# EDGAR Filing Document

**Accession Number:** 0000855396
**File Stem:** 0001410368-26-020067
**Filing Date:** 2026-2
**Character Count:** 382406
**Document Hash:** 0cc27d7b5ec35ec29a8560734414a80c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020067.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020067

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000855396

**ORGANIZATION NAME:**
- **EIN:** 133536969
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05876
- **FILM NUMBER:** 26689911

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Short Duration Income Portfolio (Series ID: S000045029)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000139705 | Class VC     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT SERIES FUND INC

- **b. Investment Company Act file number:** 811-05876

- **c. CIK number of Registrant:** 0000855396

- **d. LEI of Registrant:** 549300MNKALF1QZZNY95

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

  - **Street Address 1:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

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

- **a. Name of Series:** Short Duration Income Portfolio

- **b. EDGAR series identifier (if any):** S000045029

- **c. LEI of Series:** 5493002ZQZTU4MLER510

**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:** $166810136.79

**Total Liabilities:** $9904892.56

**Net Assets:** $156905244.23

**Delayed Delivery Securities:** $8488805.52

**Cash Not Reported:** $529849.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -573.31000000 | **1-Year:** -10609.67000000 | **5-Year:** -11564.59000000 | **10-Year:** -61.60000000 | **30-Year:** -38.66000000

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

- **3-Month:** -301.63000000 | **1-Year:** -2093.62000000 | **5-Year:** -2931.78000000 | **10-Year:** -259.46000000 | **30-Year:** -35.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139705 | 0.37%                | 0.44%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $114856.67               | $-78798.27                                 |
| Month 2  | $40719.13                | $159737.75                                 |
| Month 3  | $34640.53                | $-40918.51                                 |

**Designated Index Information**

- **Index Name:** BBg Barc US Corp 1-5 yrs TR Index

- **Index Identifier:** BC706T

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGL CLO 1 LTD.                                       | AGL CLO 1 LTD                                                                                                              | CUSIP: 00119HAQ3<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |    610000 | PA      | $610818.01    | 0.39%             | 2034-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                        | AG Issuer LLC                                                                                                              | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131018.94    | 0.08%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                         | AES Corp/The                                                                                                               | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139200.24    | 0.09%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                        | AIB Group PLC                                                                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $424904.10    | 0.27%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                              | Corebridge Global Funding                                                                                                  | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71881.13     | 0.05%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                               | AS Mileage Plan IP Ltd                                                                                                     | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    176000 | PA      | $177523.53    | 0.11%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     73315 | PA      | $73457.51     | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                  | ACREC 2021-FL1 Ltd                                                                                                         | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     54989 | PA      | $54947.32     | 0.04%             | 2036-10-16      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                  | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    156000 | PA      | $160309.43    | 0.10%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                               | Adventist Health System/West                                                                                               | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356538.44    | 0.23%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                  | Affirm Master Trust                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146507.77    | 0.09%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                  | Affirm Master Trust Series 2025-3                                                                                          | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $215891.48    | 0.14%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-A                                                                                   | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100159.04    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-A                                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $215344.60    | 0.14%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                           | Air Canada                                                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $177253.11    | 0.11%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                              | Aircastle Ltd / Aircastle Ireland DAC                                                                                      | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $153331.19    | 0.10%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                              | Aircastle Ltd / Aircastle Ireland DAC                                                                                      | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $151654.83    | 0.10%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                            | ALA Trust 2025-OANA                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $110590.83    | 0.07%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                       | Albemarle Corp                                                                                                             | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205355.65    | 0.13%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                      | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569978.34    | 0.36%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                              | Alexander Funding Trust II                                                                                                 | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $319988.83    | 0.20%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                              | Algonquin Power & Utilities Corp                                                                                           | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    196000 | PA      | $196966.52    | 0.13%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                              | Allegany Park CLO Ltd                                                                                                      | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310077.81    | 0.20%             | 2035-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    117000 | PA      | $123676.84    | 0.08%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                               | Alliant Energy Finance LLC                                                                                                 | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45637.72     | 0.03%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $707370.23    | 0.45%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210000 | PA      | $210106.64    | 0.13%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    860000 | PA      | $860067.18    | 0.55%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    166000 | PA      | $168138.80    | 0.11%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2081000 | PA      | $2107080.76   | 1.34%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F052425<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    842000 | PA      | $863125.43    | 0.55%             | 2041-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                             | Amcor Flexibles North America Inc                                                                                          | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34499.70     | 0.02%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                          | Ameren Corp                                                                                                                | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20453.33     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                | American Airlines Inc 2017 1st Lien Term Loan                                                                              | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    470000 | PA      | $470035.25    | 0.30%             | 2027-01-29      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                              | American Airlines Inc 2025 Term Loan                                                                                       | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    101267 | PA      | $101633.80    | 0.06%             | 2028-04-20      | Floating      | 6.13%                 | 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        |    100000 | PA      | $101604.98    | 0.06%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                               | Anglo American Capital PLC                                                                                                 | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201626.37    | 0.13%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                               | Anglo American Capital PLC                                                                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201269.44    | 0.13%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                                       | Annisa CLO Ltd 2016-2                                                                                                      | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $390287.43    | 0.25%             | 2031-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                | Antero Resources Corp                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131438.87    | 0.08%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                | Antero Resources Corp                                                                                                      | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62894.91     | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                               | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145095.81    | 0.09%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON CORP                                             | Aon Corp                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103754.76    | 0.07%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| APA CORP                                             | APA Corp                                                                                                                   | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414217.90    | 0.26%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                           | Apidos CLO XXX                                                                                                             | CUSIP: 03768CAU3<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270280.80    | 0.17%             | 2031-10-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                             | Apollo Debt Solutions BDC                                                                                                  | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34004.64     | 0.02%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                        | AppLovin Corp                                                                                                              | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    601000 | PA      | $616665.34    | 0.39%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd      | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                     | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     52513 | PA      | $52522.48     | 0.03%             | 2037-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes            | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                                                                     | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99934.15     | 0.06%             | 2043-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                             | Archrock Partners LP / Archrock Partners Finance Corp                                                                      | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82547.68     | 0.05%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                        | ARDN 2025-ARCP Mortgage Trust                                                                                              | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170552.93    | 0.11%             | 2035-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | ARES LX CLO LTD                                                                                                            | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $275095.43    | 0.18%             | 2034-07-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | Ares LXV CLO Ltd                                                                                                           | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500201.50    | 0.32%             | 2034-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                                                             | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    256000 | PA      | $273407.05    | 0.17%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                  | Ashtead Capital Inc                                                                                                        | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199965.82    | 0.13%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                      | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32893.45     | 0.02%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                      | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120239.48    | 0.08%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                      | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140212.82    | 0.09%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                      | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104175.60    | 0.07%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                      | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163840.28    | 0.10%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                 | Atlas Warehouse Lending Co LP                                                                                              | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258063.27    | 0.16%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                 | Atlas Warehouse Lending Co LP                                                                                              | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263346.75    | 0.17%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                 | Atlas Warehouse Lending Co LP                                                                                              | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251025.00    | 0.16%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                | Atlassian Corp                                                                                                             | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144084.21    | 0.09%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                                                                 | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117279.19    | 0.07%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                                                                 | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    174000 | PA      | $180874.90    | 0.12%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                                                                 | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66633.06     | 0.04%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                                 | Avilease Capital Ltd                                                                                                       | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198562.05    | 0.13%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC             | Avis Budget Rental Car Funding AESOP LLC                                                                                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     86667 | PA      | $86494.77     | 0.06%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     68000 | PA      | $67280.79     | 0.04%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $99680.64     | 0.06%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $106624.30    | 0.07%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     33000 | PA      | $32019.82     | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     33000 | PA      | $34396.23     | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    193000 | PA      | $199794.14    | 0.13%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    218000 | PA      | $226283.40    | 0.14%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $106325.78    | 0.07%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Press Ganey Holdings Inc                             | Press Ganey Holdings Inc 2025 Repriced Term Loan B                                                                         | CUSIP: 05477JAE1<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    398060 | PA      | $399303.81    | 0.25%             | 2031-04-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-5C29                                                                                             | CUSIP: 05555PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202519.48    | 0.13%             | 2057-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                              | BDS 2025-FL15 LLC                                                                                                          | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150229.31    | 0.10%             | 2043-03-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                              | BDS 2025-FL16 LLC                                                                                                          | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $170212.79    | 0.11%             | 2043-07-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                                                                                    | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200200.70    | 0.13%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2025-ROIC                                                                                                         | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99612 | PA      | $99597.42     | 0.06%             | 2030-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2023-5C2 Mortgage Trust                                                                                                | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $117606.46    | 0.07%             | 2056-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2024-XL4                                                                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167046 | PA      | $167320.70    | 0.11%             | 2039-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2024-CNYN                                                                                                         | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144242 | PA      | $144529.80    | 0.09%             | 2041-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                   | BSPRT 2025-FL12 Issuer LLC                                                                                                 | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $160244.94    | 0.10%             | 2043-01-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2025-VOLT                                                                                                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $390951.44    | 0.25%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2025-ARIA                                                                                                         | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202068.86    | 0.13%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                   | Bacardi-Martini BV                                                                                                         | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    133000 | PA      | $137400.41    | 0.09%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                             | Bacardi Ltd / Bacardi-Martini BV                                                                                           | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    140000 | PA      | $142817.32    | 0.09%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                     | Bain Capital Credit CLO 2020-5 Ltd                                                                                         | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $280335.16    | 0.18%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limited                      | Bain Capital Credit Clo 2019-3 Ltd                                                                                         | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $349615.00    | 0.22%             | 2034-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                     | Bain Capital Credit CLO 2022-3 Ltd                                                                                         | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    530000 | PA      | $530158.47    | 0.34%             | 2035-07-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                             | Baiterek National Managing Holding JSC                                                                                     | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $203169.79    | 0.13%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                             | Baiterek National Managing Holding JSC                                                                                     | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $199921.46    | 0.13%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                | Bank of Ireland Group PLC                                                                                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $590640.54    | 0.38%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2019-BNK18                                                                                                            | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $236043.44    | 0.15%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR8                                                                                                            | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $335353.86    | 0.21%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2025-5YR14                                                                                                           | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $701207.80    | 0.45%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR11                                                                                                           | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $147266.50    | 0.09%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                          | Bacardi Ltd                                                                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    177000 | PA      | $178364.15    | 0.11%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211449.86    | 0.13%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203156.11    | 0.13%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                               | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206752.78    | 0.13%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                       | Barings Clo Ltd 2021-III                                                                                                   | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250250.00    | 0.16%             | 2035-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                    | Battalion CLO XI Ltd                                                                                                       | CUSIP: 07132LAU3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249930.00    | 0.16%             | 2034-04-24      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                             | Baxter International Inc                                                                                                   | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80261.17     | 0.05%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                             | Baxter International Inc                                                                                                   | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40150.28     | 0.03%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                             | Baxter International Inc                                                                                                   | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    189000 | PA      | $190550.62    | 0.12%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                 | Bayer US Finance LLC                                                                                                       | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202929.64    | 0.13%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                 | Bayer US Finance LLC                                                                                                       | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427814.94    | 0.27%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                              | Bayer US Finance II LLC                                                                                                    | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    646000 | PA      | $646827.05    | 0.41%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C33                                                                                             | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105354.76    | 0.07%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                  | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                                                          | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     98365 | PA      | $98669.40     | 0.06%             | 2031-12-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C34                                                                                             | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $188595.11    | 0.12%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B2 Mortgage Trust                                                                                           | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69477.72     | 0.04%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B11 Mortgage Trust                                                                                          | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97119.87     | 0.06%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V7 Mortgage Trust                                                                                           | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $95045.44     | 0.06%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-V14 Mortgage Trust                                                                                          | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $251225.04    | 0.16%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-V18 Mortgage Trust                                                                                          | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $371042.57    | 0.24%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2025-V16 Mortgage Trust                                                                                          | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $166405.06    | 0.11%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V9 Mortgage Trust                                                                                           | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $343125.29    | 0.22%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V11 Mortgage Trust                                                                                          | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $357590.17    | 0.23%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                | Black Diamond CLO 2021-1 Ltd                                                                                               | CUSIP: 09204WAF1<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248759.00    | 0.16%             | 2034-11-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                     | Black Hills Corp                                                                                                           | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108980.34    | 0.07%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                               | Blackstone Private Credit Fund                                                                                             | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    209000 | PA      | $205394.59    | 0.13%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                               | Blackstone Private Credit Fund                                                                                             | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13766.47     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                               | Blackstone Private Credit Fund                                                                                             | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37227.89     | 0.02%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                              | Blackstone Secured Lending Fund                                                                                            | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    207000 | PA      | $206830.54    | 0.13%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                              | Blackstone Secured Lending Fund                                                                                            | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72030.05     | 0.05%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                              | Blackstone Secured Lending Fund                                                                                            | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54148.07     | 0.03%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                               | Blackstone Reg Finance Co LLC                                                                                              | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229995.04    | 0.15%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                             | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                         | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200929.60    | 0.13%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                             | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192592.78    | 0.12%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                             | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $205939.98    | 0.13%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C8 Mortgage Trust                                                                                                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $229188.74    | 0.15%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2025-5C11 Mortgage Trust                                                                                               | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $219835.14    | 0.14%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                              | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104096.61    | 0.07%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36854.46     | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95629.80     | 0.06%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46490.89     | 0.03%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68866.35     | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                              | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80669.08     | 0.05%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    297000 | PA      | $296446.71    | 0.19%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                        | Boeing Co/The                                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    231000 | PA      | $237112.39    | 0.15%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                        | Boeing Co/The                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    183000 | PA      | $194308.33    | 0.12%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                                                             | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5018.37      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    388000 | PA      | $388313.04    | 0.25%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                              | Booz Allen Hamilton Inc                                                                                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127659.12    | 0.08%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                              | Brighthouse Financial Global Funding                                                                                       | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    256217 | PA      | $253498.97    | 0.16%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                              | Brighthouse Financial Global Funding                                                                                       | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140830.26    | 0.09%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                              | Brighthouse Financial Global Funding                                                                                       | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    172000 | PA      | $174512.18    | 0.11%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                              | Brighthouse Financial Global Funding                                                                                       | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    203000 | PA      | $207754.60    | 0.13%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                    | Brown & Brown Inc                                                                                                          | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31382.01     | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                    | Brown & Brown Inc                                                                                                          | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39567.33     | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                                                                        | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    181000 | PA      | $179130.47    | 0.11%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                              | Buckhorn Park CLO Ltd                                                                                                      | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400181.20    | 0.26%             | 2034-07-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                               | Bunge Ltd Finance Corp                                                                                                     | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    411000 | PA      | $408510.68    | 0.26%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2025-TAIL                                                                                                         | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100139.84    | 0.06%             | 2035-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2025-BCAT                                                                                     | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124577 | PA      | $124904.27    | 0.08%             | 2042-08-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                     | Paramount Global                                                                                                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61021.41     | 0.04%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                     | Paramount Global                                                                                                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44011.49     | 0.03%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                     | Paramount Global                                                                                                           | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100385.17    | 0.06%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $191411.56    | 0.12%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8992.85      | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                         | CD 2016-CD1 Mortgage Trust                                                                                                 | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43498 | PA      | $68.79        | 0.00%             | 2049-08-10      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                | Cantor Commercial Real Estate Lending 2019-CF1                                                                             | CUSIP: 12529MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $234433.06    | 0.15%             | 2052-05-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                      | CFCRE Commercial Mortgage Trust 2016-C6                                                                                    | CUSIP: 12532ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164746 | PA      | $602.49       | 0.00%             | 2049-11-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                      | CFCRE Commercial Mortgage Trust 2016-C7                                                                                    | CUSIP: 12532BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165058 | PA      | $540.65       | 0.00%             | 2054-12-10      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                               | CNH Industrial Capital LLC                                                                                                 | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34419.30     | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2014-UBS5 Mortgage Trust                                                                                              | CUSIP: 12592KAA2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $20.00        | 0.00%             | 2047-09-10      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2016-C6 Commercial Mortgage Trust                                                                                    | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    349547 | PA      | $3.50         | 0.00%             | 2049-01-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2014-USA OA LLC                                                                                                       | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    978382 | PA      | $8321.23      | 0.01%             | 2037-09-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                   | Coterra Energy Inc                                                                                                         | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299050.74    | 0.19%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                   | Coterra Energy Inc                                                                                                         | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76298.58     | 0.05%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                                                               | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136216.38    | 0.09%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                  | Calpine Corporation 2024 Term Loan B10                                                                                     | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    125000 | PA      | $125131.88    | 0.08%             | 2031-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                  | Calpine Corporation 2024 Term Loan B5                                                                                      | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    475000 | PA      | $475446.50    | 0.30%             | 2032-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                               | Canyon CLO 2020-2 Ltd                                                                                                      | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399931.60    | 0.25%             | 2034-10-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                             | Capital Power US Holdings Inc                                                                                              | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $270407.17    | 0.17%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                     | Carlyle Global Market Strategies CLO 2016-1 Ltd                                                                            | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250117.25    | 0.16%             | 2034-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                     | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                            | CUSIP: 14312JBQ4<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $490180.81    | 0.31%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                     | Carlyle US CLO 2021-9 Ltd                                                                                                  | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270081.54    | 0.17%             | 2034-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                              | CarMax Auto Owner Trust 2023-1                                                                                             | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $389753.06    | 0.25%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                              | CarMax Auto Owner Trust 2023-4                                                                                             | CUSIP: 14318XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $415166.12    | 0.26%             | 2029-05-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                              | CarMax Auto Owner Trust 2024-2                                                                                             | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $131816.54    | 0.08%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                              | CarMax Auto Owner Trust 2024-2                                                                                             | CUSIP: 14319EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $71982.93     | 0.05%             | 2029-11-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                      | Carmax Select Receivables Trust 2025-B                                                                                     | CUSIP: 14320BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $325990.21    | 0.21%             | 2030-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    455000 | PA      | $448518.34    | 0.29%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                                                              | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    139000 | PA      | $145964.60    | 0.09%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2022-P2                                                                                     | CUSIP: 14686JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85281 | PA      | $85501.54     | 0.05%             | 2028-02-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2021-N1                                                                                     | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2946 | PA      | $2917.67      | 0.00%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                                   | Cathedral Lake VI Ltd                                                                                                      | CUSIP: 14919LAU8<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249823.00    | 0.16%             | 2034-04-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                 | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                             | CUSIP: 150190AB2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234476.26    | 0.15%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                    | Cedar Funding XI Clo Ltd                                                                                                   | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |    175767 | PA      | $176047.40    | 0.11%             | 2032-05-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78784.00     | 0.05%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    825000 | PA      | $820654.21    | 0.52%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159311.11    | 0.10%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                               | CenterPoint Energy Inc                                                                                                     | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38333.22     | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                 | Chart Industries Inc                                                                                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    238000 | PA      | $248351.87    | 0.16%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                               | Chase Auto Owner Trust 2024-3                                                                                              | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $166982.97    | 0.11%             | 2029-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                   | Expand Energy Corp                                                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    274000 | PA      | $274031.29    | 0.17%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                             | Citadel Securities Global Holdings LLC                                                                                     | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359447.58    | 0.23%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                      | Citizens Auto Receivables Trust 2023-2                                                                                     | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $244626.86    | 0.16%             | 2030-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    231000 | PA      | $237097.86    | 0.15%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119400.80    | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                 | CITGO Petroleum Corp                                                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    349000 | PA      | $364200.35    | 0.23%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2015-GC31                                                                              | CUSIP: 17323YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182415 | PA      | $1.82         | 0.00%             | 2048-06-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2016-GC36                                                                              | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124209 | PA      | $123630.45    | 0.08%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    209000 | PA      | $212022.15    | 0.14%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                      | Citizens Auto Receivables Trust 2023-1                                                                                     | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $797958.31    | 0.51%             | 2030-10-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                      | Citizens Auto Receivables Trust 2024-2                                                                                     | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231803 | PA      | $233441.39    | 0.15%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                             | Citizens Financial Group Inc                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213856.58    | 0.14%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                             | Citizens Financial Group Inc                                                                                               | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122316.41    | 0.08%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                                                                      | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    291000 | PA      | $300208.11    | 0.19%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                             | Cleco Corporate Holdings LLC                                                                                               | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86774.96     | 0.06%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                           | Clover CLO 2021-3 LLC                                                                                                      | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250134.25    | 0.16%             | 2035-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                         | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    176000 | PA      | $180007.77    | 0.11%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51842.34     | 0.03%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                         | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102389.41    | 0.07%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                         | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79179.19     | 0.05%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                         | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82161.16     | 0.05%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                                                            | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12109.82     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                          | Columbia Cent CLO 30 Ltd                                                                                                   | CUSIP: 19736WBG4<br>LEI: 549300EPPYTG18BLNK44 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250150.50    | 0.16%             | 2034-01-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                          | Columbia Cent CLO 32 Ltd                                                                                                   | CUSIP: 19737TBG0<br>LEI: 549300NBGVSLUALOY827 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300164.70    | 0.19%             | 2034-07-24      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                             | Columbia Pipelines Holding Co LLC                                                                                          | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $271543.00    | 0.17%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                             | Columbia Pipelines Holding Co LLC                                                                                          | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $113405.34    | 0.07%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                             | Comision Federal de Electricidad                                                                                           | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198247.97    | 0.13%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                  | CommonSpirit Health                                                                                                        | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54786.25     | 0.03%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                   | CommScope Technologies LLC                                                                                                 | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121809.38    | 0.08%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                        | CommScope LLC                                                                                                              | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117991.09    | 0.08%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                   | Conagra Brands Inc                                                                                                         | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    322000 | PA      | $325811.19    | 0.21%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CART                                                 | CONE Trust 2024-DFW1                                                                                                       | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99982.85     | 0.06%             | 2041-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     76755 | PA      | $76905.20     | 0.05%             | 2045-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20755JAA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    103409 | PA      | $103457.86    | 0.07%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    126963 | PA      | $127068.27    | 0.08%             | 2045-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20755RAA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     93125 | PA      | $93344.77     | 0.06%             | 2044-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 207941AA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     65358 | PA      | $65415.43     | 0.04%             | 2044-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                | Continental Resources Inc/OK                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    209000 | PA      | $208758.83    | 0.13%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                | Continental Resources Inc/OK                                                                                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188780.83    | 0.12%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                | Continental Resources Inc/OK                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    661000 | PA      | $647481.94    | 0.41%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                    | Credit Acceptance Auto Loan Trust 2024-2                                                                                   | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101802.82    | 0.06%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                                                         | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177096.49    | 0.11%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                                                         | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363933.88    | 0.23%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                                                         | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110132.71    | 0.07%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                             | Crowdstrike Holdings Inc                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164239.65    | 0.10%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     40000 | PA      | $39712.36     | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                           | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     74000 | PA      | $75204.81     | 0.05%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                           | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     70000 | PA      | $71104.80     | 0.05%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                          | DBC 2025-DBC Mortgage Trust                                                                                                | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $130286.21    | 0.08%             | 2042-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                  | DBWF Mortgage Trust                                                                                                        | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1344 | PA      | $1330.12      | 0.00%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                  | DBWF 2016-85T Mortgage Trust                                                                                               | CUSIP: 23307CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140000 | PA      | $1184.75      | 0.00%             | 2036-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                  | DBGS 2018-C1 Mortgage Trust                                                                                                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400544.76    | 0.26%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust              | DBJPM 2016-C3 Mortgage Trust                                                                                               | CUSIP: 23312VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152724 | PA      | $238.97       | 0.00%             | 2049-08-10      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                        | DTE Energy Co                                                                                                              | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97380.18     | 0.06%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                     | DT Midstream Inc                                                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $346538.00    | 0.22%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                               | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                 | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22137.59     | 0.01%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                             | Development Bank of Kazakhstan JSC                                                                                         | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $205683.34    | 0.13%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                             | Devon Energy Corp                                                                                                          | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225015.60    | 0.14%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                | Dick's Sporting Goods Inc                                                                                                  | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101049.71    | 0.06%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                | DirecTV Financing LLC Term Loan                                                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29413 | PA      | $29504.86     | 0.02%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $189208.84    | 0.12%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                                                                               | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373540.00    | 0.24%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                         | Drive Auto Receivables Trust 2025-1                                                                                        | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65812 | PA      | $65928.03     | 0.04%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 43 Senior Loan Fund                                                                                                 | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $679776.96    | 0.43%             | 2034-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 86 CLO Ltd                                                                                                          | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $410604.34    | 0.26%             | 2034-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 95 CLO Ltd                                                                                                          | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $439906.28    | 0.28%             | 2034-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 104 CLO Ltd                                                                                                         | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    560000 | PA      | $560869.12    | 0.36%             | 2034-08-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    243000 | PA      | $241656.44    | 0.15%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                                                                   | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60154.17     | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                                                                   | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    558000 | PA      | $577587.96    | 0.37%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                                                                   | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     61000 | PA      | $67193.48     | 0.04%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                       | EPR Properties                                                                                                             | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    171000 | PA      | $171535.05    | 0.11%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                       | EPR Properties                                                                                                             | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    148000 | PA      | $148307.06    | 0.09%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                       | EPR Properties                                                                                                             | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    134000 | PA      | $133005.79    | 0.08%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                             | Eagle Funding Luxco Sarl                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    775000 | PA      | $790376.00    | 0.50%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                                                            | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    326000 | PA      | $331380.69    | 0.21%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                         | Ecopetrol SA                                                                                                               | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    395000 | PA      | $423636.32    | 0.27%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                             | Electricite de France SA                                                                                                   | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    201000 | PA      | $207749.87    | 0.13%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                                   | Empire Resorts Inc                                                                                                         | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196903.90    | 0.13%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                 | Enel Finance International NV                                                                                              | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205353.59    | 0.13%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                 | Enel Finance International NV                                                                                              | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199703.10    | 0.13%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                 | Enel Finance International NV                                                                                              | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199310.37    | 0.13%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305968.99    | 0.20%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                             | Equinix Europe 2 Financing Corp LLC                                                                                        | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    107000 | PA      | $107347.37    | 0.07%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                             | Equitable America Global Funding                                                                                           | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76827.79     | 0.05%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                             | Equitable Financial Life Global Funding                                                                                    | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116065.17    | 0.07%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                    | Eversource Energy                                                                                                          | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110853.15    | 0.07%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2024-3                                                                                 | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226618 | PA      | $227459.75    | 0.14%             | 2028-09-15      | Fixed         | 5.57%                 | 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        |     40000 | PA      | $40909.96     | 0.03%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2025-4                                                                                 | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $582742.36    | 0.37%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2023-1                                                                                 | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $228420.81    | 0.15%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2025-2                                                                                 | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $97356.18     | 0.06%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                             | F&G Annuities & Life Inc                                                                                                   | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $100557.86    | 0.06%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                         | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    332000 | PA      | $327977.93    | 0.21%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                         | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54147.39     | 0.03%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                         | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51378.25     | 0.03%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                               | FWD Group Holdings Ltd                                                                                                     | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201303.08    | 0.13%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                 | FS Rialto 2025-FL10 Issuer LLC                                                                                             | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99988.81     | 0.06%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RET1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133316 | PA      | $136662.22    | 0.09%             | 2055-05-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288REV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63991 | PA      | $65703.99     | 0.04%             | 2054-08-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RFU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172095 | PA      | $174954.38    | 0.11%             | 2055-07-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95805 | PA      | $97601.50     | 0.06%             | 2055-08-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RGV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164204 | PA      | $166174.97    | 0.11%             | 2055-08-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RGW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67464 | PA      | $68570.31     | 0.04%             | 2055-08-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                                                            | CUSIP: 3140BN2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37891 | PA      | $38485.70     | 0.02%             | 2055-10-01      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                                                            | CUSIP: 3140JCGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38368 | PA      | $39428.02     | 0.03%             | 2054-02-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                                                            | CUSIP: 3140JCHN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22337 | PA      | $22799.40     | 0.01%             | 2053-10-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                                                            | CUSIP: 3140JCV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501416 | PA      | $516664.97    | 0.33%             | 2055-09-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                                                            | CUSIP: 3140QWBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93149 | PA      | $94457.34     | 0.06%             | 2055-02-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                                                            | CUSIP: 3140Y7BA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142875 | PA      | $146050.68    | 0.09%             | 2055-08-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 3142BBHP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96838 | PA      | $98061.86     | 0.06%             | 2055-10-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                               | Fells Point Funding Trust                                                                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $350895.71    | 0.22%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                              | Fidelity National Information Services Inc                                                                                 | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    254000 | PA      | $248917.99    | 0.16%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                             | First Citizens BancShares Inc/NC                                                                                           | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269426.66    | 0.17%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                   | First Horizon Corp                                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107592.93    | 0.07%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                             | First Quantum Minerals Ltd                                                                                                 | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210852.68    | 0.13%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                           | Fiserv Inc                                                                                                                 | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84006.59     | 0.05%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC            | Corpay Technologies Operating Company LLC Term Loan B5                                                                     | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    332073 | PA      | $332785.77    | 0.21%             | 2028-04-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                 | Flutter Treasury DAC                                                                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $414174.00    | 0.26%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                         | Ford Credit Auto Lease Trust 2024-A                                                                                        | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $311944.69    | 0.20%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    301000 | PA      | $299548.93    | 0.19%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    280000 | PA      | $292451.38    | 0.19%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    237000 | PA      | $242235.37    | 0.15%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203150.45    | 0.13%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    513000 | PA      | $515936.36    | 0.33%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205696.87    | 0.13%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                              | FTAI Aviation Investors LLC                                                                                                | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164499.38    | 0.10%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                | Foundry JV Holdco LLC                                                                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    740000 | PA      | $774357.59    | 0.49%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                             | Fox Corp                                                                                                                   | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    243000 | PA      | $246168.87    | 0.16%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-HQA1                                                                                    | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    340000 | PA      | $356831.97    | 0.23%             | 2042-03-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                                    | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     56272 | PA      | $56268.91     | 0.04%             | 2044-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                    | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    241033 | PA      | $242003.13    | 0.15%             | 2044-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                    | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |       324 | PA      | $324.07       | 0.00%             | 2044-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                | Freedom Mortgage Corp                                                                                                      | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231680.42    | 0.15%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                | Freedom Mortgage Holdings LLC                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25185.07     | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                               | Fresenius Medical Care US Finance III Inc                                                                                  | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146599.78    | 0.09%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                               | Fresenius Medical Care US Finance III Inc                                                                                  | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146659.14    | 0.09%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    316000 | PA      | $317928.97    | 0.20%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186500.28    | 0.12%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143166.90    | 0.09%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     97810 | PA      | $99077.77     | 0.06%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13231.18     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                              | GA Global Funding Trust                                                                                                    | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    163000 | PA      | $167638.89    | 0.11%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                              | GA Global Funding Trust                                                                                                    | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195852.19    | 0.12%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                              | GA Global Funding Trust                                                                                                    | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    309000 | PA      | $305910.68    | 0.19%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                            | GATX Corp                                                                                                                  | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50731.69     | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                    | GEO Group Inc/The                                                                                                          | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184184.52    | 0.12%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $79475.93     | 0.05%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                                                           | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $117814.05    | 0.08%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2015-GS1                                                                                      | CUSIP: 36252AAF3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    978118 | PA      | $58.69        | 0.00%             | 2048-11-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2017-485l                                                                                | CUSIP: 36252CAE2<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   1590000 | PA      | $2362.04      | 0.00%             | 2037-02-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GSA1                                                                                     | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $493450.41    | 0.31%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                    | GXO Logistics Inc                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    215000 | PA      | $226731.41    | 0.14%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    258000 | PA      | $257228.65    | 0.16%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    209000 | PA      | $216738.09    | 0.14%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73260.28     | 0.05%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13217.43     | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    142000 | PA      | $147309.94    | 0.09%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74349.03     | 0.05%             | 2030-01-07      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76023.74     | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55090.65     | 0.04%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                       | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89270.48     | 0.06%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    366000 | PA      | $377924.73    | 0.24%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    189000 | PA      | $194403.53    | 0.12%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                                                                        | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    161000 | PA      | $161330.04    | 0.10%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                                                                        | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    271000 | PA      | $271364.46    | 0.17%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54773.11     | 0.03%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    126000 | PA      | $130164.51    | 0.08%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    174000 | PA      | $171096.98    | 0.11%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                   | CUSIP: 38378N4W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7918 | PA      | $0.08         | 0.00%             | 2056-03-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                   | CUSIP: 38379RMC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10042 | PA      | $9002.79      | 0.01%             | 2057-12-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                   | CUSIP: 38379RPP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4610 | PA      | $4473.96      | 0.00%             | 2048-11-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                   | CUSIP: 38379RRQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22016 | PA      | $20111.58     | 0.01%             | 2050-03-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                   | CUSIP: 38379RSL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5924 | PA      | $5628.14      | 0.00%             | 2058-08-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                   | CUSIP: 38379RVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12471 | PA      | $11161.89     | 0.01%             | 2050-11-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                     | Greenko Dutch BV                                                                                                           | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    190300 | PA      | $188948.75    | 0.12%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes               | Greystone CRE Notes 2021-FL3 Ltd                                                                                           | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13425 | PA      | $13416.89     | 0.01%             | 2039-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                  | Griffon Corp                                                                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6014.93      | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                              | Gulfport Energy Operating Corp                                                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    197000 | PA      | $203684.41    | 0.13%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                             | HLF Financing Sarl LLC / Herbalife International Inc                                                                       | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $223774.45    | 0.14%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                     | HF Sinclair Corp                                                                                                           | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201044.22    | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203777.72    | 0.13%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202950.76    | 0.13%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                | HPEFS Equipment Trust 2025-1                                                                                               | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186443.44    | 0.12%             | 2032-09-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                           | Hasbro Inc                                                                                                                 | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    453000 | PA      | $446218.83    | 0.28%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                               | HAT Holdings I LLC / HAT Holdings II LLC                                                                                   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $62611.55     | 0.04%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                               | HAT Holdings I LLC / HAT Holdings II LLC                                                                                   | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $141244.60    | 0.09%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                             | Health Care Service Corp A Mutual Legal Reserve Co                                                                         | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59468.84     | 0.04%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                | Heartland Dental LLC / Heartland Dental Finance Corp                                                                       | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $152218.39    | 0.10%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                | Helmerich & Payne Inc                                                                                                      | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102864.67    | 0.07%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                | Helmerich & Payne Inc                                                                                                      | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110894.57    | 0.07%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                             | Hess Midstream Operations LP                                                                                               | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $50096.57     | 0.03%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                             | Hess Midstream Operations LP                                                                                               | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45210.20     | 0.03%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                  | Hilcorp Energy I LP Term Loan B                                                                                            | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    283458 | PA      | $284345.22    | 0.18%             | 2030-02-11      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                      | Hillenbrand Inc                                                                                                            | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    253000 | PA      | $258971.05    | 0.17%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                | HPEFS Equipment Trust 2023-2                                                                                               | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $237500.61    | 0.15%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                              | Hungary Government International Bond                                                                                      | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $205546.69    | 0.13%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                | Huntington Auto Trust 2024-1                                                                                               | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394614 | PA      | $398562.95    | 0.25%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                             | Huntington Ingalls Industries Inc                                                                                          | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    143000 | PA      | $135481.40    | 0.09%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                         | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                                     | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268206 | PA      | $272801.66    | 0.17%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                         | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                     | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140202 | PA      | $141772.35    | 0.09%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                              | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209995.94    | 0.13%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                         | Hudson Yards 2025-SPRL Mortgage Trust                                                                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $176398.66    | 0.11%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                    | Hyatt Hotels Corp                                                                                                          | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67956.75     | 0.04%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                    | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    121000 | PA      | $114832.23    | 0.07%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                    | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    128000 | PA      | $133954.98    | 0.09%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                    | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32851.30     | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                    | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138487.13    | 0.09%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                    | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92030.03     | 0.06%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                    | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130034.59    | 0.08%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                             | Icon Investments Six DAC                                                                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204192.81    | 0.13%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                         | Illumina Inc                                                                                                               | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    154000 | PA      | $158733.68    | 0.10%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                         | Illumina Inc                                                                                                               | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82290.19     | 0.05%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                         | Illumina Inc                                                                                                               | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    189000 | PA      | $190861.14    | 0.12%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                              | Imperial Brands Finance PLC                                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206006.66    | 0.13%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                              | Imperial Brands Finance PLC                                                                                                | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207394.40    | 0.13%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                              | Crescent Energy Finance LLC                                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    296000 | PA      | $306288.14    | 0.20%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                           | Intel Corp                                                                                                                 | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     64000 | PA      | $59749.84     | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                           | Intel Corp                                                                                                                 | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72625.56     | 0.05%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                            | IQVIA Inc                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200094.28    | 0.13%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                            | IQVIA Inc                                                                                                                  | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163481.34    | 0.10%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                                                          | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    103000 | PA      | $102945.82    | 0.07%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                    | ITC Holdings Corp                                                                                                          | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79086.87     | 0.05%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust           | JPMDB Commercial Mortgage Securities Trust 2017-C5                                                                         | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581939 | PA      | $576032.77    | 0.37%             | 2050-03-15      | Fixed         | 3.41%                 | 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: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    110000 | PA      | $105982.99    | 0.07%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust 2025-VIS3                                                                                         | CUSIP: 46594EAC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    127851 | PA      | $128384.79    | 0.08%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                        | CUSIP: 465968AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660172 | PA      | $7091.44      | 0.00%             | 2050-09-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                             | CUSIP: 46642MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $46202.10     | 0.03%             | 2027-06-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust 2015-C30                                                                        | CUSIP: 46644UBC1<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     90276 | PA      | $0.90         | 0.00%             | 2048-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                                                              | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715643 | PA      | $1908.26      | 0.00%             | 2049-12-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91535.82     | 0.06%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42042.91     | 0.03%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85804.23     | 0.05%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust Series 2025-NQM4                                                                                  | CUSIP: 46660HAD8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    166050 | PA      | $166296.48    | 0.11%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust Series 2025-NQM5                                                                                  | CUSIP: 46664DAA9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250284.23    | 0.16%             | 2065-05-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                | Jackson Financial Inc                                                                                                      | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46607.81     | 0.03%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182996.47    | 0.12%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                       | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150559.41    | 0.10%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                       | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133588.45    | 0.09%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                             | Jacobs Engineering Group Inc                                                                                               | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    240000 | PA      | $252649.62    | 0.16%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                              | Jane Street Group / JSG Finance Inc                                                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $272973.72    | 0.17%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                    | Japan Tobacco Inc                                                                                                          | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $311427.31    | 0.20%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                             | Jefferson Capital Holdings LLC                                                                                             | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200156.00    | 0.13%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                             | Development Bank of Kazakhstan JSC                                                                                         | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $207151.12    | 0.13%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 15 Ltd                                                                                                             | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260259.22    | 0.17%             | 2032-01-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR Clo 24 Ltd                                                                                                             | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |    131077 | PA      | $131166.73    | 0.08%             | 2032-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 23 Ltd                                                                                                             | CUSIP: 48252YAQ2<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400416.40    | 0.26%             | 2031-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 40 Ltd                                                                                                             | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    590000 | PA      | $590238.36    | 0.38%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                 | Keurig Dr Pepper Inc                                                                                                       | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65755.74     | 0.04%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                 | Keurig Dr Pepper Inc                                                                                                       | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100332.47    | 0.06%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                    | Kinder Morgan Inc                                                                                                          | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104390.82    | 0.07%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                  | Kinetik Holdings LP                                                                                                        | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    179000 | PA      | $184422.27    | 0.12%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                       | KIND Commercial Mortgage Trust 2024-1                                                                                      | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $110237.39    | 0.07%             | 2041-08-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                           | LAD Auto Receivables Trust 2023-3                                                                                          | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $392670.28    | 0.25%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                        | LGI Homes Inc                                                                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156553.95    | 0.10%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                  | LCM 35 Ltd                                                                                                                 | CUSIP: 50202QAL7<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250068.00    | 0.16%             | 2034-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                  | LCM 34 Ltd                                                                                                                 | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $430373.67    | 0.27%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189028.52    | 0.12%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166260.86    | 0.11%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     98000 | PA      | $104626.09    | 0.07%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47930.25     | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40952.73     | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59877.63     | 0.04%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92849.93     | 0.06%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                           | LAD Auto Receivables Trust 2024-3                                                                                          | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26938 | PA      | $26955.06     | 0.02%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                         | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |    138000 | PA      | $137169.45    | 0.09%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                         | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    404000 | PA      | $399822.56    | 0.25%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                           | LAD Auto Receivables Trust 2024-2                                                                                          | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171483 | PA      | $172502.80    | 0.11%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                 | Las Vegas Sands Corp                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    212000 | PA      | $211136.14    | 0.13%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                 | Las Vegas Sands Corp                                                                                                       | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12245.51     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                            | LBA Trust 2024-7IND                                                                                                        | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68237 | PA      | $68363.05     | 0.04%             | 2041-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                  | Leggett & Platt Inc                                                                                                        | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6905.74      | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                               | Lendmark Funding Trust 2021-2                                                                                              | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $251863.30    | 0.16%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                 | Liberty Utilities Co                                                                                                       | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82669.98     | 0.05%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                             | Lincoln Financial Global Funding                                                                                           | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109788.72    | 0.07%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                             | Lincoln Financial Global Funding                                                                                           | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93947.50     | 0.06%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                       | LoanCore 2022-CRE7 Issuer Ltd                                                                                              | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     75163 | PA      | $75085.19     | 0.05%             | 2037-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                      | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $160129.01    | 0.10%             | 2042-08-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                      | LSTAR Commercial Mortgage Trust 2017-5                                                                                     | CUSIP: 54910TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23792 | PA      | $23755.95     | 0.02%             | 2050-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                               | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                          | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    570585 | PA      | $568219.78    | 0.36%             | 2030-04-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                 | M&T Bank Corp                                                                                                              | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94569.85     | 0.06%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                 | MGIC Investment Corp                                                                                                       | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165005.54    | 0.11%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust          | MF1 2021-FL7 Ltd                                                                                                           | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     29488 | PA      | $29474.21     | 0.02%             | 2036-10-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust          | MF1 2022-FL9 LLC                                                                                                           | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82734 | PA      | $82783.49     | 0.05%             | 2037-06-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                      | M&T Bank Auto Receivables Trust 2024-1                                                                                     | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317399 | PA      | $320977.77    | 0.20%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                      | M&T Bank Auto Receivables Trust 2025-1                                                                                     | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101412.66    | 0.06%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                                                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160427.52    | 0.10%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64048.50     | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                                                                   | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25947.13     | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                  | M&T Equipment 2024-LEAF1 Notes                                                                                             | CUSIP: 55376YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306420.60    | 0.20%             | 2031-08-18      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                   | Macquarie Bank Ltd                                                                                                         | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $191452.99    | 0.12%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                  | Macquarie Group Ltd                                                                                                        | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     28000 | PA      | $27813.79     | 0.02%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                             | Macquarie Airfinance Holdings Ltd                                                                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    114000 | PA      | $119631.51    | 0.08%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                             | Macquarie Airfinance Holdings Ltd                                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     34000 | PA      | $34492.52     | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding LVII Ltd                                                                                              | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $390004.29    | 0.25%             | 2034-07-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                                                                   | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101500.40    | 0.06%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102153.44    | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                       | Mariner Finance Issuance Trust 2021-B                                                                                      | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $297287.71    | 0.19%             | 2036-11-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                       | Mariner Finance Issuance Trust 2021-A                                                                                      | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $290506.91    | 0.19%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                           | MasTec Inc                                                                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    204000 | PA      | $202963.94    | 0.13%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                           | MasTec Inc                                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    116000 | PA      | $121038.12    | 0.08%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    243000 | PA      | $249263.57    | 0.16%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                           | Mattel Inc                                                                                                                 | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350077.37    | 0.22%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                           | Mattel Inc                                                                                                                 | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207489.75    | 0.13%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL C                             | Matthews International Corp                                                                                                | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |    203000 | PA      | $210032.12    | 0.13%             | 2027-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                               | Mauser Packaging Solutions Holding Co                                                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46320.00     | 0.03%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                | Maxim Crane Works Holdings Capital LLC                                                                                     | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $186375.00    | 0.12%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                  | Medline Borrower LP 2025 Term Loan B                                                                                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     63121 | PA      | $63379.65     | 0.04%             | 2028-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                     | MercadoLibre Inc                                                                                                           | CUSIP: 58733RAE2<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219899.81    | 0.14%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                       | Mercedes-Benz Auto Lease Trust 2024-A                                                                                      | CUSIP: 58770JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $315230.88    | 0.20%             | 2030-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                          | Merchants Fleet Funding LLC                                                                                                | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    271642 | PA      | $273437.16    | 0.17%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108209.39    | 0.07%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                                                                   | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80112.08     | 0.05%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93907.45     | 0.06%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                | Molina Healthcare Inc                                                                                                      | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108258.21    | 0.07%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                               | Molex Electronic Technologies LLC                                                                                          | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126492.88    | 0.08%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2024-NSTB                                                                                   | CUSIP: 61690BAA0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    251694 | PA      | $248740.56    | 0.16%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77590.94     | 0.05%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109405.26    | 0.07%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76917.68     | 0.05%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                             | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90720.74     | 0.06%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                                                                | CUSIP: 61766RBA3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    703916 | PA      | $2753.09      | 0.00%             | 2049-11-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2016-UBS11                                                                                  | CUSIP: 61767FBC4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $3555.70      | 0.00%             | 2049-08-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                              | Morgan Stanley Private Bank NA                                                                                             | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253475.80    | 0.16%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | MSBAM                                                                                                                      | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209098.96    | 0.13%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust       | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                                                                   | CUSIP: 61779JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132639 | PA      | $132748.26    | 0.08%             | 2070-09-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                               | Mutual of Omaha Cos Global Funding                                                                                         | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76759.35     | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                  | NBM US Holdings Inc                                                                                                        | CUSIP: 62877VAA9<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400754.04    | 0.26%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                         | NMI Holdings Inc                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36285.55     | 0.02%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                                                             | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154295.22    | 0.10%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                 | National Fuel Gas Co                                                                                                       | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82923.76     | 0.05%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                 | National Fuel Gas Co                                                                                                       | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80818.98     | 0.05%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                 | National Fuel Gas Co                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114645.44    | 0.07%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200547.06    | 0.13%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                         | Navient Corp                                                                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    221000 | PA      | $224108.14    | 0.14%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                         | Navient Corp                                                                                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28079.21     | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | 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        |     79403 | PA      | $72880.40     | 0.05%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Private Education Refi Loan Trust 2022-A                                                                           | CUSIP: 63942MAA8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     67440 | PA      | $61857.86     | 0.04%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                | Navesink Clo 4 Ltd                                                                                                         | CUSIP: 63943VAA7<br>LEI: 254900NULUM27L7QZU33 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250046.50    | 0.16%             | 2037-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                            | Nelnet Student Loan Trust 2021-A                                                                                           | CUSIP: 64035DAB2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     36271 | PA      | $34336.04     | 0.02%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                          | Ovintiv Inc                                                                                                                | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250000.00    | 0.16%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                    | Nexstar Media Inc                                                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131793.34    | 0.08%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                 | Niagara Mohawk Power Corp                                                                                                  | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90698.89     | 0.06%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                                                                             | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69718.56     | 0.04%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                                                                             | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34255.57     | 0.02%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                                                                             | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    254000 | PA      | $257629.79    | 0.16%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                      | Gen Digital Inc 2021 Term Loan A                                                                                           | CUSIP: 66877AAC2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    585976 | PA      | $586708.63    | 0.37%             | 2027-09-10      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2025-NQM16 Trust                                                                                                       | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |    119662 | PA      | $119827.84    | 0.08%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2025-NQM17 Trust                                                                                                       | CUSIP: 67122JAA8<br>LEI: 254900I0YTADJGNQ3O02 | Long             | ABS-MBS          | CORP              | US        |    223133 | PA      | $223103.55    | 0.14%             | 2065-08-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2025-NQM20 Trust                                                                                                       | CUSIP: 67126GAC6<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |    126922 | PA      | $127367.12    | 0.08%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                    | Chord Energy Corp                                                                                                          | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120912.09    | 0.08%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2025-NQM21 Trust                                                                                                       | CUSIP: 67448BAA2<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |    227118 | PA      | $227361.66    | 0.14%             | 2065-10-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     39000 | PA      | $43904.87     | 0.03%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $255112.44    | 0.16%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40936.22     | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    238000 | PA      | $251710.47    | 0.16%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60505.42     | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Cor 2 Year Term Loan                                                                                  | CUSIP: 67460TAR9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | LON              | CORP              | US        |    350356 | PA      | $350793.50    | 0.22%             | 2026-08-03      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                     | Ocean Trails Clo XI                                                                                                        | CUSIP: 67514VAL3<br>LEI: 549300E51CF32RJNO651 | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $439260.80    | 0.28%             | 2034-07-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2024-3                                                                                            | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294902 | PA      | $296611.39    | 0.19%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44, Ltd.                 | Octagon Investment Partners 44 Ltd                                                                                         | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250062.50    | 0.16%             | 2034-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45, Ltd.                 | Octagon Investment Partners 45 Ltd                                                                                         | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260165.88    | 0.17%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2024-2                                                                                            | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52915 | PA      | $53369.32     | 0.03%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.                 | Octagon Investment Partners 41 Ltd                                                                                         | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250064.25    | 0.16%             | 2033-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                       | Ohio Edison Co                                                                                                             | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26600.49     | 0.02%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE             | Oklahoma Development Finance Authority                                                                                     | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    220000 | PA      | $218795.85    | 0.14%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                      | 180 Medical Inc                                                                                                            | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195207.72    | 0.12%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2023-1                                                                                    | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $454941.08    | 0.29%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2021-1                                                                                    | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $136316.73    | 0.09%             | 2036-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2022-3                                                                                    | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62149 | PA      | $62379.00     | 0.04%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                       | Open Text Corp                                                                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $140544.50    | 0.09%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    531000 | PA      | $519615.69    | 0.33%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                           | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195720.94    | 0.12%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                          | Ovintiv Inc                                                                                                                | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43251.20     | 0.03%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                               | Blue Owl Credit Income Corp                                                                                                | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50826.47     | 0.03%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                               | Blue Owl Credit Income Corp                                                                                                | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13846.88     | 0.01%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                                                                       | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57330.36     | 0.04%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                       | PSEG Power LLC                                                                                                             | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $77777.22     | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PFP III                                              | PFP 2025-12 Ltd                                                                                                            | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260797.81    | 0.17%             | 2042-12-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98524.77     | 0.06%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    184363 | PA      | $184363.00    | 0.12%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48828.83     | 0.03%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86788.89     | 0.06%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115042.31    | 0.07%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                   | Panama Government International Bond                                                                                       | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    125000 | PA      | $134275.00    | 0.09%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                   | Panama Government International Bond                                                                                       | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $200730.00    | 0.13%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                         | Parallel 2023-1 Ltd                                                                                                        | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350836.85    | 0.22%             | 2036-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                           | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     99000 | PA      | $99144.44     | 0.06%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                             | FirstEnergy Pennsylvania Electric Co                                                                                       | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65160.61     | 0.04%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                             | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                              | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $271187.18    | 0.17%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                    | Suncor Energy Inc                                                                                                          | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $104648.17    | 0.07%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                             | Petrobras Global Finance BV                                                                                                | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $260012.81    | 0.17%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $160908.21    | 0.10%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                | Pinnacle West Capital Corp                                                                                                 | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30566.50     | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                       | KFC Holding Co 2021 Term Loan B                                                                                            | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    321548 | PA      | $323255.76    | 0.21%             | 2028-03-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                         | Post CLO 2021-1 LTD                                                                                                        | CUSIP: 73742FAL0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300237.90    | 0.19%             | 2034-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                 | Prologis Targeted US Logistics Fund LP                                                                                     | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    165000 | PA      | $163854.61    | 0.10%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                 | Protective Life Corp                                                                                                       | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150736.07    | 0.10%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RPI Intermediate Finance Partnership LP              | RPI Intermediate Finance Partnership LP 2025 Term Loan                                                                     | CUSIP: 74969FAC4<br>LEI: 5493009EMOUZYHVGX031 | Long             | LON              | CORP              | US        |    359112 | PA      | $351480.46    | 0.22%             | 2030-02-04      | Floating      | 5.19%                 | No            |                  3 | On Loan: No      |
| ROCC Trust                                           | ROCK Trust 2024-CNTR                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102824.78    | 0.07%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                    | Rakuten Group Inc                                                                                                          | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $267525.11    | 0.17%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                 | Range Resources Corp                                                                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    257000 | PA      | $262253.48    | 0.17%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                  | Citizens Bank NA/Providence RI                                                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251941.76    | 0.16%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                         | RealPage Inc 1st Lien Term Loan                                                                                            | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    204466 | PA      | $204544.87    | 0.13%             | 2028-04-24      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                                          | Redfin Corp                                                                                                                | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73398.00     | 0.05%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    187000 | PA      | $187370.09    | 0.12%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    318000 | PA      | $329107.51    | 0.21%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    158000 | PA      | $167520.26    | 0.11%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                | Rentokil Terminix Funding LLC                                                                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203570.95    | 0.13%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                   | RGA Global Funding                                                                                                         | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97401.29     | 0.06%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                          | ROBLOX Corp                                                                                                                | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172368.29    | 0.11%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                             | TGNR Intermediate Holdings LLC                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198766.32    | 0.13%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                       | Rocket Cos Inc                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $143761.33    | 0.09%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                       | Rocket Cos Inc                                                                                                             | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $268485.82    | 0.17%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $417117.55    | 0.27%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                                                                     | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    110000 | PA      | $113675.98    | 0.07%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                                                                     | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    170000 | PA      | $175609.79    | 0.11%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                       | Romark CLO Ltd                                                                                                             | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7038 | PA      | $7039.86      | 0.00%             | 2030-10-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    296000 | PA      | $292870.70    | 0.19%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    162000 | PA      | $162018.08    | 0.10%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     75000 | PA      | $75121.44     | 0.05%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    151000 | PA      | $152187.83    | 0.10%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                   | Royalty Pharma PLC                                                                                                         | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $33553.99     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                   | Royalty Pharma PLC                                                                                                         | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    109000 | PA      | $112078.08    | 0.07%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                   | Royalty Pharma PLC                                                                                                         | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    176000 | PA      | $175549.12    | 0.11%             | 2031-03-25      | Fixed         | 4.45%                 | 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        |    140000 | PA      | $142798.19    | 0.09%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2024-2                                                                           | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256294 | PA      | $259138.69    | 0.17%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2023-1                                                                           | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101667 | PA      | $102338.23    | 0.07%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                 | SCG Trust 2025-SNIP                                                                                                        | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170526.01    | 0.11%             | 2042-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust              | SG Commercial Mortgage Securities Trust 2019-787E                                                                          | CUSIP: 78426RAB8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   4149000 | PA      | $38580.72     | 0.02%             | 2041-02-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2024-1                                                                           | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74003 | PA      | $74473.87     | 0.05%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2024-3                                                                           | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120842.09    | 0.08%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                              | SCF Equipment Leasing 2025-1 LLC                                                                                           | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $311707.59    | 0.20%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                              | SCF Equipment Leasing 2025-2 LLC                                                                                           | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $205966.49    | 0.13%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                             | SLM Corp                                                                                                                   | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245905.60    | 0.16%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    477000 | PA      | $479453.21    | 0.31%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                                                               | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134057.28    | 0.09%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                | SS&C Technologies Inc                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125195.38    | 0.08%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                       | SWCH Commercial Mortgage Trust 2025-DATA                                                                                   | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $168681.60    | 0.11%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                             | Sammons Financial Group Global Funding                                                                                     | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91289.73     | 0.06%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                             | Sammons Financial Group Global Funding                                                                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65056.27     | 0.04%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                             | Santander UK Group Holdings PLC                                                                                            | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196646.95    | 0.13%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                             | Santander UK Group Holdings PLC                                                                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $418039.87    | 0.27%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2023-3                                                                              | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $127369.68    | 0.08%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-2                                                                              | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118744 | PA      | $119163.62    | 0.08%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-2                                                                              | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $224889.65    | 0.14%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2023-1                                                                              | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464930 | PA      | $468047.51    | 0.30%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-3                                                                              | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111368.37    | 0.07%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2025-1                                                                              | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100836.94    | 0.06%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2022-6                                                                              | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141127 | PA      | $141399.14    | 0.09%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2025-4                                                                              | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180778.43    | 0.12%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Saratoga Investment Corp CLO Ltd                     | Saratoga Investment Corp Senior Loan Fund 2022-1 Ltd                                                                       | CUSIP: 80349PAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400287.20    | 0.26%             | 2037-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                             | SCCU Auto Receivables Trust 2025-1                                                                                         | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $238809.02    | 0.15%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-CSTL                    | Shops at Crystals Trust 2016-CSTL                                                                                          | CUSIP: 82510WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $60.00        | 0.00%             | 2036-07-05      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                 | Signal Peak CLO 4 Ltd                                                                                                      | CUSIP: 82667EAN1<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $379743.50    | 0.24%             | 2034-10-26      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56675.56     | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                             | South Bow USA Infrastructure Holdings LLC                                                                                  | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123187.55    | 0.08%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                             | South Bow USA Infrastructure Holdings LLC                                                                                  | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153226.90    | 0.10%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                             | Snam SpA                                                                                                                   | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $204102.22    | 0.13%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                                                                                        | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    222000 | PA      | $224595.75    | 0.14%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                           | Sodexo Inc                                                                                                                 | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205292.49    | 0.13%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                       | Solventum Corp                                                                                                             | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114670.62    | 0.07%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                            | Sotheby's                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198954.52    | 0.13%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                | Southwest Airlines Co                                                                                                      | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82191.76     | 0.05%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                   | Southwest Gas Corp                                                                                                         | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82099.88     | 0.05%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                   | Expand Energy Corp                                                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99003.23     | 0.06%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                                                       | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90939.87     | 0.06%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                                                       | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    136000 | PA      | $140024.24    | 0.09%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                               | Spirit AeroSystems Inc                                                                                                     | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    217000 | PA      | $216377.12    | 0.14%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                  | Sprint Capital Corp                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    229000 | PA      | $245826.07    | 0.16%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                                                                  | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    133000 | PA      | $131011.65    | 0.08%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200897.95    | 0.13%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                                                                  | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46959.19     | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                               | Standard Chartered PLC                                                                                                     | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204140.03    | 0.13%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                           | FIXED INC CLEARING CORP.REPO                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    652828 | PA      | $652828.15    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                | Stellantis Finance US Inc                                                                                                  | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203969.18    | 0.13%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                             | Stellantis Financial Services US Corp                                                                                      | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $458315.77    | 0.29%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                       | TD SYNNEX Corp                                                                                                             | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93849.24     | 0.06%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                  | Synchrony Financial                                                                                                        | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49835.17     | 0.03%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                  | Synchrony Financial                                                                                                        | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44825.50     | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                  | Synchrony Financial                                                                                                        | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77994.08     | 0.05%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                       | Synchrony Bank                                                                                                             | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255140.64    | 0.16%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                              | System Energy Resources Inc                                                                                                | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $311596.60    | 0.20%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                        | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28008.04     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                        | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $240840.70    | 0.15%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                        | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $400204.76    | 0.26%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                 | Telefonica Europe BV                                                                                                       | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     39000 | PA      | $44767.76     | 0.03%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                                                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147747.05    | 0.09%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                             | Tengizchevroil Finance Co International Ltd                                                                                | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $185779.81    | 0.12%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                              | Teva Pharmaceutical Finance Netherlands III BV                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    267000 | PA      | $264515.86    | 0.17%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                               | Williams Cos Inc/The                                                                                                       | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117522.09    | 0.07%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2019-HY1                                                                                         | CUSIP: 89177EAD1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $135371.08    | 0.09%             | 2048-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    237000 | PA      | $241471.23    | 0.15%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                     | Trinitas CLO XII Ltd                                                                                                       | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |    214154 | PA      | $214384.15    | 0.14%             | 2033-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                     | Trinitas CLO XVI Ltd                                                                                                       | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270085.05    | 0.17%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                               | Trinity Industries Inc                                                                                                     | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    218000 | PA      | $226615.48    | 0.14%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                     | Triton Container International Ltd                                                                                         | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    196000 | PA      | $194487.75    | 0.12%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                                      | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89558.44     | 0.06%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                                      | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71581.17     | 0.05%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71447.95     | 0.05%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Trysail CLO Ltd                                      | Trysail CLO 2021-1 Ltd                                                                                                     | CUSIP: 89855AAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $330064.68    | 0.21%             | 2036-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                               | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $196846.59    | 0.13%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                               | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $206911.32    | 0.13%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2019-C18                                                                                     | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $18879.57     | 0.01%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2018-C9                                                                                      | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $217799.76    | 0.14%             | 2051-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    478000 | PA      | $478955.04    | 0.31%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                       | US Bank NA                                                                                                                 | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    161478 | PA      | $162337.50    | 0.10%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                              | United Airlines 2020-1 Class A Pass Through Trust                                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75493 | PA      | $77461.46     | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                 | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113419.17    | 0.07%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                 | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129783.66    | 0.08%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                 | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    337000 | PA      | $346270.63    | 0.22%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Notes                                                                                                        | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9018000 | PA      | $9038783.69   | 5.76%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                             | United Wholesale Mortgage LLC                                                                                              | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201265.00    | 0.13%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                | Universal Health Services Inc                                                                                              | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106590.11    | 0.07%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC GOLDMAN SACHS COC                          | SWAP CCPC GOLDMAN SACHS COC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    674005 | NS      | $674005.15    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                      | Venture 45 Clo Ltd                                                                                                         | CUSIP: 92326GAS7<br>LEI: 549300ZDR5K71IXJ2M57 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250149.25    | 0.16%             | 2035-07-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                      | Venture 28A Clo Ltd                                                                                                        | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399843.20    | 0.25%             | 2034-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                              | Verdant Receivables 2025-1 LLC                                                                                             | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $351837.18    | 0.22%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                 | Verizon Master Trust                                                                                                       | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101003.18    | 0.06%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2025-9                                                                                          | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    187795 | PA      | $188155.96    | 0.12%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2025-12                                                                                         | CUSIP: 92490FAC4<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100205.05    | 0.06%             | 2070-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2025-8                                                                                          | CUSIP: 924930AC4<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |     96202 | PA      | $96277.17     | 0.06%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                             | Vertiv Group Corp                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130455.59    | 0.08%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                             | TK Elevator US Newco Inc                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250212.50    | 0.16%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2025-10                                                                                         | CUSIP: 92541FAA7<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |     91619 | PA      | $92259.29     | 0.06%             | 2070-06-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                     | Paramount Global                                                                                                           | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    128000 | PA      | $138519.00    | 0.09%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    197000 | PA      | $197023.37    | 0.13%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    178000 | PA      | $176909.19    | 0.11%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    180000 | PA      | $180211.46    | 0.11%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    431000 | PA      | $423205.13    | 0.27%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                   | Expand Energy Corp                                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    278000 | PA      | $279653.90    | 0.18%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                             | Viper Energy Partners LLC                                                                                                  | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104247.85    | 0.07%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    298000 | PA      | $298269.54    | 0.19%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45735.04     | 0.03%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35267.72     | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260921.70    | 0.17%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                    | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202144.27    | 0.13%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                    | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200854.77    | 0.13%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                    | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201763.36    | 0.13%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                    | Vornado Realty LP                                                                                                          | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    111000 | PA      | $109798.45    | 0.07%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                         | Voya CLO 2017-3 Ltd                                                                                                        | CUSIP: 92915QBJ1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250128.50    | 0.16%             | 2034-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                                  | Voya Global Funding                                                                                                        | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $175105.89    | 0.11%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                      | WEA Finance LLC                                                                                                            | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     62000 | PA      | $60024.50     | 0.04%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                      | WEA Finance LLC                                                                                                            | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    117000 | PA      | $115211.85    | 0.07%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                             | Boost Newco Borrower LLC 2025 USD Term Loan B2                                                                             | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    322562 | PA      | $323470.51    | 0.21%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                             | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $355647.38    | 0.23%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                            | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    814253 | PA      | $2532.65      | 0.00%             | 2049-08-15      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202086.86    | 0.13%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     99000 | PA      | $104630.16    | 0.07%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                           | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    177000 | PA      | $182318.30    | 0.12%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103915.11    | 0.07%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C50                                                                             | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $29307.68     | 0.02%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                             | CUSIP: 95003VAC2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $324777.70    | 0.21%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C3                                                                             | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $275507.44    | 0.18%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                      | Western Funding Auto Loan Trust 2025-1                                                                                     | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $343079.69    | 0.22%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                                                             | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65824.03     | 0.04%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41055.99     | 0.03%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                                                             | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70987.93     | 0.05%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                              | Western-Southern Global Funding                                                                                            | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81938.72     | 0.05%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                              | Western-Southern Global Funding                                                                                            | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104893.60    | 0.07%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2023-3                                                                               | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $222383.11    | 0.14%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2025-2                                                                               | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503070.60    | 0.32%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2023-1                                                                               | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $189282.53    | 0.12%             | 2028-11-15      | Fixed         | 6.79%                 | 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        |    140000 | PA      | $143051.47    | 0.09%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2024-3                                                                               | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95319.85     | 0.06%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                       | Westlake Flooring Master Trust                                                                                             | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $210329.49    | 0.13%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2024-1                                                                               | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $311358.02    | 0.20%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                | Whistler Pipeline LLC                                                                                                      | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114616.54    | 0.07%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                   | Wind River 2021-4 CLO Ltd                                                                                                  | CUSIP: 97316UAJ7<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300006.90    | 0.19%             | 2035-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                   | Wind River 2022-1 CLO Ltd                                                                                                  | CUSIP: 97316YAU4<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300147.90    | 0.19%             | 2035-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| XPO INC                                              | XPO Inc                                                                                                                    | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398387.34    | 0.25%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                        | ZF North America Capital Inc                                                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307288.64    | 0.20%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S15117319 CDS USD R F  1.00000 315117320 CCPCDX / Short: S15117319 CDS USD P V 03MEVENT 315117321 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2113000 | OU      | $45883.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S76627833 CDS USD R F  1.00000 376627835 CCPCDX / Short: S76627833 CDS USD P V 03MEVENT 376627834 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2051000 | OU      | $46420.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B87303781 IRS USD R V 12MSOFR 387303783 CCPOIS / Short: B87303781 IRS USD P F  3.58454 387303782 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4300000 | OU      | $-26390.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B29760411 IRS USD R V 12MSOFR 429760413 CCPOIS / Short: B29760411 IRS USD P F  4.28708 429760412 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4610000 | OU      | $-159840.64   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S83694278 CDS USD R F  1.00000 583694280 CCPCORPORATE / Short: S83694278 CDS USD P V 03MEVENT 583694279 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    350000 | OU      | $908.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S95568541 CDS USD R F  1.00000 595568543 CCPCORPORATE / Short: S95568541 CDS USD P V 03MEVENT 595568542 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    148000 | OU      | $-2841.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                             | INNIO Group Holding GmbH 2025 Term Loan B2                                                                                 | CUSIP: 000000000<br>LEI: 2549000WCDQX6ZM7AW92 | Long             | LON              | CORP              | AT        |     77000 | PA      | $77368.83     | 0.05%             | 2028-11-02      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                | Bank Negara Indonesia Persero Tbk PT                                                                                       | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198997.32    | 0.13%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds               | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    376000 | PA      | $382349.56    | 0.24%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds               | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $204288.00    | 0.13%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds               | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    238000 | PA      | $248384.50    | 0.16%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE (CBT) MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -141 | NC      | $33854.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE (CBT) MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       433 | NC      | $22761.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                              | JP Morgan REPO 3.55% 1-2-2026                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |    597000 | PA      | $597000.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC (VGPL)           | Venture Global Plaquemines LNG LLC (VGPL) Base Term Loan                                                                   | CUSIP: 000000000<br>LEI: 549300TKP4I6OJ02BF90 | Long             | LON              | CORP              | US        |    153285 | PA      | $152774.92    | 0.10%             | 2029-05-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC (VGPL)           | Venture Global Plaquemines LNG LLC (VGPL) 2024 Contingency Reserve Delayed Draw Term Loan                                  | CUSIP: 000000000<br>LEI: 549300TKP4I6OJ02BF90 | Long             | LON              | CORP              | US        |     17065 | PA      | $17022.28     | 0.01%             | 2029-05-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                        | CommScope Inc 2024 Term Loan                                                                                               | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    350000 | PA      | $351113.00    | 0.22%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |     65679 | PA      | $66084.14     | 0.04%             | 2028-11-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                             | Tengizchevroil Finance Co International Ltd                                                                                | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $597632.51    | 0.38%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                               | Rede D'or Finance Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200321.40    | 0.13%             | 2028-01-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                     | Greenko Dutch BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    346000 | PA      | $343543.19    | 0.22%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                             | Comision Federal de Electricidad                                                                                           | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $203780.00    | 0.13%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     66667 | PA      | $68918.34     | 0.04%             | 2027-04-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds               | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $100080.00    | 0.06%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds               | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $101205.00    | 0.06%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds               | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $152190.00    | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                    | Kosmos Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199276.02    | 0.13%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO                                 | Stillwater Mining Co                                                                                                       | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198715.25    | 0.13%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                | Freeport Indonesia PT                                                                                                      | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $402686.40    | 0.26%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-21

**Name of Applicant:** LORD ABBETT SERIES FUND INC

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer