# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001410368-26-013133
**Filing Date:** 2026-2
**Character Count:** 486928
**Document Hash:** fc6a6773d0a6f0c24d4212923c97f080
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-013133.hdr.sgml**: 20260218

**ACCESSION NUMBER**: 0001410368-26-013133

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260218

**DATE AS OF CHANGE**: 20260218

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 26646043

**BUSINESS ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9492193233

**MAIL ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### Diversified Bond Portfolio (Series ID: S000026026)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000078095 | Class I      |  |
| C000098966 | Class P      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACIFIC SELECT FUND

- **b. Investment Company Act file number:** 811-05141

- **c. CIK number of Registrant:** 0000813900

- **d. LEI of Registrant:** 549300KH2YJL0X2VEL27

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

  - **Street Address 1:** 700 NEWPORT CTR DR

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** 949-219-3233

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

- **a. Name of Series:** Diversified Bond Portfolio

- **b. EDGAR series identifier (if any):** S000026026

- **c. LEI of Series:** K8VBZFZJHH7WPRCKF425

**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:** $1692505307.14

**Total Liabilities:** $70981660.29

**Net Assets:** $1621523646.85

**Delayed Delivery Securities:** $1512168.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1808.12000000 | **1-Year:** -38014.17000000 | **5-Year:** -162751.99000000 | **10-Year:** -156693.84000000 | **30-Year:** -46792.23000000

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

- **3-Month:** -620.39000000 | **1-Year:** -12324.81000000 | **5-Year:** -41383.85000000 | **10-Year:** -17925.92000000 | **30-Year:** -5776.22000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000078095 | 0.49%                | 0.66%                | -0.14%               |
| Class ID C000098966 | 0.51%                | 0.67%                | -0.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-360984.31              | $2410832.12                                |
| Month 2  | $1327841.52              | $3429122.63                                |
| Month 3  | $2734264.96              | $-13036682.08                              |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    600000 | PA      | $630842.56    | 0.04%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175941.59    | 0.01%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    725000 | PA      | $766580.08    | 0.05%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                             | ALTDE 2025-1 Trust                                                               | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120635 | PA      | $1147590.23   | 0.07%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                  | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9096.70      | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $2369336.17   | 0.15%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2434671.90   | 0.15%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    965000 | PA      | $983280.96    | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.68      | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    540000 | PA      | $523670.15    | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8320000 | PA      | $7515337.19   | 0.46%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1050000 | PA      | $1073797.81   | 0.07%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5225.90      | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                          | AGL CLO 42 Ltd                                                                   | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $892900.63    | 0.06%             | 2038-07-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3635000 | PA      | $3640781.10   | 0.22%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110238.35    | 0.01%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1402604.45   | 0.09%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                    | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2265000 | PA      | $2202860.65   | 0.14%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                    | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1943000 | PA      | $2043287.26   | 0.13%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                 | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    265000 | PA      | $270885.09    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                             | Aker BP ASA                                                                      | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2170000 | PA      | $2120882.90   | 0.13%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16610.65     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | ALLISON TRANSMISSION INC 2025 INCREMENTAL TERM LOAN B                            | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |   1260000 | PA      | $1267875.00   | 0.08%             | 2032-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3400000 | PA      | $3225440.40   | 0.20%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49871.09     | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                  | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    245000 | PA      | $208693.84    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                         | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   1545000 | PA      | $1601627.34   | 0.10%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510252.05    | 0.03%             | 2030-07-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2025-1                              | CUSIP: 02528DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $979236.38    | 0.06%             | 2029-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2025-1                              | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508210.55    | 0.03%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2022-4                              | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53858 | PA      | $54310.97     | 0.00%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2023-4                              | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3460000 | PA      | $3571792.60   | 0.22%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    300000 | PA      | $203310.40    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2637000 | PA      | $2818108.00   | 0.17%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                | Americredit Automobile Receivables Trust 2023-1                                  | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $711234.86    | 0.04%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1347566.34   | 0.08%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7203.26      | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   1740000 | PA      | $1749136.58   | 0.11%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 19 Ltd                                                     | CUSIP: 03328JAQ0<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |   1940000 | PA      | $1954628.90   | 0.12%             | 2038-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 6 Ltd                                                      | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |    925000 | PA      | $928870.32    | 0.06%             | 2038-07-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 28 Ltd                                                     | CUSIP: 03330RAC9<br>LEI: 635400KKB8Y6IYOHUU90 | Long             | ABS-CBDO         | CORP              | KY        |    565000 | PA      | $567719.49    | 0.04%             | 2037-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 30 Ltd                                                     | CUSIP: 03333CAE5<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |   2825000 | PA      | $2830934.28   | 0.17%             | 2037-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1330000 | PA      | $1390529.59   | 0.09%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $324373.33    | 0.02%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1061307.63   | 0.07%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4295072.22   | 0.26%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1817902.71   | 0.11%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                              | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2985000 | PA      | $3010351.61   | 0.19%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                         | APL Finance 2023-1 DAC                                                           | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |    873935 | PA      | $877840.47    | 0.05%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                           | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1215887.56   | 0.07%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                           | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    525000 | PA      | $545149.30    | 0.03%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                           | AppLovin Corp                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $5324280.82   | 0.33%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Trust 2024-A                                                        | CUSIP: 03837DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340669 | PA      | $1354911.16   | 0.08%             | 2050-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc2025 Repriced Term Loan                                      | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    220000 | PA      | $221237.50    | 0.01%             | 2028-04-06      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | Aramark Services Inc2025 Term Loan                                               | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1932843 | PA      | $1945525.95   | 0.12%             | 2030-06-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14811.92     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   2170000 | PA      | $2276492.30   | 0.14%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2799230.58   | 0.17%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2056300.32   | 0.13%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Arixa Mortgage Trust                                    | Arixa Mortgage Trust 2025-RTL1                                                   | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $946220.08    | 0.06%             | 2030-08-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    585000 | PA      | $607859.86    | 0.04%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    615000 | PA      | $621833.58    | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                          | Ascent Education Funding Trust 2024-A                                            | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70639 | PA      | $72638.25     | 0.00%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                             | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10071.89     | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1661942.94   | 0.10%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                | Asplundh Tree Expert LLC2024 Incremental Term Loan B                             | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2829887 | PA      | $2845363.65   | 0.18%             | 2031-05-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                               | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2142034.64   | 0.13%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ATLASSIAN CORPORATION                                   | Atlassian Corp                                                                   | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4311765.73   | 0.27%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                              | ATLX 2024-RPL1 Trust                                                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548628 | PA      | $536979.48    | 0.03%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                              | ATLX 2024-RPL2 Trust                                                             | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591762 | PA      | $578694.33    | 0.04%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                               | Auxilior Term Funding 2023-1 LLC                                                 | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509195 | PA      | $511788.06    | 0.03%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                          | Avant Credit Card Master Trust 2025-1                                            | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $815773.52    | 0.05%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9607.10      | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                       | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3336075.51   | 0.21%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405369.69    | 0.02%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2049408.80   | 0.13%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $106055.43    | 0.01%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2080000 | PA      | $2168367.14   | 0.13%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJG0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2560000 | PA      | $2601241.09   | 0.16%             | 2028-10-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $696937.50    | 0.04%             | 2030-12-20      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $262227.55    | 0.02%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $258583.92    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $325303.36    | 0.02%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1820000 | PA      | $1764147.49   | 0.11%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1090000 | PA      | $1120325.95   | 0.07%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1045000 | PA      | $1038542.59   | 0.06%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7243.91      | 0.00%             | 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        |      7000 | PA      | $7311.45      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5298.92      | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5258.94      | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2022-A                                                  | CUSIP: 054977AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $256552.95    | 0.02%             | 2035-02-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                           | BGC Group Inc                                                                    | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1653879.26   | 0.10%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                                   | BCC Middle Market CLO 2025-1 LLC                                                 | CUSIP: 05555YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2115000 | PA      | $2115648.44   | 0.13%             | 2037-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $582521.84    | 0.04%             | 2042-11-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $266311.56    | 0.02%             | 2042-11-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $557360.57    | 0.03%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-DELC                                                               | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $371077.88    | 0.02%             | 2042-12-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-DELC                                                               | CUSIP: 05594MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100317.08    | 0.01%             | 2042-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $710620.75    | 0.04%             | 2041-06-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-VLT5                                           | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $898012.69    | 0.06%             | 2046-11-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-VLT5                                           | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $117154.28    | 0.01%             | 2046-11-13      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Commercial Mortgage Trust 2025-STAR                                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201419.28    | 0.01%             | 2042-11-05      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2022-4 Ltd                                               | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1110000 | PA      | $1113582.53   | 0.07%             | 2037-10-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1690000 | PA      | $1696579.31   | 0.10%             | 2037-04-16      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                   | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12441.93     | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 28 Ltd                                                             | CUSIP: 05876HAA0<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1142705.97   | 0.07%             | 2038-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                  | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    760000 | PA      | $791540.00    | 0.05%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1942891.05   | 0.12%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    740000 | PA      | $769151.86    | 0.05%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1946430.16   | 0.12%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2351682.62   | 0.15%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK22                                                                  | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $569490.12    | 0.04%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK45                                                                  | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $1043101.98   | 0.06%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1960000 | PA      | $2108588.72   | 0.13%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $255288.75    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    865000 | PA      | $887187.25    | 0.05%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                    | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4964533.56   | 0.31%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $245841.58    | 0.02%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO 43 Ltd                                               | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250174.63    | 0.02%             | 2038-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2024-1CON                                               | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327081 | PA      | $334701.17    | 0.02%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust           | BHG Securitization Trust 2024-1CON                                               | CUSIP: 08862HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    721103 | PA      | $742729.01    | 0.05%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 6 Ltd                                                            | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |   2675000 | PA      | $2679431.46   | 0.17%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 7 Ltd                                                            | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $750736.73    | 0.05%             | 2038-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 13 Ltd                                                           | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    940000 | PA      | $941004.31    | 0.06%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BLACKROCK RAINIER CLO LTD                               | Blackrock MT Lassen Clo XV LLC                                                   | CUSIP: 092916AA3<br>LEI: 529900270ZC9EIH17Z28 | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $1073486.92   | 0.07%             | 2037-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                    | Blue Owl Finance LLC                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3131094.96   | 0.19%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                 | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1384359.45   | 0.09%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Bluepeak ABS Issuer                                     | Bluepeak ABS Issuer LLC                                                          | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420000 | PA      | $1429382.08   | 0.09%             | 2055-12-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    880000 | PA      | $879179.95    | 0.05%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     11970 | NS      | $826648.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1701136.08   | 0.10%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $6934972.49   | 0.43%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152190.34    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    925000 | PA      | $950766.76    | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484096.48    | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    710000 | PA      | $753873.84    | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    790000 | PA      | $874300.99    | 0.05%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $4793341.25   | 0.30%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1334359.87   | 0.08%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                    | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    305000 | PA      | $291687.04    | 0.02%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                  | BRF SA                                                                           | CUSIP: 10552TAH0<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   1705000 | PA      | $1433814.64   | 0.09%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM AMERICA FINANCE                                 | Braskem America Finance Co                                                       | CUSIP: 10554CAA0<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $851733.85    | 0.05%             | 2041-07-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust 2023-1                             | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2265000 | PA      | $2370631.90   | 0.15%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust 2024-2                             | CUSIP: 10805MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1018579.80   | 0.06%             | 2030-02-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust 2024-2                             | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1130700.12   | 0.07%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1599837.91   | 0.10%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    795000 | PA      | $684924.81    | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7960000 | PA      | $6753814.27   | 0.42%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $660536.09    | 0.04%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    355000 | PA      | $364232.55    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1490750 | PA      | $1504856.42   | 0.09%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                               | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3050000 | PA      | $3059789.28   | 0.19%             | 2044-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT7                                                               | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $471641.71    | 0.03%             | 2044-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4300620.06   | 0.27%             | 2042-03-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                             | CAFL 2023-RTL1 Issuer LLC                                                        | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3070000 | PA      | $3070000.00   | 0.19%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18860.30     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $389860.74    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1146301.66   | 0.07%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1774506.58   | 0.11%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd                                        | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAL0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $255802.91    | 0.02%             | 2037-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                         | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   1350285 | PA      | $1258627.93   | 0.08%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $807197.94    | 0.05%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $1297917.15   | 0.08%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    330000 | PA      | $200109.79    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    204000 | PA      | $162484.02    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2409215.52   | 0.15%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    183088 | PA      | $168506.82    | 0.01%             | 2037-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   5800000 | PA      | $5339997.94   | 0.33%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1353116.02   | 0.08%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-RPL2Trust                                                              | CUSIP: 12656TAA6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1053618 | PA      | $937752.78    | 0.06%             | 2060-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM4                                                                   | CUSIP: 12659PAA1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    610801 | PA      | $535173.19    | 0.03%             | 2066-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                           | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    901586 | PA      | $910821.79    | 0.06%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    885000 | PA      | $909626.98    | 0.06%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    840000 | PA      | $840950.88    | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                 | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4205000 | PA      | $4282390.75   | 0.26%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAC2<br>LEI: 2549001KZI4SL4Y7BH27 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251085.84    | 0.02%             | 2031-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2903498.94   | 0.18%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1298906.63   | 0.08%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Mortgage Trust                                 | Cardinal Mortgage Trust 2025-RTL1                                                | CUSIP: 14151BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $722145.74    | 0.04%             | 2030-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2014-2R Ltd                                 | CUSIP: 14314LAG0<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |    735573 | PA      | $738243.64    | 0.05%             | 2031-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2756498.04   | 0.17%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | CarMax Auto Owner Trust 2024-2                                                   | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $46389.65     | 0.00%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1639000 | PA      | $1693275.37   | 0.10%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2315000 | PA      | $2382729.96   | 0.15%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1215000 | PA      | $1248450.14   | 0.08%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                    | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10169.75     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO II Ltd                                                                | CUSIP: 14686ABE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1810000 | PA      | $1816713.53   | 0.11%             | 2032-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2024-N1                                           | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $724052.04    | 0.04%             | 2030-05-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2024-N1                                           | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306192.51    | 0.02%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2024-N2                                           | CUSIP: 14687VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $410285.52    | 0.03%             | 2030-09-10      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2024-N3                                           | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $598657.80    | 0.04%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2023-N4                                           | CUSIP: 14688LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84261 | PA      | $84303.49     | 0.01%             | 2028-01-10      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2023-N4                                           | CUSIP: 14688LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1495000 | PA      | $1532038.92   | 0.09%             | 2030-02-11      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                | Castlelake Aircraft Structured Trust 2019-1                                      | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2037537 | PA      | $1997350.01   | 0.12%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    735000 | PA      | $760394.26    | 0.05%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   4590000 | PA      | $4398302.32   | 0.27%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                  | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1190000 | PA      | $1190597.86   | 0.07%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1419586.48   | 0.09%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1698607.87   | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                      | Cenovus Energy Inc                                                               | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    633000 | PA      | $632466.84    | 0.04%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                | Cerberus Loan Funding XLVII LLC                                                  | CUSIP: 156945AA5<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-CBDO         | CORP              | US        |   2685000 | PA      | $2687932.77   | 0.17%             | 2036-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $346027.71    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $411053.58    | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $815399.05    | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9733.40      | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2767636.91   | 0.17%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1980000 | PA      | $1231560.00   | 0.08%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2745000 | PA      | $1704507.75   | 0.11%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $713520.00    | 0.04%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2485000 | PA      | $2630621.00   | 0.16%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                  | Choice Hotels International Inc                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535472.98    | 0.03%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Ciena Corp                                              | Ciena Corp2025 Repriced Term Loan B                                              | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    481778 | PA      | $484100.43    | 0.03%             | 2030-10-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                         | CUSIP: 17182XAW1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $627312.50    | 0.04%             | 2038-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-VII Ltd                                                        | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    645000 | PA      | $647128.50    | 0.04%             | 2038-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10197.33     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                              | Citadel LP                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    615000 | PA      | $653073.28    | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                              | Citadel LP                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    810000 | PA      | $846575.13    | 0.05%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                  | Citadel Securities Global Holdings LLC2024 First Lien Term Loan                  | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    424244 | PA      | $426895.40    | 0.03%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2016-C3                                      | CUSIP: 17325GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1461451 | PA      | $1446668.95   | 0.09%             | 2049-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1870000 | PA      | $1780698.15   | 0.11%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443606.49    | 0.03%             | 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        |      7000 | PA      | $7270.56      | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    687000 | PA      | $720439.73    | 0.04%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3093.01      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3083.49      | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                       | Clean Harbors Inc2025 Term Loan                                                  | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |   1360000 | PA      | $1372920.00   | 0.08%             | 2032-10-08      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1589439.47   | 0.10%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                         | CLIF Holdings LLC                                                                | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1855000 | PA      | $1856113.00   | 0.11%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2024-B LLC                                             | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $241787.83    | 0.01%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    355000 | PA      | $379140.00    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                       | Cometa Energia SA de CV                                                          | CUSIP: 20039FAA7<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |   1673595 | PA      | $1756339.21   | 0.11%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119704.11    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165143.48    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                     | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $926306.84    | 0.06%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                     | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $237598.72    | 0.01%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                     | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $992395.77    | 0.06%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $6007129.00   | 0.37%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   7860000 | PA      | $6862851.40   | 0.42%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1330919.04   | 0.08%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2025-2                                         | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $406682.96    | 0.03%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                               | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1375000 | PA      | $1460315.81   | 0.09%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2024-3                                         | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $515863.27    | 0.03%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2024-2                                         | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $704468.17    | 0.04%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2024-1                                         | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $399459.29    | 0.02%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1936908 | PA      | $1973105.30   | 0.12%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                        | Crown City CLO I                                                                 | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | PA      | $1084652.75   | 0.07%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2017-RPL1 Trust                                                             | CUSIP: 22945AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $412490.90    | 0.03%             | 2057-07-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                      | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $456747.22    | 0.03%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                 | DCP Midstream Operating LP                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1090766.02   | 0.07%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1624055.28   | 0.10%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    695000 | PA      | $724069.46    | 0.04%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    790000 | PA      | $796907.14    | 0.05%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                 | DataBank Issuer II LLC                                                           | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1520000 | PA      | $1500168.10   | 0.09%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                              | DaVita Inc2025 Term Loan B                                                       | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   2114428 | PA      | $2125378.47   | 0.13%             | 2031-05-09      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1590753.14   | 0.10%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $189112.48    | 0.01%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1580000 | PA      | $1736600.17   | 0.11%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    950000 | PA      | $952878.06    | 0.06%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Diameter Capital CLO                                    | Diameter Capital CLO 10 Ltd                                                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $315823.65    | 0.02%             | 2038-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1097171.03   | 0.07%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $194726.55    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11248.62     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14750.12     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $669646.65    | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1051143.86   | 0.06%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $280613.19    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000202.34   | 0.06%             | 2031-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                 | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1611854.80   | 0.10%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer LLC                                      | EDI ABS Issuer 1 LLC                                                             | CUSIP: 268332AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1260000 | PA      | $1222878.38   | 0.08%             | 2055-07-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    441000 | PA      | $439357.32    | 0.03%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380312.33    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24861.77     | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1009226.27   | 0.06%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    575000 | PA      | $533874.92    | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                                   | EWC Master Issuer LLC                                                            | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1013250 | PA      | $1002239.92   | 0.06%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                     | Eagle Materials Inc                                                              | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2594363.13   | 0.16%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                     | Eastman Chemical Co                                                              | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1031166.91   | 0.06%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    401911 | PA      | $1343387.52   | 0.08%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5092925 | PA      | $5635735.01   | 0.35%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1115000 | PA      | $1148216.64   | 0.07%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1055000 | PA      | $1087082.55   | 0.07%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AC6<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    765000 | PA      | $818184.73    | 0.05%             | 2032-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |   1080000 | PA      | $1158192.00   | 0.07%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1080000 | PA      | $1148337.00   | 0.07%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                          | Empresa Nacional de Telecomunicaciones SA                                        | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |    535000 | PA      | $480148.70    | 0.03%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                                | Empresa de los Ferrocarriles del Estado                                          | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    620000 | PA      | $399280.00    | 0.02%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1980665.32   | 0.12%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2302626.61   | 0.14%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9614.34      | 0.00%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    885000 | PA      | $910790.09    | 0.06%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1338525.23   | 0.08%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                        | Enel Americas SA                                                                 | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    505000 | PA      | $503983.84    | 0.03%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4822.27      | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                            | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    560000 | PA      | $525234.17    | 0.03%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2573149.03   | 0.16%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5103.78      | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2025-1 LLC                                            | CUSIP: 29390HAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $193338.51    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2025-1 LLC                                            | CUSIP: 29390HAD1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $220662.69    | 0.01%             | 2031-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7206.27      | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                                  | EverBright Solar Trust 2024-A                                                    | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    739047 | PA      | $707870.56    | 0.04%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2024-3                                       | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306824.67    | 0.02%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $703708.60    | 0.04%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                       | Expedia Group Inc                                                                | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2779723.05   | 0.17%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $441282.34    | 0.03%             | 2042-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $180579.82    | 0.01%             | 2042-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120416.78    | 0.01%             | 2042-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    744000 | PA      | $720209.80    | 0.04%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                     | FS KKR Capital Corp                                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2264165.89   | 0.14%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1245883.20   | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1433633.36   | 0.09%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1853819.75   | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    424000 | PA      | $436860.77    | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                | FHF Issuer Trust 2025-2                                                          | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1555000 | PA      | $1557545.85   | 0.10%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                            | Falabella SA                                                                     | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |   1230000 | PA      | $1101532.65   | 0.07%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8N26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    904267 | PA      | $957715.20    | 0.06%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9PU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69614 | PA      | $73765.36     | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131WLCE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    682159 | PA      | $701853.18    | 0.04%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132A4KN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    607050 | PA      | $624599.16    | 0.04%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    602416 | PA      | $594254.57    | 0.04%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DN5L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675818 | PA      | $584575.34    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DN6L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1236270 | PA      | $1216369.69   | 0.08%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    921233 | PA      | $825473.00    | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNTS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2267508 | PA      | $2033087.08   | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DP2Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    467112 | PA      | $470528.83    | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPNF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619168 | PA      | $607062.09    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPT73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536632 | PA      | $537924.47    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPUU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    693403 | PA      | $700594.93    | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPYG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490265 | PA      | $499322.36    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPZN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317268 | PA      | $306650.13    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQB70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    859848 | PA      | $879837.26    | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQC53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280960 | PA      | $282331.68    | 0.02%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQQY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647686 | PA      | $663639.35    | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQX50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331497 | PA      | $326042.15    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQXK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    596468 | PA      | $600119.08    | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1910607 | PA      | $1844117.98   | 0.11%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328348 | PA      | $280699.35    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19522508 | PA      | $15839013.91  | 0.98%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y0GA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176680 | PA      | $179925.58    | 0.01%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ABUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    513302 | PA      | $444107.97    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AJFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415802 | PA      | $360332.28    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ALHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258999 | PA      | $226267.32    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133APF79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    574540 | PA      | $496969.41    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133APK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    452326 | PA      | $390386.70    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BUNF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233212 | PA      | $244476.30    | 0.02%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BYCW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1056966 | PA      | $1077751.88   | 0.07%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1086798 | PA      | $937659.04    | 0.06%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KN6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507771 | PA      | $487093.65    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KQXT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641799 | PA      | $644527.91    | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136A65Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281738 | PA      | $15053.00     | 0.00%             | 2042-03-25      | Floating      | 2.66%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136A6X74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59162 | PA      | $7683.90      | 0.00%             | 2042-07-25      | Floating      | 2.61%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AATF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113206 | PA      | $12944.32     | 0.00%             | 2042-12-25      | Floating      | 2.16%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AAXW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372564 | PA      | $40441.76     | 0.00%             | 2042-12-25      | Floating      | 2.16%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136ABQD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355637 | PA      | $17390.26     | 0.00%             | 2042-03-25      | Floating      | 2.16%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136ADXW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8643 | PA      | $131.10       | 0.00%             | 2032-04-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AFRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68267 | PA      | $1063.26      | 0.00%             | 2028-07-25      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AFRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146515 | PA      | $4300.73      | 0.00%             | 2032-09-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AHQK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370853 | PA      | $18310.48     | 0.00%             | 2041-09-25      | Floating      | 2.16%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136AKHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272987 | PA      | $16681.16     | 0.00%             | 2044-06-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136APTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918161 | PA      | $78604.75     | 0.00%             | 2045-08-25      | Floating      | 2.16%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136B26C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1419057 | PA      | $170061.42    | 0.01%             | 2048-09-25      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FFWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173447 | PA      | $32933.94     | 0.00%             | 2038-07-25      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FG4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167550 | PA      | $30922.38     | 0.00%             | 2039-01-25      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FG4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67092 | PA      | $11779.43     | 0.00%             | 2039-01-25      | Variable      | 5.00%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FG4J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63276 | PA      | $12084.65     | 0.00%             | 2039-01-25      | Variable      | 5.50%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FG4R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87245 | PA      | $12791.93     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FG4Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83223 | PA      | $15831.23     | 0.00%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FLEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32697 | PA      | $238.50       | 0.00%             | 2026-11-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FLEV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95750 | PA      | $1199.10      | 0.00%             | 2027-04-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FLFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464630 | PA      | $67069.57     | 0.00%             | 2041-11-25      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FLFL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761449 | PA      | $132501.39    | 0.01%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                        | CUSIP: 3136FLFR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99663 | PA      | $16329.23     | 0.00%             | 2039-11-25      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137AGE55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154557 | PA      | $14315.63     | 0.00%             | 2041-10-15      | Floating      | 1.85%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137APW48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    374659 | PA      | $28186.41     | 0.00%             | 2039-08-15      | Floating      | 1.95%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137AXES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56297 | PA      | $1267.15      | 0.00%             | 2031-12-15      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137B2DY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247399 | PA      | $18839.64     | 0.00%             | 2042-09-15      | Floating      | 2.15%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137B4A30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58446 | PA      | $396.79       | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137BAQX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    832865 | PA      | $86635.96     | 0.01%             | 2044-05-15      | Floating      | 1.90%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11139111 | PA      | $327709.64    | 0.02%             | 2030-12-25      | Variable      | 0.71%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5580750 | PA      | $50563.16     | 0.00%             | 2027-12-25      | Variable      | 0.56%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7041147 | PA      | $186345.22    | 0.01%             | 2029-06-25      | Variable      | 0.87%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4302413 | PA      | $15513.55     | 0.00%             | 2026-07-25      | Variable      | 1.26%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1334204 | PA      | $11487.77     | 0.00%             | 2027-06-25      | Variable      | 1.20%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14492955 | PA      | $47995.60     | 0.00%             | 2026-10-25      | Variable      | 0.61%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3247409 | PA      | $148580.76    | 0.01%             | 2030-01-25      | Variable      | 1.31%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4941331 | PA      | $163557.35    | 0.01%             | 2036-02-25      | Variable      | 0.47%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16739682 | PA      | $358536.36    | 0.02%             | 2031-03-25      | Variable      | 0.51%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H0GP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5976970 | PA      | $50716.20     | 0.00%             | 2028-03-25      | Variable      | 0.77%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H4SK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14809768 | PA      | $242534.83    | 0.01%             | 2031-12-25      | Variable      | 0.39%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H73R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6878590 | PA      | $115373.90    | 0.01%             | 2032-03-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H74C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13141156 | PA      | $258460.26    | 0.02%             | 2055-04-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7ZD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22428048 | PA      | $335860.01    | 0.02%             | 2032-06-25      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H8BN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18001029 | PA      | $407093.27    | 0.03%             | 2032-06-25      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAAJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19989997 | PA      | $386811.23    | 0.02%             | 2033-05-25      | Variable      | 0.25%                 | No            |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAMD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7983073 | PA      | $90050.10     | 0.01%             | 2033-07-25      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138AFC65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280563 | PA      | $288673.40    | 0.02%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138ELYW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    578733 | PA      | $615974.14    | 0.04%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WDW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170251 | PA      | $170845.69    | 0.01%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 31394UEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99048 | PA      | $9077.99      | 0.00%             | 2035-10-25      | Floating      | 1.61%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 31395BT78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62782 | PA      | $3786.71      | 0.00%             | 2036-03-25      | Variable      | 1.71%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 31395NQ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118360 | PA      | $9981.61      | 0.00%             | 2036-07-25      | Floating      | 2.43%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 31396L4S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292889 | PA      | $33143.86     | 0.00%             | 2036-12-25      | Floating      | 4.25%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 31396L4U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196894 | PA      | $19312.98     | 0.00%             | 2036-12-25      | Floating      | 4.25%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 31397CTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130532 | PA      | $9941.37      | 0.00%             | 2036-11-15      | Floating      | 2.19%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 31397KL90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    409090 | PA      | $29810.76     | 0.00%             | 2037-09-15      | Floating      | 1.93%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 31398PFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183044 | PA      | $17725.20     | 0.00%             | 2040-04-25      | Floating      | 2.49%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 31398W2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77540 | PA      | $6564.56      | 0.00%             | 2040-01-15      | Floating      | 2.13%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7611969 | PA      | $6279180.25   | 0.39%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1224044 | PA      | $1009719.97   | 0.06%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5858588 | PA      | $4832725.32   | 0.30%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KRQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435583 | PA      | $376715.26    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KULR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288541 | PA      | $248412.30    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KUM82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306624 | PA      | $265015.21    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KYDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202609 | PA      | $175514.29    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L5GE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399447 | PA      | $346167.66    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140LKEZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194798 | PA      | $195313.32    | 0.01%             | 2033-04-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140LLCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99541 | PA      | $101060.60    | 0.01%             | 2033-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140LN5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580998 | PA      | $501806.09    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140M2SK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100694 | PA      | $988289.33    | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MGLD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9275342 | PA      | $7526256.97   | 0.46%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MRBS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402144 | PA      | $404228.09    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NCRY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278475 | PA      | $291333.81    | 0.02%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NEPD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    696059 | PA      | $703278.57    | 0.04%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QC6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485011 | PA      | $464423.11    | 0.03%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QFLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    686024 | PA      | $615665.10    | 0.04%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3748947 | PA      | $3203148.88   | 0.20%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QM6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500805 | PA      | $1333493.45   | 0.08%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1188922 | PA      | $1024018.96   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    976720 | PA      | $937021.77    | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QP2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292297 | PA      | $286703.21    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469046 | PA      | $436719.02    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQ4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2859912 | PA      | $2945176.00   | 0.18%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRDB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500540 | PA      | $524196.53    | 0.03%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRRN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776338 | PA      | $763203.49    | 0.05%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1481788 | PA      | $1518286.54   | 0.09%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QS3Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2365602 | PA      | $2405102.37   | 0.15%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    877339 | PA      | $895729.40    | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W1RL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8916253 | PA      | $7902977.67   | 0.49%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240249 | PA      | $209885.36    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704730 | PA      | $637995.86    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDN77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307173 | PA      | $293039.39    | 0.02%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1098181 | PA      | $990201.63    | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XFHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1278802 | PA      | $1155315.33   | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XFN23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813087 | PA      | $733879.10    | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XFTF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2221486 | PA      | $1912165.49   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XFUH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466176 | PA      | $401439.14    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGG45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    676680 | PA      | $628699.95    | 0.04%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443397 | PA      | $376435.59    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGNF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1415876 | PA      | $1283772.67   | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374893 | PA      | $320373.87    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJ7B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842846 | PA      | $846614.42    | 0.05%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKHM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573462 | PA      | $564292.02    | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKLX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521126 | PA      | $522535.54    | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567796 | PA      | $568879.27    | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515596 | PA      | $545296.95    | 0.03%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482688 | PA      | $461260.16    | 0.03%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XLCG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1761334 | PA      | $1812145.59   | 0.11%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XLCK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1032337 | PA      | $1066874.86   | 0.07%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XLET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339586 | PA      | $324405.60    | 0.02%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XLQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2323272 | PA      | $2368722.53   | 0.15%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18446476 | PA      | $17105675.25  | 1.05%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31410LNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2422062 | PA      | $2439880.72   | 0.15%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DPR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433695 | PA      | $427949.91    | 0.03%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1246466 | PA      | $965815.35    | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1154147 | PA      | $985401.40    | 0.06%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9842880 | PA      | $8365527.25   | 0.52%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31419AZY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270488 | PA      | $288159.89    | 0.02%             | 2039-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142JNG67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6442253 | PA      | $6433657.31   | 0.40%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC2021 Term Loan                                             | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    215000 | PA      | $1343.75      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC2022 Incremental Term Loan                                 | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    295262 | PA      | $2214.46      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC2025 DIP Term Loan                                         | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     96068 | PA      | $20414.44     | 0.00%             | 2026-06-29      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                        | First Investors Auto Owner Trust 2025-1                                          | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201185.00    | 0.01%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    811000 | PA      | $855007.60    | 0.05%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                          | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2253182.81   | 0.14%             | 2038-09-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                          | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4049000 | PA      | $3980214.78   | 0.25%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    270000 | PA      | $275329.64    | 0.02%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                | FOCUS Brands Funding                                                             | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $520342.71    | 0.03%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1076664.00   | 0.07%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    650000 | PA      | $626172.49    | 0.04%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    380000 | PA      | $396629.97    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    590000 | PA      | $633966.19    | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| FORTITUDE GROUP HOLDINGS                                | Fortitude Group Holdings LLC                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    485000 | PA      | $505537.28    | 0.03%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Foundation Finance Trust                                | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178434 | PA      | $180741.87    | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2021-1                                                  | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    824178 | PA      | $787000.78    | 0.05%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9444.40      | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2150.61      | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2106.88      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                           | Fresnillo PLC                                                                    | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |   1835000 | PA      | $1469160.27   | 0.09%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                     | Frontier Issuer LLC                                                              | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2895000 | PA      | $2922421.73   | 0.18%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                     | Frontier Issuer LLC                                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4690000 | PA      | $4841566.26   | 0.30%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                               | GATX Corp                                                                        | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    565000 | PA      | $602510.53    | 0.04%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                               | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488741.58    | 0.03%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    322000 | PA      | $316871.22    | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    297000 | PA      | $311975.33    | 0.02%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      9000 | PA      | $9155.61      | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                              | GITSIT Mortgage Loan Trust 2025-NPL2                                             | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1405000 | PA      | $1408459.11   | 0.09%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GGAM Master Trust US LLC                                | GGAM Master Trust International Ltd                                              | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1462544.24   | 0.09%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227913 | PA      | $232399.39    | 0.01%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2013-PEMB                                      | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   1310000 | PA      | $955317.50    | 0.06%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    413254 | PA      | $441641.45    | 0.03%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    896893 | PA      | $903631.40    | 0.06%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1473573 | PA      | $1453912.08   | 0.09%             | 2050-05-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1552462 | PA      | $1463470.38   | 0.09%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-3                                         | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2697000 | PA      | $2764929.88   | 0.17%             | 2029-05-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                       | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101159.88    | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2 Ltd                                                                 | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1365000 | PA      | $1368137.49   | 0.08%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2 Ltd                                                                 | CUSIP: 36626CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1990000 | PA      | $1994240.15   | 0.12%             | 2038-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 3 Ltd                                                                 | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1540000 | PA      | $1540976.81   | 0.10%             | 2038-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193579.23    | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    635000 | PA      | $571312.29    | 0.04%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                        | Gerdau Trade Inc                                                                 | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    900000 | PA      | $932085.00    | 0.06%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                              | GITSIT Mortgage Loan Trust 2025-NPL1                                             | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1352742 | PA      | $1356102.62   | 0.08%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2283363.24   | 0.14%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  15075000 | PA      | $16659832.34  | 1.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    780000 | PA      | $814993.41    | 0.05%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                   | Global SC Finance X Ltd                                                          | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1440543 | PA      | $1444372.44   | 0.09%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $164131.71    | 0.01%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                       | GLS Auto Select Receivables Trust 2024-1                                         | CUSIP: 37988XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1390000 | PA      | $1438352.54   | 0.09%             | 2031-01-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                       | GLS Auto Select Receivables Trust 2024-3                                         | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $413057.92    | 0.03%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                       | GLS Auto Select Receivables Trust 2024-3                                         | CUSIP: 37989EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $620176.20    | 0.04%             | 2031-08-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9608.77      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1800784.32   | 0.11%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    535000 | PA      | $532312.30    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                   | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402933.47    | 0.02%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital CLO 82 B Ltd                                                       | CUSIP: 38181TAA5<br>LEI: 254900OT2T9188HTIC06 | Long             | ABS-CBDO         | CORP              | KY        |    805000 | PA      | $805727.78    | 0.05%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 72 B Ltd                                              | CUSIP: 381941AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1805000 | PA      | $1811994.77   | 0.11%             | 2037-04-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BCN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27124 | PA      | $27200.41     | 0.00%             | 2060-05-20      | Floating      | 5.10%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BLE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126842 | PA      | $125598.12    | 0.01%             | 2061-03-20      | Floating      | 4.61%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375CWH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    836188 | PA      | $101206.25    | 0.01%             | 2042-04-16      | Floating      | 2.75%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375GB83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296987 | PA      | $29942.40     | 0.00%             | 2042-08-16      | Floating      | 2.25%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38376MAW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189964 | PA      | $6043.09      | 0.00%             | 2043-06-16      | Floating      | 2.30%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38377EEZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43275 | PA      | $4941.68      | 0.00%             | 2040-04-20      | Floating      | 2.63%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38377GQ51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    801448 | PA      | $74444.03     | 0.00%             | 2040-06-20      | Floating      | 2.70%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38378B2G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17696615 | PA      | $203714.94    | 0.01%             | 2053-01-16      | Variable      | 0.35%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38378H4E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400131 | PA      | $38089.16     | 0.00%             | 2042-10-16      | Floating      | 2.35%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38378KJP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3831069 | PA      | $6737.74      | 0.00%             | 2048-10-16      | Variable      | 0.06%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38378KQR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6521100 | PA      | $130692.37    | 0.01%             | 2047-11-16      | Variable      | 0.57%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38378N6R9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5073845 | PA      | $134156.63    | 0.01%             | 2055-11-16      | Variable      | 0.68%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38378TPA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289732 | PA      | $43516.68     | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38379FFB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    439178 | PA      | $83236.90     | 0.01%             | 2045-04-16      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38379GTZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2179999 | PA      | $456714.64    | 0.03%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38379R5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1099446 | PA      | $25408.16     | 0.00%             | 2057-04-16      | Variable      | 0.48%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38379RLZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1157229 | PA      | $20349.12     | 0.00%             | 2058-08-16      | Variable      | 0.44%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    645672 | PA      | $14957.45     | 0.00%             | 2058-07-16      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38379RV34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1656604 | PA      | $48833.78     | 0.00%             | 2059-02-16      | Variable      | 0.53%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38379YTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2865727 | PA      | $268442.12    | 0.02%             | 2043-05-16      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380JBV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1513479 | PA      | $47539.19     | 0.00%             | 2059-12-16      | Variable      | 0.52%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380LBS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122848 | PA      | $122545.42    | 0.01%             | 2068-02-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380LEB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128233 | PA      | $127911.31    | 0.01%             | 2068-05-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380LHH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216469 | PA      | $215942.74    | 0.01%             | 2068-07-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380PWC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1606742 | PA      | $87307.86     | 0.01%             | 2060-05-16      | Variable      | 0.83%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380R4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4394878 | PA      | $264695.75    | 0.02%             | 2063-05-16      | Variable      | 0.83%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380R4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2528955 | PA      | $157975.30    | 0.01%             | 2062-10-16      | Variable      | 0.88%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380RFZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28841762 | PA      | $2782612.81   | 0.17%             | 2060-10-16      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380RKU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5316241 | PA      | $350486.33    | 0.02%             | 2060-11-16      | Variable      | 0.91%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380RWG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11518893 | PA      | $685596.47    | 0.04%             | 2061-01-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38380WG78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    581965 | PA      | $91082.24     | 0.01%             | 2046-01-16      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38381AY26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8899075 | PA      | $1604788.94   | 0.10%             | 2045-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38381ETV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2036555 | PA      | $90982.96     | 0.01%             | 2061-02-16      | Variable      | 0.64%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38381EX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6530324 | PA      | $278123.90    | 0.02%             | 2062-02-16      | Variable      | 0.57%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38381EX94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4659710 | PA      | $200937.98    | 0.01%             | 2063-01-16      | Variable      | 0.56%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38381H8D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5910357 | PA      | $306954.41    | 0.02%             | 2064-06-16      | Variable      | 0.61%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38382CH95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7227871 | PA      | $1351116.03   | 0.08%             | 2050-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38382EDP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1507318 | PA      | $274592.20    | 0.02%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38382KMJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4756659 | PA      | $912596.28    | 0.06%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38382TP81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3721418 | PA      | $722726.12    | 0.04%             | 2051-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38383TWL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5192657 | PA      | $955078.69    | 0.06%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                   | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $504471.30    | 0.03%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283928 | PA      | $291162.04    | 0.02%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264651 | PA      | $271219.64    | 0.02%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179347 | PA      | $182161.72    | 0.01%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    660000 | PA      | $637876.98    | 0.04%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1193150.33   | 0.07%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $6093752.41   | 0.38%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1774767.19   | 0.11%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217079.84    | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370732.33    | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $573112.89    | 0.04%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                      | Harbour Energy PLC                                                               | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1405000 | PA      | $1423474.58   | 0.09%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                            | Hardee's Funding LLC                                                             | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176850 | PA      | $183111.73    | 0.01%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                   | Helmerich & Payne Inc                                                            | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   3682000 | PA      | $3627119.90   | 0.22%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    610000 | PA      | $642344.30    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                    | Hercules Capital Inc                                                             | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1271603.35   | 0.08%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1861183.41   | 0.11%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7432.60      | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7252.79      | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    233000 | PA      | $234717.87    | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204097 | PA      | $207538.68    | 0.01%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9257.96      | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                        | Hilton Domestic Operating Co Inc2023 Term Loan B4                                | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1914058 | PA      | $1926818.65   | 0.12%             | 2030-11-08      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                   | Amrize Finance US LLC                                                            | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1145291.33   | 0.07%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                      | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2957812 | PA      | $2993852.26   | 0.18%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                      | Horizon Aircraft Finance I Ltd                                                   | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95944 | PA      | $95122.45     | 0.01%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1981000 | PA      | $2006234.31   | 0.12%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3406433.37   | 0.21%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    415000 | PA      | $429626.89    | 0.03%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc2025 Incremental Term Loan B5                                           | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   1039773 | PA      | $1047571.23   | 0.06%             | 2031-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                       | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19757.20     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1867629.38   | 0.12%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4748.06      | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    265000 | PA      | $252973.63    | 0.02%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1320000 | PA      | $1508227.78   | 0.09%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    705000 | PA      | $698074.36    | 0.04%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                  | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    445000 | PA      | $435477.10    | 0.03%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      7000 | PA      | $6920.79      | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1290000 | PA      | $1230617.93   | 0.08%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      7000 | PA      | $7194.96      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                             | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $156910.76    | 0.01%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                    | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1688237.36   | 0.10%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1825000 | PA      | $1736793.50   | 0.11%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    540000 | PA      | $551920.50    | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    770000 | PA      | $790868.53    | 0.05%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770000 | PA      | $1772035.85   | 0.11%             | 2042-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499076.60    | 0.03%             | 2042-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    635000 | PA      | $592014.20    | 0.04%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                            | Jack in the Box Funding LLC                                                      | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4227250 | PA      | $4094839.00   | 0.25%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1480457.00   | 0.09%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    945000 | PA      | $880538.75    | 0.05%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1731631.22   | 0.11%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1102033.00   | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    370000 | PA      | $382428.25    | 0.02%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7359.46      | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7311.19      | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                   | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $1031438.82   | 0.06%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $604985.71    | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    830000 | PA      | $917502.92    | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2750000 | PA      | $3080132.00   | 0.19%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                 | Jefferies Financial Group Inc                                                    | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $4200125.77   | 0.26%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                 | Jefferies Financial Group Inc                                                    | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    745000 | PA      | $786623.59    | 0.05%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| ZIFF DAVIS INC                                          | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1559601.98   | 0.10%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $4310265.96   | 0.27%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Kapitus Asset Securitization LLC                        | Kapitus Asset Securitization IV LLC                                              | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $910614.71    | 0.06%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO                                | Kimberly-Clark de Mexico SAB de CV                                               | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |    355000 | PA      | $323481.40    | 0.02%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                                 | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7582.81      | 0.00%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                     | Klabin Austria GmbH                                                              | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |   1455000 | PA      | $1524676.78   | 0.09%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762657.80    | 0.05%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                        | Kuwait International Government Bond                                             | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2143000 | PA      | $2147244.49   | 0.13%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                        | Kuwait International Government Bond                                             | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2227000 | PA      | $2229573.72   | 0.14%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                                    | Kyrgyz Republic International Bond                                               | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |   1405000 | PA      | $1453169.03   | 0.09%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2024-1                                                | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1055053.69   | 0.07%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2024-1                                                | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1062307.58   | 0.07%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2024-1                                                | CUSIP: 501689AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $618774.84    | 0.04%             | 2031-06-16      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                       | Labrador Aviation Finance Ltd 2016-1A                                            | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84053 | PA      | $84168.09     | 0.01%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2024-3                                                | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101355.19    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4841.10      | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4768.21      | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    950000 | PA      | $1000369.00   | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1384499.89   | 0.09%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                             | Legacy Mortgage Asset Trust 2021-GS5                                             | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2603617 | PA      | $2607660.94   | 0.16%             | 2067-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                             | Legacy Mortgage Asset Trust 2021-GS2                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390523 | PA      | $1392042.17   | 0.09%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                              | Leidos Inc                                                                       | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1494830.55   | 0.09%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                              | Leidos Inc                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    755000 | PA      | $785571.36    | 0.05%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                              | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1590794.40   | 0.10%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                        | LEX 2024-BBG Mortgage Trust                                                      | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503324.50    | 0.03%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    825000 | PA      | $574720.81    | 0.04%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $976199.19    | 0.06%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SEKISUI HOUSE US                                        | Sekisui House US Inc                                                             | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51510.34     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1453569.25   | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MSD INVESTMENT CORP                                     | MSD Investment Corp                                                              | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    925000 | PA      | $931357.90    | 0.06%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                     | MSD Investment Corp                                                              | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    624000 | PA      | $619726.08    | 0.04%             | 2031-02-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| MVW Owner Trust                                         | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    629804 | PA      | $631840.64    | 0.04%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $393524.72    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1345000 | PA      | $1365671.70   | 0.08%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    764000 | PA      | $671609.48    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XLVIII Ltd                                                             | CUSIP: 55956EAA5<br>LEI: 529900GIGHYFX3L5AN76 | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1381828.90   | 0.09%             | 2038-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                | Main Street Capital Corp                                                         | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    535000 | PA      | $558752.42    | 0.03%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $484152.30    | 0.03%             | 2036-09-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2024-1                                                    | CUSIP: 57108VAD4<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102744.43    | 0.01%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9857.09      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1199849.50   | 0.07%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                  | Marriott International Inc/MD                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1935582.21   | 0.12%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5128.88      | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67992.60     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2024-NPL1 Trust                                                              | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    998230 | PA      | $1000375.99   | 0.06%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                        | MercadoLibre Inc                                                                 | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1541920.46   | 0.10%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3368270.35   | 0.21%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                  | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1586655.27   | 0.10%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MetroNet Infrastructure Issuer LLC                      | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1660344.79   | 0.10%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 59284BAE8<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   2155000 | PA      | $1672939.06   | 0.10%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2149000 | PA      | $2283219.32   | 0.14%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1507756.81   | 0.09%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    375000 | PA      | $394446.65    | 0.02%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    270000 | PA      | $288221.15    | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | Midocean Credit Clo XXI                                                          | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252792.25   | 0.08%             | 2038-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Mortgage Loan Trust 2018-2                                             | CUSIP: 59980MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202434 | PA      | $200140.44    | 0.01%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Mortgage Loan Trust 2021-NMR1                                          | CUSIP: 59982HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $572429.56    | 0.04%             | 2060-11-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Mortgage Loan Trust 2021-NMR1                                          | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $622033.65    | 0.04%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    620000 | PA      | $577948.44    | 0.04%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                          | Milos CLO Ltd                                                                    | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |   1055000 | PA      | $1058337.51   | 0.07%             | 2030-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      2000 | PA      | $2046.05      | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      7000 | PA      | $7352.80      | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                            | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   1490000 | PA      | $1386881.72   | 0.09%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $719611.11    | 0.04%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                   | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1165000 | PA      | $1173409.55   | 0.07%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1290000 | PA      | $1151171.17   | 0.07%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    430000 | PA      | $447358.02    | 0.03%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4644.21      | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4550.56      | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5101.70      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    685000 | PA      | $642768.09    | 0.04%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pacific Life U.S. Government Fund Direct                | Pacific Life U.S. Government Fund Direct                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  13542161 | NS      | $13542161.21  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $5674018.95   | 0.35%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    514000 | PA      | $563517.48    | 0.03%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045738.10   | 0.13%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3204000 | PA      | $3583907.22   | 0.22%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    697000 | PA      | $724770.63    | 0.04%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2686538.30   | 0.17%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1764690.39   | 0.11%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39661.17     | 0.00%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                 | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2647486.62   | 0.16%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2024-1                                                   | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2620593 | PA      | $2548360.47   | 0.16%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2024-2                                                   | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3679864 | PA      | $3601541.06   | 0.22%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                      | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2818.60      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                         | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238918 | PA      | $245038.75    | 0.02%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                              | NLT 2023-1 Trust                                                                 | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120896 | PA      | $1034754.89   | 0.06%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1334117.40   | 0.08%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc2024 Term Loan                                                     | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   4268603 | PA      | $4285784.57   | 0.26%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1223451.38   | 0.08%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1974022 | PA      | $1886993.19   | 0.12%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    778851 | PA      | $714875.81    | 0.04%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAC2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $643325.61    | 0.04%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                              | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    930000 | PA      | $967889.15    | 0.06%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                              | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    850000 | PA      | $892043.11    | 0.06%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                   | New Economy Assets - Phase 1 Sponsor LLC                                         | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $268083.87    | 0.02%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-RTL1                                    | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   1655000 | PA      | $1663909.20   | 0.10%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-RPL1                                    | CUSIP: 64832AAA5<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-MBS          | CORP              | US        |   2677973 | PA      | $2558848.42   | 0.16%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    705000 | PA      | $731722.54    | 0.05%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                        | Norinchukin Bank/The                                                             | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    515000 | PA      | $525221.29    | 0.03%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                        | Norinchukin Bank/The                                                             | CUSIP: 656029AQ8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    725000 | PA      | $735253.68    | 0.05%             | 2035-09-09      | Fixed         | 5.36%                 | No            |                  2 | On Loan: —       |
| Northwoods Capital 20 Ltd                               | Northwoods Capital 20 Ltd                                                        | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    655000 | PA      | $656669.25    | 0.04%             | 2038-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Novelis Holdings Inc                                    | Novelis Holdings Inc2025 Term Loan B                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   1736875 | PA      | $1743930.19   | 0.11%             | 2032-03-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1010000 | PA      | $946745.22    | 0.06%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1355000 | PA      | $1460905.96   | 0.09%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-18 Ltd                                                              | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   1025000 | PA      | $1028223.67   | 0.06%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-18 Ltd                                                              | CUSIP: 671078BA0<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1143282.35   | 0.07%             | 2037-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                   | OnDeck Asset Securitization Trust IV LLC                                         | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $542766.42    | 0.03%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                    | OHA Loan Funding 2015-1 Ltd                                                      | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2606472.21   | 0.16%             | 2038-10-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 17 Ltd                                                        | CUSIP: 67109SAC1<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |   1275000 | PA      | $1282010.74   | 0.08%             | 2037-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT Loan Trust 2024-CP1                                                         | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1966854 | PA      | $1839308.05   | 0.11%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT Loan Trust Series 2024-BPL3                                                 | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $772372.52    | 0.05%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2610000 | PA      | $2620441.51   | 0.16%             | 2038-01-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT Loan Trust Series 2024-BPL2                                                 | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |   1670000 | PA      | $1686262.96   | 0.10%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT Loan Trust Series 2025-R1                                                   | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117391 | PA      | $117792.19    | 0.01%             | 2030-02-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 10-R Ltd                                                      | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1560000 | PA      | $1563395.12   | 0.10%             | 2037-07-18      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7243.44      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7112.48      | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                    | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2030.11      | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                    | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2030.11      | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                | Octane Receivables Trust 2024-1                                                  | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595168 | PA      | $599708.73    | 0.04%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                | Octane Receivables Trust 2024-2                                                  | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $777864.56    | 0.05%             | 2032-07-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    165000 | PA      | $162804.97    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    564000 | PA      | $537793.26    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    650000 | PA      | $630313.58    | 0.04%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12233.23     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1882144.11   | 0.12%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2019-2                                          | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2170299.34   | 0.13%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2019-2                                          | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2735000 | PA      | $2639158.49   | 0.16%             | 2036-10-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11404.86     | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                          | Open Text Corp2023 Term Loan B                                                   | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   2118535 | PA      | $2122628.06   | 0.13%             | 2030-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                           | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11477.84     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     64000 | PA      | $42150.21     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1132055.87   | 0.07%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    127000 | PA      | $112097.75    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2167986.13   | 0.13%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $3920019.07   | 0.24%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1323779.27   | 0.08%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    855000 | PA      | $845450.14    | 0.05%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2974657.87   | 0.18%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund II LLC                                                        | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    534989 | PA      | $539025.28    | 0.03%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                 | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1590797.50   | 0.10%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1926127.77   | 0.12%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1034713.22   | 0.06%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    692039 | PA      | $702828.83    | 0.04%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund III LLC                                                       | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1258214.88   | 0.08%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                   | PK Alift Loan Funding 7 LP                                                       | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268616 | PA      | $269552.39    | 0.02%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                   | PK Alift Loan Funding 3 LP                                                       | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432353 | PA      | $442387.23    | 0.03%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    855000 | PA      | $875115.97    | 0.05%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2021-AFC2 Trust                                                            | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784790 | PA      | $704538.60    | 0.04%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1030000 | PA      | $1051556.87   | 0.06%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2024-RPL1 LLC                                                               | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1931238 | PA      | $1912268.69   | 0.12%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-2 LLC                                                                  | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202957 | PA      | $203488.18    | 0.01%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-8 LLC                                                                  | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1226360 | PA      | $1229079.35   | 0.08%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-RCF5 LLC                                                               | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425968 | PA      | $426560.20    | 0.03%             | 2055-10-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL8 LLC                                                               | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |   1563237 | PA      | $1568000.19   | 0.10%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-RPL5 Trust                                                             | CUSIP: 69393AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1658473 | PA      | $1632734.42   | 0.10%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2024-RCF2 LLC                                                               | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814325 | PA      | $802998.49    | 0.05%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1462637.49   | 0.09%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315431.94    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1202391.69   | 0.07%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                               | Palmer Square BDC CLO 1 Ltd                                                      | CUSIP: 696928AA8<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |   4330000 | PA      | $4352910.38   | 0.27%             | 2037-07-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                               | Palmer Square BDC CLO 1 Ltd                                                      | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |   2920000 | PA      | $2931442.72   | 0.18%             | 2037-07-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9331.90      | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    685000 | PA      | $717768.37    | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4906.99      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                              | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    530000 | PA      | $549202.96    | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1746645.43   | 0.11%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1324150.40   | 0.08%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    525000 | PA      | $582901.97    | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $272635.41    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $457487.55    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                        | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   5415340 | PA      | $5195338.62   | 0.32%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                        | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAE3<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    192500 | PA      | $182987.67    | 0.01%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                        | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $583856.42    | 0.04%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3611000 | PA      | $3466316.33   | 0.21%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                   | Polen Capital CLO 2025-1 Ltd                                                     | CUSIP: 73110MAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1270000 | PA      | $1277255.99   | 0.08%             | 2038-03-06      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                   | Polen Capital CLO 2025-1 Ltd                                                     | CUSIP: 73110MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1382343.02   | 0.09%             | 2038-03-06      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| POSCO                                                   | POSCO                                                                            | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    770000 | PA      | $770420.74    | 0.05%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO VI Ltd                                                                  | CUSIP: 73742RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2805000 | PA      | $2826551.35   | 0.17%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO VI Ltd                                                                  | CUSIP: 73742RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    945000 | PA      | $948589.52    | 0.06%             | 2038-01-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2022-1 LTD                                                              | CUSIP: 73742YAG0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500757.36    | 0.03%             | 2035-04-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6822.06      | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                             | Post Road Equipment Finance 2024-1 LLC                                           | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1074889.40   | 0.07%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL6 LLC                                                               | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |    577717 | PA      | $580390.49    | 0.04%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2024-NPL7 LLC                                                               | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    707930 | PA      | $708896.35    | 0.04%             | 2054-10-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-NPL3 LLC                                                               | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |    679902 | PA      | $684477.91    | 0.04%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2022-SFR5 Trust                                             | CUSIP: 74332YAC3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275500.56    | 0.02%             | 2039-06-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2022-SFR5 Trust                                             | CUSIP: 74332YAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $489891.66    | 0.03%             | 2039-06-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2021-SFR5 Trust                                             | CUSIP: 74333FAF6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $217091.53    | 0.01%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAL8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $451055.65    | 0.03%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $433367.04    | 0.03%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   2815000 | PA      | $2564429.11   | 0.16%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2025-RCF1 LLC                                                               | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532326 | PA      | $530405.70    | 0.03%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                   | PRPM 2024-7 LLC                                                                  | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573169 | PA      | $573894.82    | 0.04%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                   | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | PA      | $529930.80    | 0.03%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    585000 | PA      | $598862.16    | 0.04%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3654056.54   | 0.23%             | 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        |     14000 | PA      | $14581.49     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                        | RCO VIII Mortgage LLC 2025-3                                                     | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155903 | PA      | $156361.73    | 0.01%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                        | RCO IX Mortgage LLC 2025-4                                                       | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1719171 | PA      | $1721110.16   | 0.11%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RFS Asset Securitization II LLC                         | RFS Asset Securitization II LLC                                                  | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1305000 | PA      | $1329593.25   | 0.08%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 28 Ltd                                                                        | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |   2010000 | PA      | $2014910.95   | 0.12%             | 2037-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 27 Ltd                                                                   | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1070000 | PA      | $1072677.11   | 0.07%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 26 Ltd                                                                   | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1535000 | PA      | $1539997.99   | 0.09%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7321.21      | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    905000 | PA      | $738716.69    | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    560000 | PA      | $427420.00    | 0.03%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                        | RCO IX Mortgage LLC 2025-2                                                       | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1823679 | PA      | $1830885.17   | 0.11%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                        | RCO X Mortgage LLC 2025-1                                                        | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1853995 | PA      | $1859292.94   | 0.11%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                            | Red Oak Funding Master Trust                                                     | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $632060.10    | 0.04%             | 2030-12-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                                 | Regatta 35 Funding Ltd                                                           | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1205000 | PA      | $1206859.86   | 0.07%             | 2038-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141505.62    | 0.01%             | 2033-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $894314.09    | 0.06%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860826 | PA      | $1854212.55   | 0.11%             | 2031-12-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                     | Resideo Funding Inc2024 M&A 1st lien Term Loan B                                 | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   2350849 | PA      | $2359664.27   | 0.15%             | 2031-06-13      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                     | Resideo Funding Inc2024 1st Lien Term Loan B                                     | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    579295 | PA      | $581467.55    | 0.04%             | 2028-02-11      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 238922000 | PA      | $6870039.84   | 0.42%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  33311000 | PA      | $881143.74    | 0.05%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                                    | Roc Mortgage Trust 2024-RTL1                                                     | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810000 | PA      | $1829036.68   | 0.11%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    413000 | PA      | $427146.96    | 0.03%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4714167.68   | 0.29%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Rockford Tower CLO Ltd                                  | Rockford Tower 2024-2 Ltd                                                        | CUSIP: 77340XAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6075000 | PA      | $6096140.45   | 0.38%             | 2037-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2017-3 Ltd                                                    | CUSIP: 77341DAJ6<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    970000 | PA      | $973252.47    | 0.06%             | 2030-10-20      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2018-1 Ltd                                                    | CUSIP: 77342JAG8<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |   1935000 | PA      | $1941922.50   | 0.12%             | 2031-05-20      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1200000 | PA      | $1242136.40   | 0.08%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3825000 | PA      | $3931509.61   | 0.24%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3190000 | PA      | $3262234.49   | 0.20%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    105000 | PA      | $105479.47    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19425.75     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2024-1 LLC                                                 | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $377395.23    | 0.02%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SF ABS Issuer LLC                                       | SF Abs Issuer LLC                                                                | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2180000 | PA      | $2137521.83   | 0.13%             | 2055-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                         | SEB Funding LLC                                                                  | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399000 | PA      | $398727.68    | 0.02%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                         | SEB Funding LLC                                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1433542.74   | 0.09%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Stonepeak                                               | Stonepeak 2021-1 ABS                                                             | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2683772 | PA      | $2621206.19   | 0.16%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                             | SBNA Auto Receivables Trust 2024-A                                               | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102389.58    | 0.01%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155034 | PA      | $143894.89    | 0.01%             | 2053-01-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAD0<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $118104.72    | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-D                                          | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1409300 | PA      | $1335357.25   | 0.08%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2018-A                                          | CUSIP: 78449PAD1<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1140545.41   | 0.07%             | 2042-07-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-B                                          | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226268 | PA      | $214460.97    | 0.01%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                                | SLAM 2025-1 Ltd                                                                  | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303979 | PA      | $312253.07    | 0.02%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    683000 | PA      | $688393.80    | 0.04%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    713000 | PA      | $701377.12    | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1920000 | PA      | $2002836.63   | 0.12%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1396148.26   | 0.09%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2022-3                                    | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1493356 | PA      | $1495787.22   | 0.09%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2024-2                                    | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103273.65    | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2024-3                                    | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2310000 | PA      | $2380343.20   | 0.15%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1095000 | PA      | $1162445.09   | 0.07%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1500000 | PA      | $950202.00    | 0.06%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4991.88      | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5072.22      | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                                    | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $277220.56    | 0.02%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      4000 | PA      | $4128.46      | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      3000 | PA      | $3192.73      | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      4000 | PA      | $4109.50      | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                 | Securitized Term Auto Receivables Trust                                          | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    186725 | PA      | $188439.48    | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                                | Sempra Infrastructure Partners LP                                                | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1296236.95   | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4904.32      | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1328764.24   | 0.08%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                      | Shentel Issuer LLC                                                               | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $1137950.44   | 0.07%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    734877 | PA      | $744223.48    | 0.05%             | 2043-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2023-3 Receivables Funding LLC                                  | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31292 | PA      | $32424.64     | 0.00%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 12 Ltd                                                          | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1384140.00   | 0.09%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    655000 | PA      | $680545.00    | 0.04%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                | Sixth Street Lending Partners                                                    | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    645000 | PA      | $662295.59    | 0.04%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET SPECIALTY                                  | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359383.20    | 0.02%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1720000 | PA      | $1730732.34   | 0.11%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    798277 | PA      | $736356.84    | 0.05%             | 2053-01-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                    | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193556.00    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   1355000 | PA      | $966397.04    | 0.06%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   1785000 | PA      | $1940946.53   | 0.12%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1790000 | PA      | $1872996.05   | 0.12%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4085000 | PA      | $4095416.62   | 0.25%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: —       |
| SOLRR Aircraft 2021-1 Limited                           | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    327441 | PA      | $312754.37    | 0.02%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1825000 | PA      | $1847118.54   | 0.11%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    780000 | PA      | $838559.48    | 0.05%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468839.60    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1406235.35   | 0.09%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                     | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2752792.52   | 0.17%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9364.64      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185002.25    | 0.01%             | 2033-01-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1940000 | PA      | $2097958.62   | 0.13%             | 2034-07-06      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    830000 | PA      | $868697.09    | 0.05%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    713000 | PA      | $720883.64    | 0.04%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1298000 | PA      | $1313574.48   | 0.08%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1053000 | PA      | $1094117.93   | 0.07%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1879921.21   | 0.12%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1816191.97   | 0.11%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                         | Stream Innovations 2024-1 Issuer Trust                                           | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102130 | PA      | $106268.68    | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                         | Stream Innovations 2024-2 Issuer Trust                                           | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    493925 | PA      | $500057.84    | 0.03%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                      | Subway Funding LLC                                                               | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    792000 | PA      | $790602.04    | 0.05%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2055000 | PA      | $1975155.85   | 0.12%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                      | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    505000 | PA      | $469379.99    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                      | Sunnova Helios XIII Issuer LLC                                                   | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2191152 | PA      | $1933318.23   | 0.12%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                      | SUNNOVA HELIOS II ISSUER LLC 2019-A                                              | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168094 | PA      | $157329.21    | 0.01%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                              | Sunrun Atlas Issuer 2019-2 LLC                                                   | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1081317 | PA      | $1043479.72   | 0.06%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                               | Sunrun Demeter Issuer 2021-2 LLC                                                 | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158163 | PA      | $144420.81    | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                         | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1070000 | PA      | $1075700.92   | 0.07%             | 2038-04-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1395239.48   | 0.09%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3372332.52   | 0.21%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2110119.52   | 0.13%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7525.31      | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    609000 | PA      | $634977.08    | 0.04%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1123187.28   | 0.07%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| TIC Home Improvement Trust                              | TIC Home Improvement Trust 2024-A                                                | CUSIP: 87252DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485057 | PA      | $489490.29    | 0.03%             | 2046-10-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | TMCL VII Holdings Ltd                                                            | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1351749 | PA      | $1359900.88   | 0.08%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9828.43      | 0.00%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TPG CLO Ltd                                             | TPG CLO 2025-1 Ltd                                                               | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1395000 | PA      | $1399179.00   | 0.09%             | 2037-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                      | TVC Mortgage Trust 2024-RRTL1                                                    | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2035000 | PA      | $2040406.38   | 0.13%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409958.12    | 0.03%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9062.14      | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    572000 | PA      | $588886.58    | 0.04%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Terex Corp                                              | Terex Corp2025 Term Loan                                                         | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    311846 | PA      | $313965.62    | 0.02%             | 2031-10-08      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                   | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    434000 | PA      | $456220.30    | 0.03%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1624000 | PA      | $1608890.47   | 0.10%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   7965000 | PA      | $6033842.58   | 0.37%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $391914.63    | 0.02%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    525000 | PA      | $551390.78    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    425000 | PA      | $441211.40    | 0.03%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1100558 | PA      | $1046119.97   | 0.06%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    331813 | PA      | $312722.09    | 0.02%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                             | Textron Inc                                                                      | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    970000 | PA      | $963352.30    | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                    | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAL5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |   1615000 | PA      | $1187684.02   | 0.07%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital Clo 4 Ltd                                                             | CUSIP: 883932AW5<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503811.26   | 0.09%             | 2035-04-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO 3 Ltd                                                             | CUSIP: 88429RAN8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | KY        |   1740000 | PA      | $1745193.57   | 0.11%             | 2038-07-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                   | Thrust Engine Leasing 2021 DAC                                                   | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |   2000875 | PA      | $1976207.43   | 0.12%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                                     | TIF Funding III LLC                                                              | CUSIP: 88655AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369219 | PA      | $373311.76    | 0.02%             | 2049-04-20      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3503372.96   | 0.22%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1481539.95   | 0.09%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                   | Toorak Mortgage Trust 2024-RRTL1                                                 | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1094985.87   | 0.07%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10121.22     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2019-2                                                 | CUSIP: 89177JAB4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $464570.10    | 0.03%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2019-4                                                 | CUSIP: 89178BAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    406127 | PA      | $392287.89    | 0.02%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                    | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   3600000 | PA      | $3599992.80   | 0.22%             | 2027-11-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                         | Trans Union LLC2024 Term Loan B8                                                 | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   5386393 | PA      | $5402551.88   | 0.33%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    555000 | PA      | $558991.14    | 0.03%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7329.19      | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7169.96      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      8905 | PA      | $9100.55      | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2022-SFR2 Trust                                               | CUSIP: 89616TAD7<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1725000 | PA      | $1722208.78   | 0.11%             | 2040-07-17      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                             | Trimble Inc                                                                      | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2213600.83   | 0.14%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4745.10      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5172.71      | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                            | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1760000 | PA      | $1815570.24   | 0.11%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    850000 | PA      | $762680.62    | 0.05%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    370000 | PA      | $373085.13    | 0.02%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1270000 | PA      | $1336044.91   | 0.08%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                            | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    905000 | PA      | $900790.89    | 0.06%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    855000 | PA      | $872025.41    | 0.05%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2035000 | PA      | $2016657.16   | 0.12%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1380000 | PA      | $1283109.25   | 0.08%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    905000 | PA      | $901712.68    | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                 | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1063587 | PA      | $1114823.45   | 0.07%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1470000 | PA      | $1461915.00   | 0.09%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7636.52      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7528.23      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2372649.85   | 0.15%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   3919000 | PA      | $3918596.58   | 0.24%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                        | United Rentals North America Inc2025 Repriced Term Loan B                        | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |    343253 | PA      | $345469.89    | 0.02%             | 2031-02-14      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2960000 | PA      | $2943799.27   | 0.18%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    510000 | PA      | $440392.97    | 0.03%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7020000 | PA      | $5431176.60   | 0.33%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14830000 | PA      | $10355510.94  | 0.64%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6725000 | PA      | $5610646.52   | 0.35%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6485000 | PA      | $5626624.13   | 0.35%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    535000 | PA      | $433308.21    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20330000 | PA      | $16452608.32  | 1.01%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2175000 | PA      | $1951807.61   | 0.12%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33586000 | PA      | $29741977.51  | 1.83%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25330000 | PA      | $24203012.83  | 1.49%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4431437.50   | 0.27%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5225000 | PA      | $5056616.22   | 0.31%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10028000 | PA      | $9461574.64   | 0.58%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    656000 | PA      | $652873.75    | 0.04%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27418000 | PA      | $28154858.75  | 1.74%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    532000 | PA      | $523188.75    | 0.03%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16665000.00  | 1.03%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5141000 | PA      | $4953835.47   | 0.31%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16450000 | PA      | $16077304.69  | 0.99%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21591400 | PA      | $21416813.24  | 1.32%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1284985.35   | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15630000 | PA      | $15847049.43  | 0.98%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12220000 | PA      | $12301625.81  | 0.76%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12410000 | PA      | $12575062.68  | 0.78%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2950000 | PA      | $2967458.01   | 0.18%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1305000 | PA      | $1310199.62   | 0.08%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8790000 | PA      | $8837555.31   | 0.55%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5277000 | PA      | $5315752.97   | 0.33%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21185000 | PA      | $21233824.86  | 1.31%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $907778.32    | 0.06%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13298000 | PA      | $13248651.92  | 0.82%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5146000 | PA      | $5089715.63   | 0.31%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11159000 | PA      | $10999461.12  | 0.68%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8131000 | PA      | $8115913.17   | 0.50%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7131000 | PA      | $7049662.03   | 0.43%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14074000 | PA      | $13934359.46  | 0.86%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4589000 | PA      | $4569281.62   | 0.28%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12740000 | PA      | $12679783.63  | 0.78%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 116793472 | PA      | $3087594.51   | 0.19%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    430000 | PA      | $465430.00    | 0.03%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                        | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   3720000 | PA      | $4011362.82   | 0.25%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                          | VCAT 2025-NPL1 LLC                                                               | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446550 | PA      | $448462.56    | 0.03%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                          | VCAT 2025-NPL3 LLC                                                               | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1288325 | PA      | $1292281.79   | 0.08%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1826984.64   | 0.11%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1484386.89   | 0.09%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $737820.02    | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    470000 | PA      | $478894.48    | 0.03%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31690.61     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    211000 | PA      | $192150.92    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1106899.76   | 0.07%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7904.61      | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2021-5                                                | CUSIP: 92538KAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    642084 | PA      | $561428.58    | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $166601.04    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      9000 | PA      | $9143.58      | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $5468258.25   | 0.34%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490618.95    | 0.03%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418878.93    | 0.03%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3766272.48   | 0.23%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company             | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1728580 | PA      | $1763265.19   | 0.11%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                           | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9912.31      | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                          | VStrong Auto Receivables Trust 2024-A                                            | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    844913 | PA      | $848598.64    | 0.05%             | 2028-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                          | VStrong Auto Receivables Trust 2024-A                                            | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $105237.08    | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                    | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    673000 | PA      | $677739.97    | 0.04%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Wave USA                                                | WAVE 2019-1 LLC                                                                  | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597090 | PA      | $586795.66    | 0.04%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      7000 | PA      | $7172.49      | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $4540134.77   | 0.28%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1146847.10   | 0.07%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2022-C62                                   | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1639000 | PA      | $1571040.83   | 0.10%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112186.18    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    960000 | PA      | $848477.62    | 0.05%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    600000 | PA      | $514014.70    | 0.03%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1395411.49   | 0.09%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    463000 | PA      | $460712.43    | 0.03%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510898.10    | 0.03%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124824 | PA      | $124896.77    | 0.01%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2255000 | PA      | $2281226.78   | 0.14%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                   | Whistler Pipeline LLC                                                            | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    595000 | PA      | $618565.31    | 0.04%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                   | Whistler Pipeline LLC                                                            | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    665000 | PA      | $689267.70    | 0.04%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345164.01    | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                      | Willis Engine Structured Trust VII                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344203 | PA      | $354030.11    | 0.02%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                    | Wingstop Funding LLC                                                             | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $772107.90    | 0.05%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9279.08      | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                            | Wyndham Hotels & Resorts Inc2024 Term Loan                                       | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |   5318937 | PA      | $5338053.42   | 0.33%             | 2030-05-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7576.65      | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6867.80      | 0.00%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153644.32    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    645000 | PA      | $637809.21    | 0.04%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1184203.16   | 0.07%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                  | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2020000 | PA      | $2074864.61   | 0.13%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9328.45      | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 162400000 | PA      | $9833309.70   | 0.61%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 565770000 | PA      | $1679752.55   | 0.10%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  13359000 | PA      | $2142388.05   | 0.13%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    445000 | PA      | $413916.47    | 0.03%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   1265000 | PA      | $1249559.09   | 0.08%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    480000 | PA      | $465465.19    | 0.03%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1566000 | PA      | $1564278.29   | 0.10%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1650000 | PA      | $1529184.51   | 0.09%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1769000 | PA      | $1794659.17   | 0.11%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  51582000 | PA      | $7933288.82   | 0.49%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    460000 | PA      | $500025.35    | 0.03%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 471770000 | PA      | $1479334.60   | 0.09%             | 2026-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2352000 | PA      | $2451795.64   | 0.15%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 146005000 | PA      | $3412012.15   | 0.21%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   2200000 | PA      | $2648494.75   | 0.16%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 124878000 | PA      | $2933468.77   | 0.18%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    270000 | PA      | $328768.83    | 0.02%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                | RLGH Finance Bermuda Ltd                                                         | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   1285000 | PA      | $1365483.28   | 0.08%             | 2035-07-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2534000 | PA      | $2645774.74   | 0.16%             | 2036-05-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        90 | NC      | $-154862.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -29 | NC      | $2668.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -85 | NC      | $242630.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1986 | NC      | $-522815.19   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       420 | NC      | $-33139.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -185 | NC      | $186664.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DK Crown Holdings Inc                                   | DK Crown Holdings Inc2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1200925 | PA      | $1203026.62   | 0.07%             | 2032-03-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings IncRepriced Term Loan B                                            | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    365000 | PA      | $367281.25    | 0.02%             | 2032-06-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    856000 | PA      | $864332.50    | 0.05%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV2024 Term Loan B                                             | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   3035629 | PA      | $3030887.73   | 0.19%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | FLUTTER FINANCING BV2025 Term Loan B                                             | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    467650 | PA      | $467650.00    | 0.03%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 103300000 | PA      | $5384257.87   | 0.33%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  54040000 | PA      | $1414077.94   | 0.09%             | 2028-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  77365900 | PA      | $4334655.40   | 0.27%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                            | Ardonagh Group Finco Pty Ltd2024 USD Term Loan B                                 | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    865000 | PA      | $865000.00    | 0.05%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLEAR STREET                                            | CLEAR STREET                                                                     | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |  28061428 | PA      | $28061427.86  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIB                                                    | SWIB                                                                             | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |  23088980 | PA      | $23088979.56  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    834000 | PA      | $848742.54    | 0.05%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-26

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President