PA      | $119563.10    | 0.07%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                                             | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     88000 | PA      | $71172.14     | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                                             | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58991.96     | 0.03%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44409.41     | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                            | Oracle Corporation                                                                             | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44253.07     | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                  | Organon & Company/Organon Foreign Debt Co-Issuer BV                                            | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $91101.45     | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| OUTFRONT MEDIA CAPITAL LLC                                    | Outfront Media Capital, LLC/Outfront Media Capital Corporation                                 | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $50759.68     | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| OWENS-BROCKWAY GLASS CONTAINER INC                            | Owens-Brockway Glass Container, Inc.                                                           | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40142.04     | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                   | Blue Owl Credit Income Corporation                                                             | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67732.46     | 0.04%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                              | Blue Owl Technology Finance Corporation                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18410.20     | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PBF HOLDING COMPANY LLC                                       | PBF Holding Company, LLC/PBF Finance Corporation                                               | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $87162.76     | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                              | PG&E Corporation                                                                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29916.92     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                              | PG&E Corporation, Convertible                                                                  | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68849.20     | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PGIM HIGH YIELD BOND FUND INC                                 | PGIM High Yield Bond Fund, Inc.                                                                | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |      8547 | NS      | $123675.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM HIGH YIELD BOND FUND INC                                 | PGIM Global High Yield Fund, Inc.                                                              | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |      9802 | NS      | $120956.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43707.52     | 0.03%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46457.37     | 0.03%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32150.72     | 0.02%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33948.81     | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                   | PNC Bank NA                                                                                    | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39659.78     | 0.02%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                       | PPL Capital Funding, Inc.                                                                      | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86024.27     | 0.05%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                       | PPL Capital Funding, Inc., Convertible                                                         | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23058.74     | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                 | PRA Group, Inc.                                                                                | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81738.88     | 0.05%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 LTD                                                 | PPM CLO 3, Ltd. 2019-3A                                                                        | CUSIP: 69355EBA2<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $400138.40    | 0.23%             | 2034-07-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-RCF1                                                                            | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182179 | PA      | $180115.54    | 0.10%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                   | PRKCM Trust 2023-AFC4                                                                          | CUSIP: 69380GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116797 | PA      | $118145.73    | 0.07%             | 2058-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM Trust 2023-NQM3                                                                           | CUSIP: 69380TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $278841.67    | 0.16%             | 2068-11-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-RPL2                                                                            | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $288122.61    | 0.17%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-2                                                                               | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    293160 | PA      | $293707.48    | 0.17%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-8                                                                               | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279778 | PA      | $280188.53    | 0.16%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL2                                                                            | CUSIP: 69392JAB5<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400973.76    | 0.23%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RPL3                                                                            | CUSIP: 69392NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $141579.69    | 0.08%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-5                                                                               | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $124886.03    | 0.07%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RCF6                                                                            | CUSIP: 69393BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $297522.63    | 0.17%             | 2055-12-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                   | PRKCM Trust 2023-AFC2                                                                          | CUSIP: 693964AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46495 | PA      | $46545.55     | 0.03%             | 2058-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM Trust 2023-NQM1                                                                           | CUSIP: 693965AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199306.68    | 0.12%             | 2068-01-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV1                                                                       | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    355633 | PA      | $362190.59    | 0.21%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                              | Pacific Gas and Electric Company                                                               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35096.37     | 0.02%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                              | Pacific Gas and Electric Company                                                               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69128.69     | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-11                                                           | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165448 | PA      | $166193.79    | 0.10%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust 2024-8                                                            | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89970 | PA      | $90300.87     | 0.05%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust 2024-6                                   | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92941 | PA      | $93400.41     | 0.05%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-1A                                                       | CUSIP: 69703NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501235.50    | 0.29%             | 2032-10-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2024-2A                                                       | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $250086.75    | 0.15%             | 2033-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                | Palmer Square Loan Funding, Ltd. 2025-1A                                                       | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    275000 | PA      | $272263.48    | 0.16%             | 2033-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                   | Ovintiv, Inc.                                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     63000 | PA      | $69550.62     | 0.04%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO LTD                                             | Park Blue CLO, Ltd. 2023-3A                                                                    | CUSIP: 70019AAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    150000 | PA      | $150511.20    | 0.09%             | 2038-04-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                | Park Intermediate Holdings, LLC/PK Domestic Property, LLC/PK Finance Co-Issuer, Inc.           | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $120107.40    | 0.07%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                        | Patrick Industries, Inc., Convertible                                                          | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     26000 | PA      | $44122.00     | 0.03%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                   | Paychex, Inc.                                                                                  | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24087.78     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                           | PayPal Holdings, Inc.                                                                          | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69856.46     | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                    | Peabody Energy Corporation, Convertible                                                        | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $58712.50     | 0.03%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                       | Pebblebrook Hotel Trust, Convertible                                                           | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58865.00     | 0.03%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                       | Pebblebrook Hotel Trust, Convertible                                                           | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40761.00     | 0.02%             | 2030-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                               | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19973.35     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                               | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62813.69     | 0.04%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                               | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18607.09     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                    | Penske Truck Leasing Company, LP/PTL Finance Corporation                                       | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41516.55     | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                    | Performance Food Group, Inc.                                                                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74303.88     | 0.04%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                               | Permian Resources Operating, LLC                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41030.64     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                  | Perrigo Finance Unlimited Company                                                              | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     93000 | PA      | $89966.84     | 0.05%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FINANCE CORP                            | PetSmart, LLC/PetSmart Finance Corporation                                                     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $53937.27     | 0.03%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                    | Pfizer, Inc.                                                                                   | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34078.33     | 0.02%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                               | Philip Morris International, Inc.                                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45204.97     | 0.03%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                               | Philip Morris International, Inc.                                                              | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45955.55     | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                               | Philip Morris International, Inc.                                                              | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71343.63     | 0.04%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                               | Philip Morris International, Inc.                                                              | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40310.86     | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                | Phillips 66 Company                                                                            | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25893.41     | 0.02%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                    | Phinia, Inc.                                                                                   | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38311.46     | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LTD                                  | Phoenix Aviation Capital, Ltd.                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     61000 | PA      | $64984.15     | 0.04%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIMCO HIGH INCOME FUND                                        | PIMCO High Income Fund                                                                         | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             |  | RF                | US        |      8234 | NS      | $40017.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO INCOME STRATEGY FUND II                                 | PIMCO Income Strategy Fund II                                                                  | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             |  | RF                | US        |      8107 | NS      | $60802.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO DYNAMIC INCOME FUND                                     | Pimco Dynamic Income Fund                                                                      | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |      5770 | NS      | $102186.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                             | Pinnacle West Capital Corporation, Convertible                                                 | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12810.00     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                             | Pioneer Natural Resources Company                                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57058.60     | 0.03%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                              | Pitney Bowes, Inc.                                                                             | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26016.93     | 0.02%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV5                                                                       | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $224820.90    | 0.13%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                | PMT Loan Trust 2025-INV2                                                                       | CUSIP: 73015JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $256176.53    | 0.15%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST                                    | Point Securitization Trust 2025-2                                                              | CUSIP: 73071PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249948 | PA      | $249649.69    | 0.15%             | 2055-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST                                    | Point Securitization Trust 2025-1                                                              | CUSIP: 73072DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189221 | PA      | $189966.10    | 0.11%             | 2055-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc.                                                                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74006.09     | 0.04%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc.                                                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    133000 | PA      | $126090.24    | 0.07%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc., Convertible                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     58000 | PA      | $62408.00     | 0.04%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc.                                                                            | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51068.93     | 0.03%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                           | Prairie Acquiror, LP                                                                           | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63404.80     | 0.04%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORPORATION                                | Precision Drilling Corporation                                                                 | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $59664.52     | 0.03%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL9                                                                            | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200418.88    | 0.12%             | 2055-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                          | PRET, LLC 2025-NPL4                                                                            | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |    217352 | PA      | $218412.79    | 0.13%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                 | Prime Healthcare Services, Inc.                                                                | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78750.05     | 0.05%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                             | ADT Security Corporation                                                                       | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55208.89     | 0.03%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                    | Progress Residential Trust 2022-SFR3                                                           | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $345902.97    | 0.20%             | 2039-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                   | Prologis, LP                                                                                   | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38957.67     | 0.02%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                        | Prologis Targeted US Logistics Fund, LP                                                        | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47362.93     | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                        | Prologis Targeted US Logistics Fund, LP                                                        | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58007.27     | 0.03%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                   | Protective Life Corporation                                                                    | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75236.29     | 0.04%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCING TRUST I                                   | Provident Financing Trust I                                                                    | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $23778.47     | 0.01%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: —       |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-6                                                                               | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    347466 | PA      | $347603.63    | 0.20%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                                                     | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39065.78     | 0.02%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44588.62     | 0.03%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                                                     | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69455.10     | 0.04%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                      | Prudential Financial, Inc.                                                                     | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95123.66     | 0.06%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2024-7                                                                               | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $400237.36    | 0.23%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-RPL4                                                                            | CUSIP: 74448NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $252132.10    | 0.15%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                              | PRPM, LLC 2025-3                                                                               | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90001 | PA      | $90171.66     | 0.05%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.125%                                                                         | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2275 | NS      | $37287.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.625%                                                                         | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       668 | NS      | $12358.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                | Public Storage, 4.700%                                                                         | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       100 | NS      | $1866.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                         | Qnity Electronics, Inc.                                                                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94065.03     | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                     | QXO Building Products, Inc.                                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62665.12     | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                           | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $39600.81     | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                           | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $56026.09     | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                         | Quikrete Holdings, Inc.                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    158000 | PA      | $164459.04    | 0.10%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2007-QS1                                                | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77280 | PA      | $61872.28     | 0.04%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                              | RCO IX Mortgage, LLC 2025-4                                                                    | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    197040 | PA      | $197114.13    | 0.11%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                       | RHP Hotel Properties, LP/RHP Finance Corporation                                               | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24896.39     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                       | RHP Hotel Properties, LP/RHP Finance Corporation                                               | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47521.96     | 0.03%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                          | RLJ Lodging Trust, LP                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42681.77     | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RFS ASSET SECURITIZATION LLC                                  | RFS Asset Securitization V, LLC 2025-1                                                         | CUSIP: 74970DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151741.50    | 0.09%             | 2032-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                        | Radiology Partners, Inc.                                                                       | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28205.21     | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD                                                 | Radnor Re, Ltd. 2024-1                                                                         | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630663 | PA      | $634055.04    | 0.37%             | 2034-09-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                             | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     41000 | PA      | $43837.22     | 0.03%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                             | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     89000 | PA      | $99542.98     | 0.06%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                             | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     37000 | PA      | $38108.94     | 0.02%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2007-QS6                                                | CUSIP: 75116CAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49724 | PA      | $42523.20     | 0.02%             | 2037-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                               | Rand Parent, LLC                                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $112520.13    | 0.07%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                | Raven Acquisition Holdings, LLC                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $45335.00     | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                              | RCO IX Mortgage, LLC 2025-2                                                                    | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176201 | PA      | $176764.97    | 0.10%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                      | RTX Corporation                                                                                | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46020.90     | 0.03%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                            | Regency Centers, LP                                                                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46264.51     | 0.03%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation, 5.700%                                                          | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       550 | NS      | $12919.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                        | Regions Financial Corporation, 4.450%                                                          | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      1450 | NS      | $25012.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                              | Reinsurance Group of America, Inc.                                                             | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37279.51     | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                              | Reinsurance Group of America, Inc.                                                             | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52144.12     | 0.03%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST                            | Renaissance Home Equity Loan Trust 2006-2                                                      | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216611 | PA      | $73476.21     | 0.04%             | 2036-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                         | Republic Services, Inc.                                                                        | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39289.22     | 0.02%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                | Residential Accredit Loans, Inc. Trust 2005-QS10                                               | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95537 | PA      | $85305.14     | 0.05%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                           | Resideo Funding, Inc.                                                                          | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66529.65     | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC                                   | Resorts World Las Vegas, LLC/RWLV Capital, Inc.                                                | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19607.95     | 0.01%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                  | Rexford Industrial Realty, LP, Convertible                                                     | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12928.50     | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                  | Rexford Industrial Realty, LP, Convertible                                                     | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19934.00     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                            | RGA Global Funding                                                                             | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27042.38     | 0.02%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                               | RingCentral, Inc.                                                                              | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |        19 | NS      | $548.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                               | RingCentral, Inc.                                                                              | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121909.63    | 0.07%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROC SECURITIES TRUST                                          | Roc Mortgage Trust 2024-RTL1                                                                   | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $403907.00    | 0.24%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                            | Roche Holdings, Inc.                                                                           | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60153.25     | 0.04%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                            | Roche Holdings, Inc.                                                                           | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50385.83     | 0.03%             | 2054-03-08      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDINGS LLC                                | TGNR Intermediate Holdings, LLC                                                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50501.81     | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                          | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22740.94     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                          | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $60471.90     | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                          | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21039.98     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                           | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25085.59     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                           | Rocket Software, Inc.                                                                          | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64962.88     | 0.04%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                  | Rockies Express Pipeline, LLC                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65855.73     | 0.04%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                        | Rockford Tower CLO, Ltd. 2021-2A                                                               | CUSIP: 77341LAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    325000 | PA      | $325013.33    | 0.19%             | 2034-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                                                    | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34984.72     | 0.02%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29549.73     | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $32432.23     | 0.02%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                     | Rogers Communications, Inc.                                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31589.76     | 0.02%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA INC.                        | Roller Bearing Company of America, Inc.                                                        | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25581.41     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | Royal Bank of Canada                                                                           | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20755.56     | 0.01%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                             | NatWest Group plc                                                                              | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     42000 | PA      | $42706.52     | 0.02%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                            | Royalty Pharma plc                                                                             | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $41107.50     | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                            | Royalty Pharma plc                                                                             | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     36000 | PA      | $36182.07     | 0.02%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                              | Ryder System, Inc.                                                                             | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50337.09     | 0.03%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                              | Ryder System, Inc.                                                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54069.20     | 0.03%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                      | SESI, LLC                                                                                      | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34455.43     | 0.02%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                      | SLM Corporation                                                                                | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12420.70     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                  | SM Energy Company                                                                              | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41443.43     | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SM ENERGY CO                                                  | SM Energy Company                                                                              | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33424.33     | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                         | SS&C Technologies, Inc.                                                                        | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22889.11     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                                  | SNF Group SACA                                                                                 | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     96000 | PA      | $89709.39     | 0.05%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                              | S&S Holdings, LLC                                                                              | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $37370.85     | 0.02%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                | Sabre GLBL, Inc.                                                                               | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32333.73     | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                       | Saluda Grade Alternative Mortgage Trust 2024-RTL6                                              | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $352054.43    | 0.21%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                       | Saluda Grade Alternative Mortgage Trust 2024-RTL5                                              | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201431.76    | 0.12%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                   | San Diego Gas & Electric Company                                                               | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32073.95     | 0.02%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                    | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46195.74     | 0.03%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA INC                                    | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73579.63     | 0.04%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD.                                           | Santos Finance, Ltd.                                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     32000 | PA      | $31822.22     | 0.02%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                          | Saturn Oil & Gas, Inc.                                                                         | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $23661.76     | 0.01%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| SAUDI ARABIAN OIL CO                                          | Saudi Arabian Oil Company                                                                      | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     54000 | PA      | $52678.08     | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                  | Saxon Asset Securities Trust 2004-2                                                            | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120405 | PA      | $110085.45    | 0.06%             | 2035-08-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                    | Schlumberger Holdings Corporation                                                              | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27121.78     | 0.02%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation, 4.450%                                                             | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |       725 | NS      | $13586.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57645.57     | 0.03%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     41000 | PA      | $44688.84     | 0.03%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                              | Charles Schwab Corporation                                                                     | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81449.38     | 0.05%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                            | Light & Wonder International, Inc.                                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36974.38     | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                 | Scripps Escrow II, Inc.                                                                        | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $25763.89     | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SCULPTOR CLO LTD                                              | Sculptor CLO XXVIII, Ltd. 28A                                                                  | CUSIP: 81124LAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249865.00    | 0.15%             | 2035-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                       | Seagate Data Storage Technology, Private Ltd.                                                  | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     93330 | PA      | $105955.80    | 0.06%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                        | Sealed Air Corporation/Sealed Air Corporation (US)                                             | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $80312.35     | 0.05%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORPORATION                                           | Semtech Corporation, Convertible                                                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     11000 | PA      | $22374.00     | 0.01%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORPORATION                                           | Semtech Corporation, Convertible                                                               | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38142.00     | 0.02%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                                         | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30863.46     | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                                         | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16274.07     | 0.01%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                                         | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30268.05     | 0.02%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                        | Sempra                                                                                         | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30580.14     | 0.02%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                       | Sensata Technologies BV                                                                        | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     62000 | PA      | $60492.97     | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                      | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26277.33     | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                        | Sequoia Mortgage Trust 2025-12                                                                 | CUSIP: 81749XAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $289799.43    | 0.17%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                             | Service Corporation International/US                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46754.94     | 0.03%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHENTEL ISSUER LLC                                            | Shentel Issuer, LLC 2025-1A                                                                    | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252261.63    | 0.15%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                           | Shift4 Payments, Inc., Convertible                                                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $53816.00     | 0.03%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS FINANCE SUB INC                               | Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.                                         | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77436.90     | 0.05%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LLC                                           | Signal Peak CLO 1, Ltd. 2014-1A                                                                | CUSIP: 82666TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    350000 | PA      | $350058.10    | 0.20%             | 2034-04-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LLC                                           | Signal Peak CLO 1, Ltd. 2014-1A                                                                | CUSIP: 82666TAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    375000 | PA      | $370560.38    | 0.22%             | 2034-04-17      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                             | Simmons Foods, Inc.                                                                            | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $53952.66     | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                       | Simon Property Group, LP                                                                       | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38407.39     | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                 | Sinclair Television Group, Inc.                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20888.60     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29070.62     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57064.04     | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33237.25     | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36837.34     | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                 | Sixth Street Lending Partners                                                                  | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42080.37     | 0.02%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                  | Six Flags Entertainment Corporation/Six Flags Theme Parks, Inc./Canada's Wonderland Company    | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25210.35     | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                     | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30297.07     | 0.02%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED CO                           | Smurfit Kappa Treasury, ULC                                                                    | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     56000 | PA      | $56260.07     | 0.03%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                 | Smyrna Ready Mix Concrete, LLC                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     89000 | PA      | $95197.32     | 0.06%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc., Convertible                                                                        | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19938.60     | 0.01%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc., Convertible                                                                        | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63656.00     | 0.04%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                      | Snap, Inc.                                                                                     | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38096.01     | 0.02%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                           | Societe Generale SA                                                                            | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     44000 | PA      | $48905.60     | 0.03%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                               | Solstice Advanced Materials, Inc.                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36316.59     | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                            | Southern California Edison Company                                                             | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72384.62     | 0.04%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, 4.950%                                                                       | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      2875 | NS      | $58190.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company                                                                               | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40975.42     | 0.02%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company                                                                               | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84782.30     | 0.05%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company                                                                               | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42335.34     | 0.02%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible                                                                  | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20273.00     | 0.01%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company                                                                               | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100745.66    | 0.06%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                        | Southern Company, Convertible                                                                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47904.00     | 0.03%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                         | Southwest Airlines Company                                                                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42528.95     | 0.02%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                           | Spectrum Brands, Inc., Convertible                                                             | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34002.00     | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                        | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111128.75    | 0.06%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                    | Sprint Capital Corporation                                                                     | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    118000 | PA      | $126629.22    | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                    | Sprint Capital Corporation                                                                     | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     65000 | PA      | $78608.15     | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block, Inc., Convertible                                                                       | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12018.50     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block, Inc.                                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    142000 | PA      | $147660.12    | 0.09%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block, Inc.                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36731.59     | 0.02%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                     | Block, Inc.                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36957.92     | 0.02%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                 | SRM Escrow Issuer, LLC                                                                         | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45207.99     | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                               | Standard Building Solutions, Inc.                                                              | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86830.64     | 0.05%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                               | Standard Building Solutions, Inc.                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34099.39     | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                        | Standard Chartered plc                                                                         | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     66000 | PA      | $64959.55     | 0.04%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                               | Standard Industries, Inc./NY                                                                   | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $48868.00     | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                               | Standard Industries, Inc./NY                                                                   | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $44892.58     | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                   | Staples, Inc.                                                                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45732.31     | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                               | Star Parent, Inc.                                                                              | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     63000 | PA      | $67234.11     | 0.04%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                   | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27826.04     | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                   | Starwood Property Trust, Inc., Convertible                                                     | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38221.00     | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                   | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20851.88     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                   | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54392.69     | 0.03%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                   | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18193.48     | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                             | State Street Corporation                                                                       | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41799.59     | 0.02%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                             | State Street Corporation                                                                       | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30256.48     | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                                 | State Street Institutional U.S. Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   8242152 | NS      | $8242151.80   | 4.80%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                            | Steel Dynamics, Inc.                                                                           | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29657.45     | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                        | Stena International SA                                                                         | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     87000 | PA      | $88688.32     | 0.05%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                     | Stonebriar ABF Issuer, LLC                                                                     | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27788.40     | 0.02%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                              | Stonex Escrow Issuer, LLC                                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $71569.01     | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                           | Stryker Corporation                                                                            | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51337.99     | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS L.P.                                | Suburban Propane Partners, LP/Suburban Energy Finance Corporation                              | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50042.60     | 0.03%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                           | Sumitomo Mitsui Financial Group, Inc.                                                          | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     59000 | PA      | $62832.08     | 0.04%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE CO                                    | Sumitomo Life Insurance Company                                                                | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $51548.62     | 0.03%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                            | SunCoke Energy, Inc.                                                                           | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32498.21     | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                  | Sunnova Hestia II Issuer, LLC 2024-GRID1                                                       | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248333 | PA      | $246696.07    | 0.14%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco, LP                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61534.40     | 0.04%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco, LP                                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71993.63     | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | Sunoco, LP/Sunoco Finance Corporation                                                          | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64156.29     | 0.04%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                   | Surgery Center Holdings, Inc.                                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34389.92     | 0.02%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INCORPORATED                                        | Synaptics, Inc., Convertible                                                                   | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44226.00     | 0.03%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                                  | Synopsys, Inc.                                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51583.44     | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                        | Synovus Financial Corporation, 8.397%                                                          | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |       425 | NS      | $10986.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS BANK                                                  | Synovus Bank                                                                                   | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43921.52     | 0.03%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                           | Synchrony Financial                                                                            | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56933.20     | 0.03%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD                                              | Symphony CLO XX, Ltd. 2018-20A                                                                 | CUSIP: 87166VBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $250330.25    | 0.15%             | 2032-01-16      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                             | Sysco Corporation                                                                              | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44538.73     | 0.03%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                           | Synergy Infrastructure Holdings, LLC                                                           | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26954.79     | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TCW CLO                                                       | TCW CLO, Ltd. 2018-1A                                                                          | CUSIP: 87240UBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $700126.70    | 0.41%             | 2035-10-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68223.52     | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33148.72     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79254.20     | 0.05%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29843.09     | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54681.05     | 0.03%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST                                            | TVC Mortgage Trust 2024-RRTL1                                                                  | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $350667.35    | 0.20%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                             | Take-Two Interactive Software, Inc.                                                            | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38616.68     | 0.02%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                  | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $76750.45     | 0.04%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                  | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $93163.08     | 0.05%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                       | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18358.45     | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                       | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18613.61     | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP    | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35018.87     | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP    | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $78550.79     | 0.05%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP    | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89997.80     | 0.05%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                          | Talos Production, Inc.                                                                         | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22850.01     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                   | Targa Resources Partners, LP                                                                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115703.08    | 0.07%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                              | Taseko Mines, Ltd.                                                                             | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $110472.34    | 0.06%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                               | Taylor Morrison Communities, Inc.                                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26751.19     | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                              | Teine Energy, Ltd.                                                                             | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | NUSS              | CA        |     64000 | PA      | $63988.12     | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC                                | Telephone and Data Systems, Inc., 6.000%                                                       | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      1000 | NS      | $19050.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                    | TELUS Corporation                                                                              | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $81635.44     | 0.05%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    166000 | PA      | $166371.28    | 0.10%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105966.80    | 0.06%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52712.97     | 0.03%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                   | Tenneco, Inc.                                                                                  | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90287.99     | 0.05%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                                                    | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     16000 | PA      | $26116.80     | 0.02%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                                                    | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     31000 | PA      | $36564.50     | 0.02%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                  | Terawulf, Inc., Convertible                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29410.00     | 0.02%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                 | TerraForm Power Operating, LLC                                                                 | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116892.61    | 0.07%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                         | Texas Instruments, Inc.                                                                        | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28270.79     | 0.02%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                   | Textron, Inc.                                                                                  | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62670.19     | 0.04%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                        | Williams Companies, Inc.                                                                       | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66354.55     | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                         | Thrivent Core Short-Term Reserve Fund                                                          | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     75000 | NS      | $750000.00    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                         | Thrivent Core Emerging Markets Debt Fund                                                       | CUSIP: 88588C306<br>LEI: N/A                  | Long             |  | RF                | US        |   1760043 | NS      | $15576378.34  | 9.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                      | Cloud Software Group, Inc.                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    236000 | PA      | $239088.75    | 0.14%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                          | Toorak Mortgage Trust 2024-1                                                                   | CUSIP: 89053DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $400896.60    | 0.23%             | 2031-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                          | Toorak Mortgage Trust 2025-RRTL1                                                               | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $351617.77    | 0.20%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                     | Toronto-Dominion Bank                                                                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $41918.52     | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                     | Toronto-Dominion Bank                                                                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $44723.76     | 0.03%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                     | Toronto-Dominion Bank                                                                          | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42181.75     | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                      | TotalEnergies Capital SA                                                                       | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    102000 | PA      | $98625.69     | 0.06%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30584.95     | 0.02%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                              | Trane Technologies Financing, Ltd.                                                             | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $40947.02     | 0.02%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                | TransAlta Corporation                                                                          | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $51352.41     | 0.03%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                             | TransCanada Trust                                                                              | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40048.96     | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm, Inc.                                                                                | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    116000 | PA      | $121912.52    | 0.07%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm, Inc.                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    146000 | PA      | $151901.17    | 0.09%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm, Inc.                                                                                | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122816.40    | 0.07%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm, Inc.                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9339.13      | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm, Inc.                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54167.58     | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                | Transocean International, Ltd.                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     51750 | PA      | $54073.99     | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                       | Travelers Companies, Inc.                                                                      | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37578.31     | 0.02%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRI CONTINENTAL CORP                                          | Tri-Continental Corporation                                                                    | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |      1224 | NS      | $39975.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT MORTGAGE INSURANCE CORP                                 | Triangle Re, Ltd. 2023-1                                                                       | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99259 | PA      | $100019.78    | 0.06%             | 2033-11-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                      | Tricon Residential Trust 2024-SFR2                                                             | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $253760.18    | 0.15%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC (PRE-REINCORPORATION)                         | Tripadvisor, Inc.                                                                              | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |        74 | NS      | $1077.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                                                   | Truist Bank                                                                                    | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38473.35     | 0.02%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                                                   | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39902.06     | 0.02%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                                                   | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74595.42     | 0.04%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                                                   | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26298.00     | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                                                   | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108396.78    | 0.06%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation, 4.750%                                                           | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      1450 | NS      | $27840.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | Truist Financial Corporation                                                                   | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65446.57     | 0.04%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                 | Coherent Corporation                                                                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57803.76     | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                               | UGI Corporation, Convertible                                                                   | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     18000 | PA      | $25506.00     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                       | UKG, Inc.                                                                                      | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61632.78     | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp, 4.000%                                                                           | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      1800 | NS      | $29412.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc., Convertible                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     44000 | PA      | $57068.00     | 0.03%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79976.84     | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc., Convertible                                                           | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29217.00     | 0.02%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                         | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69630.33     | 0.04%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS LLC                                   | US Acute Care Solutions, LLC                                                                   | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $48355.91     | 0.03%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                     | Union Pacific Corporation                                                                      | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34886.98     | 0.02%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                           | United Airlines, Inc.                                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88613.97     | 0.05%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                            | United Rentals North America, Inc.                                                             | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49004.21     | 0.03%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                            | United Rentals North America, Inc.                                                             | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116325.40    | 0.07%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                            | United Rentals North America, Inc.                                                             | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50963.90     | 0.03%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp                                                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59488.97     | 0.03%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp                                                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16003.37     | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | U.S. Bancorp                                                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48571.54     | 0.03%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                      | U.S. Treasury Bills                                                                            | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    200000 | PA      | $199884.23    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                      | U.S. Treasury Notes                                                                            | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980000 | PA      | $1936145.93   | 1.13%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                      | U.S. Treasury Notes                                                                            | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $455150.39    | 0.27%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                      | U.S. Treasury Notes                                                                            | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $384546.88    | 0.22%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                      | U.S. Treasury Notes                                                                            | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $304476.56    | 0.18%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                      | U.S. Treasury Notes                                                                            | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $103253.91    | 0.06%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                      | U.S. Treasury Notes                                                                            | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $804150.90    | 0.47%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                      | U.S. Treasury Notes                                                                            | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5324720.63   | 3.10%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                      | U.S. Treasury Notes                                                                            | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $301535.16    | 0.18%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                      | U.S. Treasury Notes                                                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $896519.53    | 0.52%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                      | RTX Corporation                                                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180792.34    | 0.11%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                 | United Wholesale Mortgage, LLC                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51627.34     | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                        | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    106000 | PA      | $100016.11    | 0.06%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $83483.56     | 0.05%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                  | Univision Communications, Inc.                                                                 | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110466.66    | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS INC                                  | Univision Communications, Inc.                                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74200.56     | 0.04%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                  | Univision Communications, Inc.                                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20713.50     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                  | Univision Communications, Inc.                                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42829.79     | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2024-2                                                                        | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449441 | PA      | $449994.80    | 0.26%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2023-1                                                                        | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255976 | PA      | $256376.22    | 0.15%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                    | Unum Group                                                                                     | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65504.49     | 0.04%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                              | Unlock HEA Trust 2024-1                                                                        | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285464 | PA      | $285202.75    | 0.17%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                      | USA Compression Partners, LP/USA Compression Finance Corporation                               | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93160.02     | 0.05%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                      | USA Compression Partners, LP/USA Compression Finance Corporation                               | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $54647.46     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT C, LLC 2021-NPL9                                                                          | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362307 | PA      | $363149.73    | 0.21%             | 2051-05-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT XCVII, LLC 2021-NPL6                                                                      | CUSIP: 91835EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346110 | PA      | $346195.39    | 0.20%             | 2051-04-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                       | VZ Secured Financing BV                                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     82000 | PA      | $74206.16     | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                              | Vail Resorts, Inc.                                                                             | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27439.02     | 0.02%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                   | Valaris, Ltd.                                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     27000 | PA      | $28092.53     | 0.02%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VANGUARD SHORT-TERM CORPORATE BOND INDEX FD                   | Vanguard Short-Term Corporate Bond ETF                                                         | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |      3941 | NS      | $314215.93    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                        | Velocity Commercial Capital Loan Trust 2024-3                                                  | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173742 | PA      | $178329.92    | 0.10%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                              | Ventas Realty, LP, Convertible                                                                 | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $35300.00     | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                            | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43798.14     | 0.03%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                            | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35848.40     | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                            | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82967.52     | 0.05%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                            | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26476.96     | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                            | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26566.35     | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    188000 | PA      | $190425.87    | 0.11%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72593.09     | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87811.16     | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    132000 | PA      | $104244.45    | 0.06%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERDE CLO LTD                                                 | VERDE CLO, Ltd. 2019-1A                                                                        | CUSIP: 92338BBC8<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $400373.20    | 0.23%             | 2032-04-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                    | Verizon Communications, Inc.                                                                   | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63997.20     | 0.04%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                    | Verizon Communications, Inc.                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69114.38     | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                    | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126338.64    | 0.07%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                    | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63456.69     | 0.04%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                    | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15791.23     | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                          | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29511.73     | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2025-3                                                              | CUSIP: 924928AB0<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |    282313 | PA      | $284773.86    | 0.17%             | 2070-05-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2021-8                                                              | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    164524 | PA      | $148882.22    | 0.09%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2021-7                                                              | CUSIP: 92538QAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296664 | PA      | $262816.77    | 0.15%             | 2066-10-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                    | Verus Securitization Trust 2023-1                                                              | CUSIP: 92539BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    184738 | PA      | $184120.38    | 0.11%             | 2067-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                    | Viasat, Inc.                                                                                   | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43936.67     | 0.03%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                           | Viavi Solutions, Inc.                                                                          | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38284.99     | 0.02%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                           | Viavi Solutions, Inc., Convertible                                                             | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     18000 | PA      | $24246.00     | 0.01%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| VIAVI SOLUTIONS INC                                           | Viavi Solutions, Inc., Convertible                                                             | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     27000 | PA      | $38677.50     | 0.02%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                              | Paramount Global                                                                               | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57559.84     | 0.03%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                            | VICI Properties, LP/VICI Note Company, Inc.                                                    | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $153705.99    | 0.09%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                                           | Victra Holdings, LLC/Victra Finance Corporation                                                | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26375.20     | 0.02%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                            | Viking Cruises, Ltd.                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     85000 | PA      | $86314.36     | 0.05%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                      | Virgin Media Finance plc                                                                       | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     68000 | PA      | $59949.29     | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                              | Virgin Media Secured Finance plc                                                               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    141000 | PA      | $138907.08    | 0.08%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC                    | Virgin Media Vendor Financing Notes IV DAC                                                     | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |     58000 | PA      | $56904.72     | 0.03%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                           | Virginia Electric and Power Company                                                            | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48750.27     | 0.03%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC.                                   | Vishay Intertechnology, Inc., Convertible                                                      | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66415.00     | 0.04%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VIRTUS CONVERTIBLE & INCOME FUND                              | Virtus Convertible & Income Fund                                                               | CUSIP: 92838X805<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |      2675 | NS      | $40526.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                    | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     60000 | PA      | $57098.92     | 0.03%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA FINANCE PLC                                    | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     36000 | PA      | $36265.00     | 0.02%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                   | Vistra Corporation                                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49206.83     | 0.03%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                   | Vistra Corporation                                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52908.11     | 0.03%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRTUS DIVIDEND INTEREST & PREMIUM STRATEGY FUND              | Virtus Dividend, Interest & Premium Strategy Fund                                              | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |      9712 | NS      | $125187.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70161.05     | 0.04%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80740.05     | 0.05%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                    | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     33000 | PA      | $34131.27     | 0.02%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VIRTUS EQUITY & CONVERTIBLE INCOME FUND                       | Virtus Equity & Convertible Income Fund                                                        | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |      2300 | NS      | $57316.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE LLC                                                    | VMware, LLC                                                                                    | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    141000 | PA      | $143240.74    | 0.08%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                    | VMware, LLC                                                                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54201.83     | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                            | Vodafone Group plc                                                                             | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     62000 | PA      | $65677.37     | 0.04%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                            | Vodafone Group plc                                                                             | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $58077.09     | 0.03%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT XCIX, LLC 2021-NPL8                                                                       | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37747 | PA      | $37719.07     | 0.02%             | 2051-04-25      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT XCIV, LLC 2021-NPL3                                                                       | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141721 | PA      | $141758.88    | 0.08%             | 2051-02-27      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                         | VOLT CVI, LLC 2021-NP12                                                                        | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265135 | PA      | $265748.13    | 0.15%             | 2051-12-26      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                 | VoltaGrid, LLC                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25759.39     | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                        | Vontive Mortgage Trust 2025-RTL1                                                               | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $152395.91    | 0.09%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND      | Voya Global Equity Dividend & Premium Opportunity Fund                                         | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |     18538 | NS      | $106037.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                                            | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     16000 | PA      | $18072.00     | 0.01%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                                            | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34995.00     | 0.02%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc., Convertible                                                            | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26338.00     | 0.02%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC Energy Group, Inc.                                                                         | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25157.45     | 0.01%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                        | WR Grace Holdings, LLC                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34434.17     | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS                  | Washington Mutual Mortgage Pass-Through Certificates 2005-1                                    | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78756 | PA      | $69207.82     | 0.04%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                         | Waste Connections, Inc.                                                                        | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $21404.83     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                           | Watco Companies, LLC/Watco Finance Corporation                                                 | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $37703.05     | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                   | Wayfair, LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28179.09     | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                   | Wayfair, LLC                                                                                   | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34954.72     | 0.02%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, Convertible, 7.500%                                                     | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       103 | NS      | $124836.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31900.45     | 0.02%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| ALLSPRING INCOME OPPORTUNITIES FUND                           | Allspring Income Opportunities Fund                                                            | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     18858 | NS      | $127857.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.700%                                                                  | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1450 | NS      | $28057.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.750%                                                                  | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1750 | NS      | $34107.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98349.32     | 0.06%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231519.84    | 0.13%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45700.95     | 0.03%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59660.64     | 0.03%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31212.96     | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30994.43     | 0.02%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    136000 | PA      | $141898.34    | 0.08%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52405.59     | 0.03%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.375%                                                                  | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2575 | NS      | $46659.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company, 4.250%                                                                  | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2000 | NS      | $35540.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | Wells Fargo & Company                                                                          | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69329.52     | 0.04%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                              | Welltower OP, LLC, Convertible                                                                 | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $58755.00     | 0.03%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                              | Welltower OP, LLC, Convertible                                                                 | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     26000 | PA      | $39260.00     | 0.02%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53698.78     | 0.03%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37589.92     | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET HIGH YIELD PORTFOLIO                            | Western Asset High Income Opportunity Fund, Inc.                                               | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     33077 | NS      | $122715.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASSET DIVERSIFIED INCOME FUND                         | Western Asset Diversified Income Fund                                                          | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             |  | RF                | US        |      2970 | NS      | $41015.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                   | Western Digital Corporation, Convertible                                                       | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     27000 | PA      | $123762.60    | 0.07%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERATING LP                                | Western Midstream Operating, LP                                                                | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59974.74     | 0.03%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                          | Westpac Banking Corporation                                                                    | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     63000 | PA      | $61988.25     | 0.04%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                         | Whirlpool Corporation                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31030.60     | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                        | Williams Companies, Inc.                                                                       | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38342.71     | 0.02%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                        | Williams Companies, Inc.                                                                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23919.57     | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                      | Willis North America, Inc.                                                                     | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32941.08     | 0.02%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD                                            | Wind River CLO, Ltd. 2022-1A                                                                   | CUSIP: 97316YAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500325.00    | 0.29%             | 2035-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM FINANCE CORP             | Windstream Services, LLC/Windstream Escrow Finance Corporation                                 | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $59836.87     | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                            | Windstream Services, LLC                                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45104.75     | 0.03%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                      | Winnebago Industries, Inc., Convertible                                                        | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42187.50     | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                              | WULF Compute, LLC                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36058.70     | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                     | Wyeth, LLC                                                                                     | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    106000 | PA      | $118965.59    | 0.07%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                      | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                     | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $114701.32    | 0.07%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                | Wynn Macau, Ltd.                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $50643.47     | 0.03%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                        | XHR, LP                                                                                        | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28592.32     | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                        | XHR, LP                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22705.87     | 0.01%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                       | RXO, Inc.                                                                                      | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40882.80     | 0.02%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                               | Xcel Energy, Inc.                                                                              | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64643.94     | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                               | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44529.38     | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                             | Xerox Corporation                                                                              | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28702.46     | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| YUM! BRANDS INC.                                              | Yum! Brands, Inc.                                                                              | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120095.40    | 0.07%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                  | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43479.55     | 0.03%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                               | Zayo Issuer, LLC 2025-3A                                                                       | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299273.52    | 0.17%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                            | Zegona Finance plc                                                                             | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     72000 | PA      | $76369.10     | 0.04%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                      | Ziggo BV                                                                                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     56000 | PA      | $52932.95     | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                    | Zoetis, Inc.                                                                                   | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59465.31     | 0.03%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co.                                          | CDX HY 45, 5 Year, at 5.00%, Quarterly                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   2200000 | OU      | $-6970.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** Thrivent Series Fund, Inc.

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer