# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001410368-26-006419
**Filing Date:** 2026-1
**Character Count:** 370829
**Document Hash:** 61132f0eba28fe4b421143eb8cdbc162
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006419.hdr.sgml**: 20260122

**ACCESSION NUMBER**: 0001410368-26-006419

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260122

**DATE AS OF CHANGE**: 20260122

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000911507

**ORGANIZATION NAME:**
- **EIN:** 133731507
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 26551795

**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

### Lord Abbett Inflation Focused Fund (Series ID: S000031962)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000099493 | Class A      | LIFAX           |
| C000099494 | Class C      | LIFCX           |
| C000099495 | Class F      | LIFFX           |
| C000099496 | Class I      | LIFIX           |
| C000099497 | Class R2     | LIFQX           |
| C000099498 | Class R3     | LIFRX           |
| C000156650 | Class R4     | LIFKX           |
| C000156651 | Class R5     | LIFTX           |
| C000156652 | Class R6     | LIFVX           |
| C000188254 | Class F3     | LIFOX           |

## 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 INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-07988

- **c. CIK number of Registrant:** 0000911507

- **d. LEI of Registrant:** 54930085JIVNI3FPKR71

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302-3973

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

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

- **a. Name of Series:** Lord Abbett Inflation Focused Fund

- **b. EDGAR series identifier (if any):** S000031962

- **c. LEI of Series:** XER1ATGF2H4CFV3O1571

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-30

**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:** $854892169.96

**Total Liabilities:** $78045266.71

**Net Assets:** $776846903.25

**Delayed Delivery Securities:** $62525476.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2621.76000000 | **1-Year:** -45028.67000000 | **5-Year:** -52532.28000000 | **10-Year:** -790.36000000 | **30-Year:** -202.04000000

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

- **3-Month:** -1423.14000000 | **1-Year:** -12392.40000000 | **5-Year:** -16248.70000000 | **10-Year:** -302.78000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099493 | -0.02%               | -0.04%               | 0.23%                |
| Class ID C000099494 | 0.01%                | -0.09%               | 0.18%                |
| Class ID C000099495 | -0.01%               | -0.03%               | 0.23%                |
| Class ID C000099496 | 0.08%                | -0.02%               | 0.24%                |
| Class ID C000099497 | -0.06%               | -0.07%               | 0.28%                |
| Class ID C000099498 | -0.05%               | -0.06%               | 0.20%                |
| Class ID C000156650 | 0.06%                | -0.04%               | 0.22%                |
| Class ID C000156651 | 0.08%                | -0.02%               | 0.24%                |
| Class ID C000156652 | 0.00%                | -0.01%               | 0.34%                |
| Class ID C000188254 | 0.00%                | -0.01%               | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $460991.42               | $-304232.23                                |
| Month 2  | $1017553.77              | $-854936.30                                |
| Month 3  | $159642.54               | $886822.54                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Barclay US TIPS Index

- **Index Identifier:** BC304T

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP TEXAS INC                                    | AEP Texas Inc                                                                                                                              | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    422000 | PA      | $439030.51    | 0.06%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                    | AG Issuer LLC                                                                                                                              | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $622533.32    | 0.08%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                    | AIB Group PLC                                                                                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206896.68    | 0.03%             | 2031-05-15      | Fixed         | 5.32%                 | 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        |    270000 | PA      | $270985.67    | 0.03%             | 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        |    403122 | PA      | $404332.68    | 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        |    475380 | PA      | $475416.26    | 0.06%             | 2036-10-16      | Floating      | 5.23%                 | 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        |    974000 | PA      | $1002055.38   | 0.13%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                             | AEGON Funding Co LLC                                                                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    988000 | PA      | $1004132.32   | 0.13%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                           | Adventist Health System/West                                                                                                               | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1957151.04   | 0.25%             | 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        |   1430000 | PA      | $1442318.16   | 0.19%             | 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        |   1165000 | PA      | $1168396.56   | 0.15%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1495000 | PA      | $1498794.61   | 0.19%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-B                                                                                                   | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $792037.25    | 0.10%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14, LTD.                                 | AGL CLO 14 Ltd                                                                                                                             | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000996.00   | 0.26%             | 2034-12-02      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                       | Air Canada                                                                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $990415.24    | 0.13%             | 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        |    180000 | PA      | $184338.45    | 0.02%             | 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        |    339000 | PA      | $343143.06    | 0.04%             | 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        |    680000 | PA      | $683666.15    | 0.09%             | 2040-06-15      | Floating      | 5.70%                 | 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        |   3637000 | PA      | $3638312.23   | 0.47%             | 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        |    182000 | PA      | $194378.51    | 0.03%             | 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        |    722000 | PA      | $725754.89    | 0.09%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALLEGHENY LUDLUM LLC                             | Allegheny Ludlum LLC                                                                                                                       | CUSIP: 016900AC6<br>LEI: KCBRRAMO64UL0JAYG446 | Long             | DBT              | CORP              | US        |    939000 | PA      | $939313.91    | 0.12%             | 2025-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ATI INC                                          | ATI Inc                                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    614000 | PA      | $650659.03    | 0.08%             | 2030-08-15      | Fixed         | 7.25%                 | 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        |   2684000 | PA      | $2694950.72   | 0.35%             | 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        |   3765000 | PA      | $3764704.26   | 0.48%             | 2040-01-01      | 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        |  10195000 | PA      | $10312952.28  | 1.33%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052417<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10259000 | PA      | $10500575.55  | 1.35%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060410<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1914000 | PA      | $1981126.10   | 0.26%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                         | Amcor Flexibles North America Inc                                                                                                          | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187629.92    | 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        |    581000 | PA      | $595023.79    | 0.08%             | 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        |   1201000 | PA      | $1200039.20   | 0.15%             | 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        |    434121 | PA      | $434459.61    | 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        |    600000 | PA      | $609719.28    | 0.08%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    788000 | PA      | $793674.50    | 0.10%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    201000 | PA      | $198741.86    | 0.03%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                            | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    695000 | PA      | $708399.60    | 0.09%             | 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        |    325000 | PA      | $328223.68    | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON CORP                                         | Aon Corp                                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1231566.83   | 0.16%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| APA CORP                                         | APA Corp                                                                                                                                   | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2510877.98   | 0.32%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                              | Apex Credit Clo 2021 Ltd                                                                                                                   | CUSIP: 03754CAQ8<br>LEI: 549300PKXRJW5V5VW357 | Long             | ABS-CBDO         | CORP              | KY        |   1540000 | PA      | $1538652.50   | 0.20%             | 2034-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos Clo Xxv                                                                                                                             | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850119.00    | 0.11%             | 2037-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos CLO XXXI                                                                                                                            | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   2369078 | PA      | $2370226.50   | 0.31%             | 2031-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                                                                              | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3151000 | PA      | $3224078.59   | 0.42%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2021-A                                                                                                                  | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198156 | PA      | $182669.07    | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | 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        |    860000 | PA      | $862495.08    | 0.11%             | 2043-01-20      | Floating      | 5.31%                 | 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        |    431000 | PA      | $435090.19    | 0.06%             | 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        |    770000 | PA      | $772771.54    | 0.10%             | 2035-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | ARES LX CLO LTD                                                                                                                            | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2752092.75   | 0.35%             | 2034-07-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                                                                             | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1760868.70   | 0.23%             | 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        |    346000 | PA      | $346042.65    | 0.04%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                      | Asurion LLC 2021 Term Loan B9                                                                                                              | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2295314 | PA      | $2295463.00   | 0.30%             | 2027-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                                      | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1693293.55   | 0.22%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                                                                                      | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1053298.26   | 0.14%             | 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        |    541000 | PA      | $541589.43    | 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        |    840000 | PA      | $859201.46    | 0.11%             | 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        |    464000 | PA      | $479326.26    | 0.06%             | 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        |    752000 | PA      | $792917.33    | 0.10%             | 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        |    664000 | PA      | $666097.28    | 0.09%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                            | Atlassian Corp                                                                                                                             | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    961000 | PA      | $986630.16    | 0.13%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    439000 | PA      | $451151.61    | 0.06%             | 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        |    661000 | PA      | $657853.04    | 0.08%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                   | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                                                           | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1492481 | PA      | $1499406.31   | 0.19%             | 2030-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    178000 | PA      | $172304.48    | 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        |   3000000 | PA      | $3128858.10   | 0.40%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1317000 | PA      | $1369822.97   | 0.18%             | 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        |    562000 | PA      | $568865.15    | 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        |   2038320 | PA      | $2043894.90   | 0.26%             | 2031-04-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Trust 2015-VFM                                                                                                                       | CUSIP: 05546JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19221 | PA      | $19117.05     | 0.00%             | 2036-03-10      | Fixed         | 2.47%                 | 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        |   1200000 | PA      | $1217200.92   | 0.16%             | 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        |   1030000 | PA      | $1030874.78   | 0.13%             | 2043-03-19      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2025-FL16 LLC                                                                                                                          | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $750703.13    | 0.10%             | 2043-07-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                                                             | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    436000 | PA      | $435912.22    | 0.06%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-ROIC                                                                                                                         | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488096 | PA      | $487736.92    | 0.06%             | 2030-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                              | BWAY 2013-1515 Mortgage Trust                                                                                                              | CUSIP: 05604FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47800000 | PA      | $446432.88    | 0.06%             | 2033-03-10      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2023-5C2 Mortgage Trust                                                                                                                | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $857476.16    | 0.11%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556821 | PA      | $557586.65    | 0.07%             | 2039-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-XL5                                                                                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561437 | PA      | $562030.13    | 0.07%             | 2041-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2024-CNYN                                                                                                                         | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973635 | PA      | $974724.51    | 0.13%             | 2041-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                               | BSPRT 2025-FL12 Issuer LLC                                                                                                                 | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $660615.52    | 0.09%             | 2043-01-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VOLT                                                                                                                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2052507.56   | 0.26%             | 2044-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                               | Bacardi-Martini BV                                                                                                                         | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    692000 | PA      | $717233.07    | 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        |   1208000 | PA      | $1233351.64   | 0.16%             | 2029-01-15      | Fixed         | 5.25%                 | 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        |   2000000 | PA      | $1998154.00   | 0.26%             | 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        |   1500000 | PA      | $1500748.50   | 0.19%             | 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        |    556000 | PA      | $564922.10    | 0.07%             | 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        |    593000 | PA      | $588609.99    | 0.08%             | 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        |   1533000 | PA      | $1506557.11   | 0.19%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 2024-5YR8                                                                                                                            | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $872926.94    | 0.11%             | 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        |   3730000 | PA      | $3918808.87   | 0.50%             | 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        |    800000 | PA      | $844571.04    | 0.11%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                      | Bacardi Ltd                                                                                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    655000 | PA      | $660713.95    | 0.09%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1142000 | PA      | $1149407.64   | 0.15%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    951000 | PA      | $1006546.18   | 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        |   1872000 | PA      | $1904264.56   | 0.25%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                                               | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    476000 | PA      | $493308.26    | 0.06%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                                                                                   | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    211000 | PA      | $198751.05    | 0.03%             | 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        |    203000 | PA      | $203941.30    | 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        |    958000 | PA      | $963791.24    | 0.12%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                             | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1679874.06   | 0.22%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                             | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $641893.13    | 0.08%             | 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        |    504000 | PA      | $503735.45    | 0.06%             | 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        |    570000 | PA      | $602554.18    | 0.08%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                               | Baytex Energy Corp                                                                                                                         | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    394000 | PA      | $415851.98    | 0.05%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2018-B2 Mortgage Trust                                                                                                           | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $356945.65    | 0.05%             | 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        |    560000 | PA      | $543350.25    | 0.07%             | 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        |    990000 | PA      | $1048634.93   | 0.13%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2025-V18 Mortgage Trust                                                                                                          | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1958652.74   | 0.25%             | 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        |    850000 | PA      | $887471.91    | 0.11%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2024-V12 Mortgage Trust                                                                                                          | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $851651.17    | 0.11%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2024-V6 Mortgage Trust                                                                                                           | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $482261.33    | 0.06%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                 | Black Hills Corp                                                                                                                           | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1048283.48   | 0.13%             | 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        |   1097000 | PA      | $1074985.48   | 0.14%             | 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        |     73000 | PA      | $71703.16     | 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        |    194000 | PA      | $195277.53    | 0.03%             | 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        |   1080000 | PA      | $1078446.03   | 0.14%             | 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        |    390000 | PA      | $378227.64    | 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        |    281000 | PA      | $286919.69    | 0.04%             | 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        |   1206000 | PA      | $1207207.95   | 0.16%             | 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        |   1051000 | PA      | $1054950.71   | 0.14%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1034000 | PA      | $1015215.96   | 0.13%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    273000 | PA      | $281349.49    | 0.04%             | 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        |    750000 | PA      | $784380.00    | 0.10%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2025-5C12 Mortgage Trust                                                                                                               | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $950620.54    | 0.12%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                               | BMO 2025-5C11 Mortgage Trust                                                                                                               | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $1230940.15   | 0.16%             | 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        |    223000 | PA      | $220340.92    | 0.03%             | 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        |    403000 | PA      | $389888.73    | 0.05%             | 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        |    558000 | PA      | $549039.15    | 0.07%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    357000 | PA      | $368069.55    | 0.05%             | 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        |    456000 | PA      | $448043.76    | 0.06%             | 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        |   1563000 | PA      | $1556757.21   | 0.20%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1418040.07   | 0.18%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $84300.97     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $2269163.86   | 0.29%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1295746.25   | 0.17%             | 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        |   1068000 | PA      | $1094553.63   | 0.14%             | 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        |    170000 | PA      | $171767.05    | 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        |    216000 | PA      | $219007.26    | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                           | Bunge Ltd Finance Corp                                                                                                                     | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   4352000 | PA      | $4315397.29   | 0.56%             | 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        |    560000 | PA      | $560798.17    | 0.07%             | 2035-06-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2025-BCAT                                                                                                     | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699548 | PA      | $700545.63    | 0.09%             | 2042-08-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                                                                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    216000 | PA      | $212431.27    | 0.03%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                                                                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    232000 | PA      | $228035.33    | 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        |    520000 | PA      | $511434.91    | 0.07%             | 2029-06-01      | Fixed         | 4.20%                 | 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        |    743282 | PA      | $1667.78      | 0.00%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                  | CFCRE Commercial Mortgage Trust 2016-C4                                                                                                    | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401306 | PA      | $502.55       | 0.00%             | 2058-05-10      | Variable      | 1.62%                 | 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        |   2417017 | PA      | $11680.48     | 0.00%             | 2049-11-10      | Variable      | 1.20%                 | 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        |   3251373 | PA      | $12464.46     | 0.00%             | 2054-12-10      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                                                                                                 | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    183000 | PA      | $185466.22    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust 2016-NXSR                                                                                                                       | CUSIP: 12594PAY7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |  20135000 | PA      | $43032.52     | 0.01%             | 2049-12-15      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2012-CCRE4 Mortgage Trust                                                                                                             | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861123 | PA      | $16054.17     | 0.00%             | 2045-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | Csail 2015-C2 Commercial Mortgage Trust                                                                                                    | CUSIP: 12634NAW8<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |  57769416 | PA      | $577.69       | 0.00%             | 2057-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2016-C7 Commercial Mortgage Trust                                                                                                    | CUSIP: 12637UAY5<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   3197343 | PA      | $7749.72      | 0.00%             | 2049-11-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                                                                                       | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |  39135267 | PA      | $337365.57    | 0.04%             | 2037-09-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    351000 | PA      | $349771.31    | 0.05%             | 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        |    548000 | PA      | $549276.79    | 0.07%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                              | Calpine Corporation 2024 Term Loan B5                                                                                                      | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   1750000 | PA      | $1750665.00   | 0.23%             | 2032-02-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2020-2 Ltd                                                                                                                      | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2249529.75   | 0.29%             | 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        |    944000 | PA      | $962717.96    | 0.12%             | 2028-06-01      | Fixed         | 5.26%                 | 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        |   1930000 | PA      | $1930577.07   | 0.25%             | 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        |   2300000 | PA      | $2328414.66   | 0.30%             | 2029-01-16      | Fixed         | 4.98%                 | 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        |   1745000 | PA      | $1750166.95   | 0.23%             | 2030-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2638000 | PA      | $2594198.12   | 0.33%             | 2028-08-01      | Fixed         | 4.00%                 | 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        |     32710 | PA      | $32332.27     | 0.00%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-P1                                                                                                     | CUSIP: 14688NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1402585.11   | 0.18%             | 2030-03-11      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                | Cedar Funding V CLO Ltd                                                                                                                    | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |   1539317 | PA      | $1540947.36   | 0.20%             | 2031-07-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                | Cedar Funding XI Clo Ltd                                                                                                                   | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   1318155 | PA      | $1319475.93   | 0.17%             | 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        |    422000 | PA      | $412482.47    | 0.05%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1600592.03   | 0.21%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4309000 | PA      | $4259449.52   | 0.55%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    905000 | PA      | $844429.26    | 0.11%             | 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        |    262000 | PA      | $271789.80    | 0.03%             | 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        |   1299000 | PA      | $1355102.51   | 0.17%             | 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        |   1090000 | PA      | $1103035.64   | 0.14%             | 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        |    970000 | PA      | $970987.77    | 0.12%             | 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        |   1509000 | PA      | $1550804.37   | 0.20%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                  | Citizens Auto Receivables Trust 2023-2                                                                                                     | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085339 | PA      | $1093221.47   | 0.14%             | 2028-02-15      | Fixed         | 5.83%                 | 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        |   2370000 | PA      | $2416249.60   | 0.31%             | 2030-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1811000 | PA      | $1863379.19   | 0.24%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    641000 | PA      | $645697.69    | 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        |   1314000 | PA      | $1372402.04   | 0.18%             | 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        |   1131703 | PA      | $11.32        | 0.00%             | 2048-06-10      | Variable      | 0.02%                 | 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        |    146599 | PA      | $145829.20    | 0.02%             | 2049-02-10      | Fixed         | 3.62%                 | 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        |   2485000 | PA      | $2525572.60   | 0.33%             | 2030-10-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1380840.43   | 0.18%             | 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        |    629000 | PA      | $645110.01    | 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        |   1523000 | PA      | $1572639.14   | 0.20%             | 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        |    283000 | PA      | $281984.74    | 0.04%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                               | CNO Global Funding                                                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    301000 | PA      | $307099.41    | 0.04%             | 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        |    545000 | PA      | $551682.11    | 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        |    424000 | PA      | $425326.39    | 0.05%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                         | Permian Resources Operating LLC                                                                                                            | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44175.21     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 31 Ltd                                                                                                                   | CUSIP: 19737LAS2<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |   1670000 | PA      | $1662466.63   | 0.21%             | 2034-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                         | Columbia Pipelines Holding Co LLC                                                                                                          | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569000 | PA      | $592630.05    | 0.08%             | 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        |    803000 | PA      | $794680.60    | 0.10%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                              | CommonSpirit Health                                                                                                                        | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275443.62    | 0.04%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                    | CommScope LLC                                                                                                                              | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004835.00   | 0.13%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                               | CommScope Technologies LLC                                                                                                                 | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    660000 | PA      | $659611.52    | 0.08%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                               | Conagra Brands Inc                                                                                                                         | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1760245.53   | 0.23%             | 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        |    650000 | PA      | $650106.99    | 0.08%             | 2041-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    404665 | PA      | $405523.20    | 0.05%             | 2045-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    593828 | PA      | $605927.20    | 0.08%             | 2043-01-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    664479 | PA      | $665427.51    | 0.09%             | 2045-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    738682 | PA      | $739565.73    | 0.10%             | 2045-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    560437 | PA      | $562565.46    | 0.07%             | 2044-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    682862 | PA      | $683123.15    | 0.09%             | 2044-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    901000 | PA      | $898105.27    | 0.12%             | 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        |    999000 | PA      | $1030694.72   | 0.13%             | 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        |   4431000 | PA      | $4340665.07   | 0.56%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2024-D                                                                                                          | CUSIP: 22411JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1875000 | PA      | $1878327.38   | 0.24%             | 2031-01-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                                         | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2946000 | PA      | $2980574.82   | 0.38%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crosby US Acquisition Corp                       | Crosby US Acquisition Corp 2024 1st Lien Term Loan B                                                                                       | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |    965666 | PA      | $972150.29    | 0.13%             | 2029-08-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                         | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    948000 | PA      | $909444.08    | 0.12%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                 | Crown Castle Inc                                                                                                                           | CUSIP: 22823PZJ5<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |    832000 | PA      | $830287.01    | 0.11%             | 2025-12-18      | Variable      | 0.00%                 | 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        |    670000 | PA      | $670979.27    | 0.09%             | 2042-11-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                              | DBWF Mortgage Trust                                                                                                                        | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36646 | PA      | $36174.93     | 0.00%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                              | DBWF Mortgage Trust                                                                                                                        | CUSIP: 23306NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73293 | PA      | $59.92        | 0.00%             | 2034-06-10      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                              | DBWF 2016-85T Mortgage Trust                                                                                                               | CUSIP: 23307CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61529000 | PA      | $20796.19     | 0.00%             | 2036-12-10      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                              | DBGS 2018-C1 Mortgage Trust                                                                                                                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2190000 | PA      | $2193335.37   | 0.28%             | 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        |   7636186 | PA      | $19266.86     | 0.00%             | 2049-08-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                                                                              | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    269000 | PA      | $276283.69    | 0.04%             | 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        |    993000 | PA      | $975177.42    | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    605000 | PA      | $610863.24    | 0.08%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2025-1                                                                                                        | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590000 | PA      | $1616800.72   | 0.21%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2025-1                                                                                                        | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1277256.38   | 0.16%             | 2031-08-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                  | SkyMiles IP Ltd 2025 Repriced Term Loan B                                                                                                  | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    410000 | PA      | $412755.20    | 0.05%             | 2028-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                         | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    250000 | PA      | $256508.41    | 0.03%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                         | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   4163000 | PA      | $4164329.29   | 0.54%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                            | Dick's Sporting Goods Inc                                                                                                                  | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    539000 | PA      | $529814.98    | 0.07%             | 2029-10-01      | Fixed         | 4.00%                 | 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        |   1098000 | PA      | $1099180.35   | 0.14%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                   | Capital One NA                                                                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    510000 | PA      | $528065.12    | 0.07%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                                                                               | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    678000 | PA      | $664684.08    | 0.09%             | 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        |    437489 | PA      | $438510.65    | 0.06%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 104 CLO Ltd                                                                                                                         | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1810000 | PA      | $1813422.71   | 0.23%             | 2034-08-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                                                                                   | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    324000 | PA      | $324341.38    | 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        |   1129000 | PA      | $1169215.84   | 0.15%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                                                                                   | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    327000 | PA      | $361136.54    | 0.05%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                                                                                   | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406335.95    | 0.05%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                   | EPR Properties                                                                                                                             | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   3360000 | PA      | $3368506.24   | 0.43%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                   | EPR Properties                                                                                                                             | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    703000 | PA      | $700709.11    | 0.09%             | 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        |   3949000 | PA      | $4013921.56   | 0.52%             | 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        |   1625000 | PA      | $1646903.38   | 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        |   2117000 | PA      | $2278696.46   | 0.29%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                               | Empire Resorts Inc                                                                                                                         | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439323.48    | 0.06%             | 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        |    858000 | PA      | $882369.95    | 0.11%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                                                                              | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    420000 | PA      | $419576.71    | 0.05%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                         | Engie SA                                                                                                                                   | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    452000 | PA      | $467693.21    | 0.06%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1313704.73   | 0.17%             | 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        |    557000 | PA      | $560777.06    | 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        |    424000 | PA      | $429094.92    | 0.06%             | 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        |   1989000 | PA      | $2042933.78   | 0.26%             | 2028-03-03      | Fixed         | 5.45%                 | 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        |   1285000 | PA      | $1290216.07   | 0.17%             | 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        |    705000 | PA      | $716994.31    | 0.09%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-2                                                                                                 | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008635.40   | 0.13%             | 2029-05-15      | Fixed         | 5.74%                 | 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        |   3110000 | PA      | $3124934.53   | 0.40%             | 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        |   1250000 | PA      | $1271074.25   | 0.16%             | 2029-06-15      | Fixed         | 6.69%                 | 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        |   1120000 | PA      | $1175048.01   | 0.15%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                                                                                         | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    533000 | PA      | $536822.41    | 0.07%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                               | F&G Global Funding                                                                                                                         | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1064337.76   | 0.14%             | 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        |    472000 | PA      | $482147.25    | 0.06%             | 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        |    277000 | PA      | $277987.03    | 0.04%             | 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        |    266000 | PA      | $267825.68    | 0.03%             | 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        |    310000 | PA      | $310070.06    | 0.04%             | 2042-08-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31288RET1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741171 | PA      | $761806.97    | 0.10%             | 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        |    351366 | PA      | $362077.06    | 0.05%             | 2054-08-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31288RFU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    930050 | PA      | $946780.92    | 0.12%             | 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        |    519342 | PA      | $530646.90    | 0.07%             | 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        |    892248 | PA      | $905484.51    | 0.12%             | 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        |    367391 | PA      | $374082.68    | 0.05%             | 2055-08-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137BTUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12917259 | PA      | $19725.95     | 0.00%             | 2026-11-25      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                            | CUSIP: 3140BN2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204926 | PA      | $208761.46    | 0.03%             | 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        |    213569 | PA      | $219940.20    | 0.03%             | 2054-02-01      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                            | CUSIP: 3140JCHN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123389 | PA      | $126159.19    | 0.02%             | 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        |   2773272 | PA      | $2865586.84   | 0.37%             | 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        |    509930 | PA      | $517288.68    | 0.07%             | 2055-02-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                                            | CUSIP: 3140Y7BA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784034 | PA      | $803727.01    | 0.10%             | 2055-08-01      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                           | Federation des Caisses Desjardins du Quebec                                                                                                | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    264000 | PA      | $266923.77    | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 3142BBHP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519722 | PA      | $527913.60    | 0.07%             | 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        |   2777000 | PA      | $2740046.41   | 0.35%             | 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        |   1330000 | PA      | $1305013.57   | 0.17%             | 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        |   1410000 | PA      | $1432587.13   | 0.18%             | 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        |    554000 | PA      | $574683.25    | 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        |    375000 | PA      | $396826.13    | 0.05%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                                                                                 | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434845.76    | 0.06%             | 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        |   1590856 | PA      | $1592844.13   | 0.21%             | 2028-04-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                             | Flutter Treasury DAC                                                                                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1161000 | PA      | $1198174.06   | 0.15%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1142621.49   | 0.15%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1339284.37   | 0.17%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1028746.69   | 0.13%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    273000 | PA      | $275819.00    | 0.04%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1457105.21   | 0.19%             | 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        |    823000 | PA      | $834588.56    | 0.11%             | 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        |   2471000 | PA      | $2483384.87   | 0.32%             | 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        |   1202000 | PA      | $1208096.82   | 0.16%             | 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        |    644000 | PA      | $647682.39    | 0.08%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust  | FORTIVA RETAIL PRIME MASTER                                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1608000.00   | 0.21%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2264110.55   | 0.29%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    538000 | PA      | $559844.33    | 0.07%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                         | Fox Corp                                                                                                                                   | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1336909.66   | 0.17%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-HQA1                                                                                                    | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |    755538 | PA      | $774884.03    | 0.10%             | 2043-05-25      | Floating      | 6.07%                 | 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        |    873770 | PA      | $874005.41    | 0.11%             | 2044-03-25      | Floating      | 5.32%                 | 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        |   1854781 | PA      | $1865040.21   | 0.24%             | 2044-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                                    | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    297500 | PA      | $299247.43    | 0.04%             | 2044-08-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                                    | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    416000 | PA      | $417126.24    | 0.05%             | 2044-10-25      | 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        |     27506 | PA      | $27500.33     | 0.00%             | 2044-10-25      | Floating      | 5.07%                 | 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        |    173000 | PA      | $168976.38    | 0.02%             | 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        |   1032000 | PA      | $1034230.04   | 0.13%             | 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        |   1022000 | PA      | $1026475.34   | 0.13%             | 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        |    777000 | PA      | $784960.37    | 0.10%             | 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        |    542486 | PA      | $550967.77    | 0.07%             | 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        |     74000 | PA      | $75195.77     | 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        |   1386000 | PA      | $1429662.34   | 0.18%             | 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        |   1140000 | PA      | $1143286.21   | 0.15%             | 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        |   1135000 | PA      | $1121647.74   | 0.14%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                        | GATX Corp                                                                                                                                  | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385553.80    | 0.05%             | 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        |    950000 | PA      | $1004401.75   | 0.13%             | 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        |    425000 | PA      | $450579.05    | 0.06%             | 2028-06-15      | Fixed         | 8.00%                 | 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        |    300000 | PA      | $285123.81    | 0.04%             | 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        |   1116000 | PA      | $1172528.13   | 0.15%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                      | Gartner Inc                                                                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    529000 | PA      | $527392.06    | 0.07%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320320.30    | 0.04%             | 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        |    963000 | PA      | $998571.16    | 0.13%             | 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        |    415000 | PA      | $414310.99    | 0.05%             | 2030-01-07      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    417000 | PA      | $422188.86    | 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        |    286000 | PA      | $286210.88    | 0.04%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1095652.99   | 0.14%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    969000 | PA      | $1019180.69   | 0.13%             | 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        |   1214000 | PA      | $1255317.53   | 0.16%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    206000 | PA      | $209828.36    | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    605000 | PA      | $623844.37    | 0.08%             | 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        |    835000 | PA      | $837986.46    | 0.11%             | 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        |   1395000 | PA      | $1398997.62   | 0.18%             | 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        |    293000 | PA      | $303704.11    | 0.04%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    581000 | PA      | $587487.28    | 0.08%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    697000 | PA      | $722305.11    | 0.09%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38378NMX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13033 | PA      | $23.71        | 0.00%             | 2055-01-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                                                   | CUSIP: 38379KAP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11647 | PA      | $11452.74     | 0.00%             | 2055-10-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                 | Greenko Dutch BV                                                                                                                           | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |   1528455 | PA      | $1516737.67   | 0.20%             | 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        |    165837 | PA      | $165844.94    | 0.02%             | 2039-07-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                          | Gulfport Energy Operating Corp                                                                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1171005.61   | 0.15%             | 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        |   1123000 | PA      | $1215579.00   | 0.16%             | 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        |   1500000 | PA      | $1501476.62   | 0.19%             | 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        |   1164000 | PA      | $1187281.12   | 0.15%             | 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        |    729000 | PA      | $740483.68    | 0.10%             | 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        |   1005000 | PA      | $1012543.83   | 0.13%             | 2032-09-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                       | Hasbro Inc                                                                                                                                 | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    535000 | PA      | $525639.40    | 0.07%             | 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        |    443000 | PA      | $439679.64    | 0.06%             | 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        |    692000 | PA      | $718146.85    | 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        |    405000 | PA      | $417139.15    | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                                                                                                      | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    599000 | PA      | $603674.75    | 0.08%             | 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        |    697000 | PA      | $700080.04    | 0.09%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1240729.86   | 0.16%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                                                                               | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $256408.24    | 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        |    240000 | PA      | $240213.60    | 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        |   1458272 | PA      | $1461917.68   | 0.19%             | 2030-02-11      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust               | Honda Auto Receivables 2023-4 Owner Trust                                                                                                  | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759282 | PA      | $767735.55    | 0.10%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                      | Honeywell International Inc Term Loan A1                                                                                                   | CUSIP: 43852TCF0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | LON              | CORP              | US        |    687500 | PA      | $688359.38    | 0.09%             | 2027-05-07      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                                                                                      | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    517000 | PA      | $529646.44    | 0.07%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    487000 | PA      | $489599.27    | 0.06%             | 2028-08-04      | Fixed         | 4.44%                 | 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        |    593770 | PA      | $603677.24    | 0.08%             | 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        |    568041 | PA      | $574237.21    | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $1018755.77   | 0.13%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1567779.00   | 0.20%             | 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        |    411000 | PA      | $436300.85    | 0.06%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    584000 | PA      | $599745.71    | 0.08%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                                    | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    502000 | PA      | $507322.99    | 0.07%             | 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        |    705000 | PA      | $716897.26    | 0.09%             | 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        |    496000 | PA      | $506014.78    | 0.07%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                         | Icon Investments Six DAC                                                                                                                   | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    920000 | PA      | $960922.28    | 0.12%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                     | Illumina Inc                                                                                                                               | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1116536.81   | 0.14%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                     | Illumina Inc                                                                                                                               | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    964000 | PA      | $969394.79    | 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        |   2349000 | PA      | $2418129.43   | 0.31%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    276000 | PA      | $278663.27    | 0.04%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                          | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1639954.68   | 0.21%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                                                                 | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    377000 | PA      | $352316.41    | 0.05%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                                                                 | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    428000 | PA      | $425099.85    | 0.05%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1102000 | PA      | $1103336.76   | 0.14%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525331.38    | 0.07%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                                                                                  | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206845.00    | 0.03%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                                                                                  | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    498000 | PA      | $525369.08    | 0.07%             | 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        |    858000 | PA      | $855615.19    | 0.11%             | 2027-09-15      | Fixed         | 4.88%                 | 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        |   5578098 | PA      | $64311.01     | 0.01%             | 2050-09-15      | Variable      | 1.16%                 | 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        |   5000000 | PA      | $1155000.00   | 0.15%             | 2027-06-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2906000 | PA      | $1453.00      | 0.00%             | 2027-06-10      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292000 | PA      | $1.29         | 0.00%             | 2027-06-10      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust       | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                                                        | CUSIP: 46643GAG5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    323829 | PA      | $20.17        | 0.00%             | 2047-11-15      | Variable      | 0.86%                 | 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        |   3010492 | PA      | $9524.90      | 0.00%             | 2049-12-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                                                                              | CUSIP: 46645WAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  95152000 | PA      | $432851.21    | 0.06%             | 2033-07-05      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220801.16    | 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        |    500000 | PA      | $518836.85    | 0.07%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                                                                            | CUSIP: 46649XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 129394000 | PA      | $5809.79      | 0.00%             | 2031-07-05      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                                                                            | CUSIP: 46649XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50413000 | PA      | $635.20       | 0.00%             | 2031-07-05      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    365000 | PA      | $372853.30    | 0.05%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    449000 | PA      | $452375.03    | 0.06%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    269000 | PA      | $279419.03    | 0.04%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    723000 | PA      | $724599.25    | 0.09%             | 2030-09-09      | Fixed         | 4.55%                 | 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        |   1476000 | PA      | $1454015.13   | 0.19%             | 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        |   1102000 | PA      | $1148369.58   | 0.15%             | 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        |   1028000 | PA      | $1028046.80   | 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        |    724000 | PA      | $749278.30    | 0.10%             | 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        |   1630000 | PA      | $1631616.96   | 0.21%             | 2032-01-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 23 Ltd                                                                                                                             | CUSIP: 48252YAQ2<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1601916.80   | 0.21%             | 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        |   2390000 | PA      | $2391065.94   | 0.31%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 43 Ltd                                                                                                                             | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3004797.00   | 0.39%             | 2036-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                             | Keurig Dr Pepper Inc                                                                                                                       | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    353000 | PA      | $356824.43    | 0.05%             | 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        |    541000 | PA      | $542817.72    | 0.07%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                              | Kinetik Holdings LP                                                                                                                        | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    582000 | PA      | $599116.07    | 0.08%             | 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        |    670000 | PA      | $671879.08    | 0.09%             | 2041-08-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1448937.85   | 0.19%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    334000 | PA      | $340382.16    | 0.04%             | 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        |     61000 | PA      | $62525.56     | 0.01%             | 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        |    340000 | PA      | $345005.69    | 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        |    508000 | PA      | $519558.60    | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                  | Lstar Commercial Mortgage Trust 2016-4                                                                                                     | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82588 | PA      | $10.11        | 0.00%             | 2049-03-10      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                  | Lstar Commercial Mortgage Trust 2016-4                                                                                                     | CUSIP: 50219QBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19753000 | PA      | $6225.36      | 0.00%             | 2049-03-10      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2023-4                                                                                                          | CUSIP: 50571AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2070000 | PA      | $2086867.60   | 0.27%             | 2028-06-15      | Fixed         | 6.24%                 | 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        |   2704000 | PA      | $2667597.94   | 0.34%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1576045.10   | 0.20%             | 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        |     86000 | PA      | $87618.82     | 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        |    417005 | PA      | $417789.17    | 0.05%             | 2041-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lendmark Funding Trust 2021-1                                                                                                              | CUSIP: 52607MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4505671.92   | 0.58%             | 2031-11-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                             | Liberty Utilities Co                                                                                                                       | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    678000 | PA      | $702577.57    | 0.09%             | 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        |    553000 | PA      | $572611.70    | 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        |    516000 | PA      | $521417.65    | 0.07%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5156000 | PA      | $5155483.01   | 0.66%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                            | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1320000 | PA      | $1320267.96   | 0.17%             | 2042-08-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                    | LOWES COS INC DELAYED DRAW TERM LOAN                                                                                                       | CUSIP: 54865PAX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | LON              | CORP              | US        |   3000000 | PA      | $2988750.00   | 0.38%             | 2028-09-15      | None          | 0.00%                 | 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        |    518902 | PA      | $518814.61    | 0.07%             | 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        |   1578931 | PA      | $1572520.84   | 0.20%             | 2030-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                             | MGIC Investment Corp                                                                                                                       | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750018.91    | 0.10%             | 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        |     85996 | PA      | $86010.73     | 0.01%             | 2036-10-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                         | MSCI Inc                                                                                                                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    883000 | PA      | $866851.09    | 0.11%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                         | MSCI Inc                                                                                                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    356000 | PA      | $340850.19    | 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        |    148000 | PA      | $142128.17    | 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        |   1655000 | PA      | $1692121.65   | 0.22%             | 2031-08-18      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                | Ma'aden Sukuk Ltd                                                                                                                          | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    416000 | PA      | $427485.16    | 0.06%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                               | Macquarie Bank Ltd                                                                                                                         | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    418000 | PA      | $400569.31    | 0.05%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    608000 | PA      | $639566.33    | 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        |   1034000 | PA      | $1049527.75   | 0.14%             | 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        |   1600000 | PA      | $1601280.00   | 0.21%             | 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        |    729000 | PA      | $721848.51    | 0.09%             | 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        |   1865000 | PA      | $1810593.29   | 0.23%             | 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        |   1460000 | PA      | $1419260.01   | 0.18%             | 2036-11-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REVENUE             | Massachusetts Development Finance Agency                                                                                                   | CUSIP: 57585BBJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1151278.69   | 0.15%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                       | MasTec Inc                                                                                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1272795.22   | 0.16%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1707679.99   | 0.22%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                       | Mattel Inc                                                                                                                                 | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    670000 | PA      | $670448.46    | 0.09%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                       | Mattel Inc                                                                                                                                 | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    803000 | PA      | $810571.63    | 0.10%             | 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        |   1150000 | PA      | $1189105.75   | 0.15%             | 2027-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200035.46    | 0.03%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    333000 | PA      | $321486.79    | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                              | Medline Borrower LP 2025 Term Loan B                                                                                                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1742661 | PA      | $1746877.85   | 0.22%             | 2028-10-23      | Floating      | 5.92%                 | 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        |   2175000 | PA      | $2212122.47   | 0.28%             | 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        |   1509427 | PA      | $1519605.75   | 0.20%             | 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        |    567000 | PA      | $579068.96    | 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        |    427000 | PA      | $433260.26    | 0.06%             | 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        |    498000 | PA      | $509009.49    | 0.07%             | 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        |    530000 | PA      | $516156.72    | 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        |    692000 | PA      | $700366.04    | 0.09%             | 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        |   1523027 | PA      | $1502704.16   | 0.19%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    476000 | PA      | $489445.30    | 0.06%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    692000 | PA      | $705929.70    | 0.09%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                             | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    483000 | PA      | $483046.36    | 0.06%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                                             | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    481000 | PA      | $481623.38    | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3531219 | PA      | $17430.81     | 0.00%             | 2049-11-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2016-UBS11                                                                                                  | CUSIP: 61767FBB6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   3187902 | PA      | $13083.47     | 0.00%             | 2049-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                                                                                             | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    272000 | PA      | $276746.08    | 0.04%             | 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        |   1140000 | PA      | $1196234.60   | 0.15%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                           | Mutual of Omaha Cos Global Funding                                                                                                         | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430403.13    | 0.06%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                     | NMI Holdings Inc                                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    273000 | PA      | $282849.84    | 0.04%             | 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        |    781000 | PA      | $780047.96    | 0.10%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    578000 | PA      | $598855.34    | 0.08%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                         | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    293000 | PA      | $303778.27    | 0.04%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                                                                          | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $209853.58    | 0.03%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1244249.17   | 0.16%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                                                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164986.97    | 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        |   1705400 | PA      | $1565504.40   | 0.20%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                            | Navesink Clo 3 Ltd                                                                                                                         | CUSIP: 63943JAA4<br>LEI: 254900HE1XRTECV6VU64 | Long             | ABS-CBDO         | CORP              | KY        |   1930000 | PA      | $1930627.25   | 0.25%             | 2037-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-A                                                                                                           | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1726861 | PA      | $1631560.87   | 0.21%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust            | NextGear Floorplan Master Owner Trust                                                                                                      | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1980000 | PA      | $2002800.89   | 0.26%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media Inc                                                                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    564000 | PA      | $564868.00    | 0.07%             | 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        |    495000 | PA      | $498999.59    | 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        |    400000 | PA      | $398736.48    | 0.05%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202409.74    | 0.03%             | 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        |   2044357 | PA      | $2046555.10   | 0.26%             | 2027-09-10      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                  | OGE Energy Corp                                                                                                                            | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    344000 | PA      | $357652.29    | 0.05%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OGX AUSTRIA GMBH                                 | OGX Austria GmbH                                                                                                                           | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |    225000 | PA      | $4.50         | 0.00%             | 2018-06-01      | None          | 8.50%                 | No            |                  3 | On Loan: No      |
| CHORD ENERGY CORP                                | Chord Energy Corp                                                                                                                          | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    634000 | PA      | $639680.01    | 0.08%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    195000 | PA      | $220082.27    | 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        |   1181000 | PA      | $1368592.40   | 0.18%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    329000 | PA      | $337416.48    | 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        |   1996178 | PA      | $1998673.01   | 0.26%             | 2025-12-29      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2024-3                                                                                                            | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405101 | PA      | $407281.89    | 0.05%             | 2030-05-20      | Fixed         | 4.94%                 | 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        |   1390000 | PA      | $1390956.32   | 0.18%             | 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        |    392556 | PA      | $395911.36    | 0.05%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                   | Ohio Edison Co                                                                                                                             | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $151191.61    | 0.02%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                  | 180 Medical Inc                                                                                                                            | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    512000 | PA      | $498371.69    | 0.06%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust            | OneMain Direct Auto Receivables Trust 2019-1                                                                                               | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162061 | PA      | $162005.95    | 0.02%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                                                                                  | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    277000 | PA      | $283025.53    | 0.04%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2019-2                                                                                                    | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2282000 | PA      | $2248571.21   | 0.29%             | 2036-10-14      | Fixed         | 3.14%                 | 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        |   1650650 | PA      | $1657306.73   | 0.21%             | 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        |    711000 | PA      | $738228.46    | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1935057.30   | 0.25%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 6840C3AD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |    717000 | PA      | $713377.36    | 0.09%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                                                | CUSIP: 6840C3AF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |    735000 | PA      | $731113.69    | 0.09%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1180223.47   | 0.15%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                                                                                | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    196000 | PA      | $201961.51    | 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        |    274000 | PA      | $272642.53    | 0.04%             | 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        |     72000 | PA      | $71097.21     | 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        |    314000 | PA      | $322078.06    | 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        |    426000 | PA      | $437491.10    | 0.06%             | 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        |   1420000 | PA      | $1423002.66   | 0.18%             | 2042-12-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1640464 | PA      | $1638335.09   | 0.21%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    642000 | PA      | $664086.49    | 0.09%             | 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        |    608000 | PA      | $618160.77    | 0.08%             | 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        |    217000 | PA      | $233350.95    | 0.03%             | 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        |    500000 | PA      | $503925.00    | 0.06%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds            | Panama Government International Bonds                                                                                                      | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    403000 | PA      | $396290.05    | 0.05%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                     | Parallel 2021-1 Ltd                                                                                                                        | CUSIP: 69916HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502233.50   | 0.19%             | 2034-07-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                         | FirstEnergy Pennsylvania Electric Co                                                                                                       | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1083990.63   | 0.14%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                | Suncor Energy Inc                                                                                                                          | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1240000 | PA      | $1262503.10   | 0.16%             | 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        |   1339000 | PA      | $1325208.30   | 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        |    350000 | PA      | $373369.50    | 0.05%             | 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        |    169000 | PA      | $171946.11    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                     | Post CLO 2021-1 LTD                                                                                                                        | CUSIP: 73742FAL0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501300.50   | 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        |    866000 | PA      | $862394.69    | 0.11%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                        | Prosus NV                                                                                                                                  | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1968818.44   | 0.25%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                             | Protective Life Corp                                                                                                                       | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    760000 | PA      | $763450.22    | 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        |    976483 | PA      | $958174.21    | 0.12%             | 2030-02-04      | Floating      | 5.39%                 | No            |                  3 | On Loan: No      |
| ROCC Trust                                       | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1063232.13   | 0.14%             | 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        |   1825000 | PA      | $1956993.11   | 0.25%             | 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        |   1282000 | PA      | $1308552.78   | 0.17%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                     | RealPage Inc 1st Lien Term Loan                                                                                                            | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    785000 | PA      | $785090.28    | 0.10%             | 2028-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                                      | Redfin Corp                                                                                                                                | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    411000 | PA      | $385518.00    | 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        |   1497000 | PA      | $1500526.02   | 0.19%             | 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        |   2449000 | PA      | $2535294.41   | 0.33%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                            | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1087277.64   | 0.14%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                           | Repsol E&P Capital Markets US LLC                                                                                                          | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201651.88    | 0.03%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                  | Residential Mortgage Loan Trust 2020-1                                                                                                     | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5381 | PA      | $5352.01      | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                               | RGA Global Funding                                                                                                                         | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    660000 | PA      | $685029.39    | 0.09%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                         | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1034778.41   | 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        |    770000 | PA      | $799908.34    | 0.10%             | 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        |   1221000 | PA      | $1268061.00   | 0.16%             | 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        |   2349000 | PA      | $2312775.48   | 0.30%             | 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        |    750000 | PA      | $773324.72    | 0.10%             | 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        |    936000 | PA      | $961229.90    | 0.12%             | 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        |    225202 | PA      | $225305.34    | 0.03%             | 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        |   1646000 | PA      | $1624957.78   | 0.21%             | 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        |    953000 | PA      | $952671.39    | 0.12%             | 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        |    419000 | PA      | $419988.51    | 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        |    837000 | PA      | $843568.68    | 0.11%             | 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        |    189000 | PA      | $171425.25    | 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        |    561000 | PA      | $576617.10    | 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        |    924000 | PA      | $922704.33    | 0.12%             | 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        |    565000 | PA      | $575246.50    | 0.07%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                             | SCG Trust 2025-SNIP                                                                                                                        | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $902964.06    | 0.12%             | 2042-09-15      | Floating      | 5.46%                 | 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        |   1070000 | PA      | $1075055.75   | 0.14%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                         | SLM Corp                                                                                                                                   | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441910.04    | 0.06%             | 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        |   1277000 | PA      | $1279299.88   | 0.16%             | 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        |    734000 | PA      | $742928.38    | 0.10%             | 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        |    600000 | PA      | $600458.76    | 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        |    910000 | PA      | $903200.21    | 0.12%             | 2042-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                         | Sammons Financial Group Global Funding                                                                                                     | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    530000 | PA      | $546572.78    | 0.07%             | 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        |    336000 | PA      | $341500.58    | 0.04%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    429000 | PA      | $429617.29    | 0.06%             | 2029-09-22      | Fixed         | 4.32%                 | 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        |    875000 | PA      | $891650.73    | 0.11%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2023-5                                                                                              | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2518000 | PA      | $2554109.63   | 0.33%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2023-5                                                                                              | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1239000 | PA      | $1286875.46   | 0.17%             | 2031-02-18      | Fixed         | 6.43%                 | 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        |   1235000 | PA      | $1263125.40   | 0.16%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2023-6                                                                                              | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2375000 | PA      | $2410340.48   | 0.31%             | 2029-04-16      | Fixed         | 5.98%                 | 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        |   1295222 | PA      | $1303589.77   | 0.17%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-3                                                                                              | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2287885 | PA      | $2297893.66   | 0.30%             | 2029-01-16      | Fixed         | 5.63%                 | 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        |    740000 | PA      | $749348.57    | 0.10%             | 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        |    560000 | PA      | $564417.73    | 0.07%             | 2031-03-17      | Fixed         | 4.88%                 | 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        |    935000 | PA      | $937078.32    | 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        |   2160000 | PA      | $2161572.48   | 0.28%             | 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        |   1280000 | PA      | $1302263.81   | 0.17%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                             | Shelf Drilling Holdings Ltd                                                                                                                | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |   1304000 | PA      | $1366577.66   | 0.18%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    292000 | PA      | $289769.79    | 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        |    756000 | PA      | $762012.60    | 0.10%             | 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        |    916000 | PA      | $930129.07    | 0.12%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                         | Snam SpA                                                                                                                                   | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    427000 | PA      | $437774.54    | 0.06%             | 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        |   1252000 | PA      | $1265992.80   | 0.16%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                       | Sodexo Inc                                                                                                                                 | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    281000 | PA      | $288957.11    | 0.04%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | Solventum Corp                                                                                                                             | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    334000 | PA      | $338628.72    | 0.04%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | Solventum Corp                                                                                                                             | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    697000 | PA      | $720979.62    | 0.09%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                        | Sotheby's                                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996214.70    | 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        |    427000 | PA      | $427078.77    | 0.05%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                               | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1290251.07   | 0.17%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    583000 | PA      | $584336.89    | 0.08%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                                                                                       | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    732000 | PA      | $751363.60    | 0.10%             | 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        |    405000 | PA      | $404736.02    | 0.05%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                           | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    232000 | PA      | $243929.64    | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                           | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    753000 | PA      | $825936.98    | 0.11%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                                                                                  | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    770000 | PA      | $753637.50    | 0.10%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1106182.17   | 0.14%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                                                                                  | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    246000 | PA      | $250838.57    | 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        |    613000 | PA      | $625479.88    | 0.08%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust              | Starwood Mortgage Residential Trust 2020-1                                                                                                 | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17079 | PA      | $16472.33     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   4039152 | PA      | $4039151.60   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                            | Stellantis Finance US Inc                                                                                                                  | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507980.00    | 0.07%             | 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        |   1098000 | PA      | $1107067.64   | 0.14%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                         | Stellantis Financial Services US Corp                                                                                                      | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $349365.37    | 0.04%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                                                                                             | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    499000 | PA      | $499232.51    | 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        |    275000 | PA      | $273880.53    | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                                                                                        | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    236000 | PA      | $234224.21    | 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        |    417000 | PA      | $421457.58    | 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      | $255112.61    | 0.03%             | 2027-08-23      | Fixed         | 5.62%                 | 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        |   2079000 | PA      | $2116159.90   | 0.27%             | 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        |    201000 | PA      | $231343.07    | 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        |    767000 | PA      | $770934.71    | 0.10%             | 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        |    400000 | PA      | $369957.02    | 0.05%             | 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        |   1364000 | PA      | $1347031.84   | 0.17%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-HY1                                                                                                         | CUSIP: 89177EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $937039.50    | 0.12%             | 2048-10-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    760000 | PA      | $776488.20    | 0.10%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                 | TRESTLES CLO V LTD                                                                                                                         | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2247435.00   | 0.29%             | 2034-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas Clo XX Ltd                                                                                                                        | CUSIP: 89640EAN8<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $1999982.00   | 0.26%             | 2035-07-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                           | Trinity Industries Inc                                                                                                                     | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1205524.58   | 0.16%             | 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        |   3872000 | PA      | $3830646.38   | 0.49%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    563000 | PA      | $584545.01    | 0.08%             | 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        |   1700000 | PA      | $1700425.00   | 0.22%             | 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        |   1277000 | PA      | $1253270.21   | 0.16%             | 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        |    769000 | PA      | $796834.23    | 0.10%             | 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        |     80000 | PA      | $75965.93     | 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        |   1180000 | PA      | $1166397.20   | 0.15%             | 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        |   3271000 | PA      | $3274498.33   | 0.42%             | 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        |    494167 | PA      | $498551.36    | 0.06%             | 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        |    523690 | PA      | $535573.03    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                                                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1449281.09   | 0.19%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                                                                 | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1136924.84   | 0.15%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                                                                 | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    909000 | PA      | $930429.95    | 0.12%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                                                                 | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    434000 | PA      | $450340.10    | 0.06%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                                                                 | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    802000 | PA      | $827554.25    | 0.11%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6237200 | PA      | $3477225.40   | 0.45%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11716100 | PA      | $10807508.83  | 1.39%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6901560 | PA      | $6782341.56   | 0.87%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29586960 | PA      | $29949357.95  | 3.86%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4450336 | PA      | $4491846.24   | 0.58%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17055000 | PA      | $17083647.11  | 2.20%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25377000 | PA      | $25406738.80  | 3.27%             | 2030-08-31      | 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        |    886000 | PA      | $888755.46    | 0.11%             | 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        |    377000 | PA      | $379550.13    | 0.05%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 33 CLO Ltd                                                                                                                         | CUSIP: 92330YAN3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |    678128 | PA      | $680072.55    | 0.09%             | 2031-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 28A Clo Ltd                                                                                                                        | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999140.00   | 0.26%             | 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        |   1935000 | PA      | $1974793.28   | 0.25%             | 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        |    410000 | PA      | $415247.63    | 0.05%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                         | Vertiv Group Corp                                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    699000 | PA      | $693615.67    | 0.09%             | 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        |   1450000 | PA      | $1457416.50   | 0.19%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                                                                           | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    511000 | PA      | $567274.92    | 0.07%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |   2599000 | PA      | $2578925.22   | 0.33%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |   2638000 | PA      | $2588352.34   | 0.33%             | 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        |   1195000 | PA      | $1203801.62   | 0.15%             | 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        |    565000 | PA      | $572466.48    | 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        |   1013000 | PA      | $1014857.84   | 0.13%             | 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        |    259000 | PA      | $257259.52    | 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        |    194000 | PA      | $195799.54    | 0.03%             | 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        |    587000 | PA      | $585861.22    | 0.08%             | 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        |    990000 | PA      | $1001700.14   | 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        |    376000 | PA      | $377688.53    | 0.05%             | 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        |    659000 | PA      | $664474.87    | 0.09%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1065233.74   | 0.14%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                | Vornado Realty LP                                                                                                                          | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    430000 | PA      | $424340.89    | 0.05%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-3 Ltd                                                                                                                        | CUSIP: 92916XAL1<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |    466000 | PA      | $466822.02    | 0.06%             | 2031-10-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                              | Voya Global Funding                                                                                                                        | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    904000 | PA      | $911700.56    | 0.12%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                  | WEA Finance LLC                                                                                                                            | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    592000 | PA      | $581104.36    | 0.07%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2014-C21                                                                                                   | CUSIP: 92939FBB4<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |  13267021 | PA      | $26232.88     | 0.00%             | 2047-08-15      | Variable      | 0.60%                 | 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        |   1741250 | PA      | $1746909.06   | 0.22%             | 2031-01-31      | Floating      | 6.00%                 | 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        |   1030000 | PA      | $1082731.06   | 0.14%             | 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        |   1450792 | PA      | $6513.91      | 0.00%             | 2049-08-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2016-LC24                                                                                            | CUSIP: 95000HBK7<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |   7056835 | PA      | $43949.26     | 0.01%             | 2049-10-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1710566.16   | 0.22%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    949000 | PA      | $1005086.53   | 0.13%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    564000 | PA      | $575164.15    | 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        |    150000 | PA      | $146634.81    | 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        |   1080000 | PA      | $1134917.89   | 0.15%             | 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        |   1380000 | PA      | $1469127.02   | 0.19%             | 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        |   1845000 | PA      | $1859349.30   | 0.24%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1781791.86   | 0.23%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                          | Western-Southern Global Funding                                                                                                            | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    441000 | PA      | $454215.91    | 0.06%             | 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        |    570000 | PA      | $575047.70    | 0.07%             | 2028-07-16      | Fixed         | 4.50%                 | 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        |   2670000 | PA      | $2683250.14   | 0.35%             | 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        |   1000000 | PA      | $1023153.00   | 0.13%             | 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        |    855000 | PA      | $874287.26    | 0.11%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                   | Westlake Flooring Master Trust                                                                                                             | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1804448.88   | 0.23%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                            | Whistler Pipeline LLC                                                                                                                      | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    690000 | PA      | $710524.46    | 0.09%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2019-3 Clo Ltd                                                                                                       | CUSIP: 97314JBC8<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1210978.89   | 0.16%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                  | Wingspire Equipment Finance 2025-1 LLC                                                                                                     | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2390000 | PA      | $2393093.62   | 0.31%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                | World Omni Auto Receivables Trust 2023-D                                                                                                   | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1985300 | PA      | $2006320.93   | 0.26%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                | World Omni Auto Receivables Trust 2024-B                                                                                                   | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1413217.12   | 0.18%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| XPO INC                                          | XPO Inc                                                                                                                                    | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2136000 | PA      | $2183673.38   | 0.28%             | 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        |   1110000 | PA      | $1133819.49   | 0.15%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | Long: SL5D2CZF  IRS USD R V 00MCPURN CPURNSA / Short: SL5D2CZF  IRS USD P F  2.46500                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   5000000 | OU      | $89880.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | Long: SLMH0CO1  IRS USD R V 00MCPURN CPURNSA 0.00BPS / Short: SLMH0CO1  IRS USD P F  2.50500                                               | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   5000000 | OU      | $40205.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                   | Long: SL3X1UXF3 IRS USD R V 00MCPURN CPURNSA0.00BPS / Short: SL3X1UXF3 IRS USD P F  2.75000                                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   6000000 | OU      | $-316371.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | Long: SL332WCZ3 IRS USD R V 12MUSCPI SL332WCZ3_INF INFLATIONZERO / Short: SL332WCZ3 IRS USD P F  3.01000 SL332WCZ3_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  15000000 | OU      | $-1691731.20  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | Long: SL4Q2ZCQ4 IRS USD R V 12MUSCPI SL4Q2ZCQ4_INF INFLATIONZERO / Short: SL4Q2ZCQ4 IRS USD P F  2.51750 SL4Q2ZCQ4_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  15000000 | OU      | $725919.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SLP80VDL2 IRS USD R F  1.81300 SLP80VDL2_FIX INFLATIONZERO / Short: SLP80VDL2 IRS USD P V 12MUSCPI SLP80VDL2_INF INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | PH        |   5000000 | OU      | $-897451.60   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SL324D5J9 IRS USD R V 12MUSCPI SL324D5J9_INF INFLATIONZERO / Short: SL324D5J9 IRS USD P F  1.67600 SL324D5J9_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  15000000 | OU      | $2875908.30   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Long: SL5D3V4U0 IRS USD R V 12MUSCPI SL5D3V4U0_INF INFLATIONZERO / Short: SL5D3V4U0 IRS USD P F  2.40950 SL5D3V4U0_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  10000000 | OU      | $978084.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SL1O55C10 IRS USD R V 12MUSCPI SL1O55C10_INF INFLATIONZERO / Short: SL1O55C10 IRS USD P F  2.34750 SL1O55C10_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5000000 | OU      | $531013.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SL1O55ZD9 IRS USD R V 12MUSCPI SL1O55ZD9_INF INFLATIONZERO / Short: SL1O55ZD9 IRS USD P F  2.30125 SL1O55ZD9_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5000000 | OU      | $573867.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SLNE1S2Q8 IRS USD R V 12MUSCPI SLNE1S2Q8_INF INFLATIONZERO / Short: SLNE1S2Q8 IRS USD P F  2.29750 SLNE1S2Q8_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5000000 | OU      | $574736.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SL3A3AVU4 IRS USD R V 12MUSCPI SL3A3AVU4_INF INFLATIONZERO / Short: SL3A3AVU4 IRS USD P F  2.21300 SL3A3AVU4_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5000000 | OU      | $669958.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | Long: SL8M3AGQ9 IRS USD R V 12MUSCPI SL8M3AGQ9_INF INFLATIONZERO / Short: SL8M3AGQ9 IRS USD P F  2.39750 SL8M3AGQ9_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   5000000 | OU      | $489280.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL3A3GHT0 IRS USD R V 12MUSCPI SL3A3GHT0_INF CCPINFLATIONZERO / Short: BL3A3GHT0 IRS USD P F  2.37000 SL3A3GHT0_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $2605391.75   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BLA219FL7 IRS USD R V 12MUSCPI SLA219FL7_INF CCPINFLATIONZERO / Short: BLA219FL7 IRS USD P F  2.39300 SLA219FL7_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1046935.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL1O5LIK7 IRS USD R V 12MUSCPI SL1O5LIK7_INF CCPINFLATIONZERO / Short: BL1O5LIK7 IRS USD P F  2.40750 SL1O5LIK7_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $519561.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BLDT3LMV6 IRS USD R V 12MUSCPI SLDT3LMV6_INF CCPINFLATIONZERO / Short: BLDT3LMV6 IRS USD P F  2.28500 SLDT3LMV6_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1183646.30   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL324TGX1 IRS USD R V 12MUSCPI SL324TGX1_INF CCPINFLATIONZERO / Short: BL324TGX1 IRS USD P F  2.31000 SL324TGX1_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1157579.30   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL4K5UVM3 IRS USD R V 12MUSCPI SL4K5UVM3_INF CCPINFLATIONZERO / Short: BL4K5UVM3 IRS USD P F  2.35250 SL4K5UVM3_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1107566.70   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL3A3HZE1 IRS USD R V 12MUSCPI SL3A3HZE1_INF CCPINFLATIONZERO / Short: BL3A3HZE1 IRS USD P F  2.38000 SL3A3HZE1_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1064472.10   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL4R0BSM9 IRS USD R V 12MUSCPI SL4R0BSM9_INF CCPINFLATIONZERO / Short: BL4R0BSM9 IRS USD P F  2.39000 SL4R0BSM9_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1035268.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL1S4SDH6 IRS USD R V 12MUSCPI SL1S4SDH6_INF CCPINFLATIONZERO / Short: BL1S4SDH6 IRS USD P F  2.37450 SL1S4SDH6_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1052980.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL514MB78 IRS USD R V 12MUSCPI SL514MB78_INF CCPINFLATIONZERO / Short: BL514MB78 IRS USD P F  2.34500 SL514MB78_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1086428.70   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL3B47AI8 IRS USD R V 12MUSCPI SL3B47AI8_INF CCPINFLATIONZERO / Short: BL3B47AI8 IRS USD P F  2.34100 SL3B47AI8_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1091826.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL4Q4AK39 IRS USD R V 12MUSCPI SL4Q4AK39_INF CCPINFLATIONZERO / Short: BL4Q4AK39 IRS USD P F  2.38400 SL4Q4AK39_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1052814.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BLMH2AG02 IRS USD R V 12MUSCPI SLMH2AG02_INF CCPINFLATIONZERO / Short: BLMH2AG02 IRS USD P F  2.39625 SLMH2AG02_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1041751.90   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL4R0DXA5 IRS USD R V 12MUSCPI SL4R0DXA5_INF CCPINFLATIONZERO / Short: BL4R0DXA5 IRS USD P F  2.26900 SL4R0DXA5_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1182662.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL3X43A99 IRS USD R V 12MUSCPI SL3X43A99_INF CCPINFLATIONZERO / Short: BL3X43A99 IRS USD P F  2.10700 SL3X43A99_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $709810.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL1S5GC17 IRS USD R V 12MUSCPI SL1S5GC17_FLO CCPINFLATIONZERO / Short: BL1S5GC17 IRS USD P F  1.97600 SL1S5GC17_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $1557990.20   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BLYH0DHW4 IRS USD R V 12MUSCPI SLYH0DHW4_FLO CCPINFLATIONZERO / Short: BLYH0DHW4 IRS USD P F  2.11250 SLYH0DHW4_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $714857.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL9J07PS1 IRS USD R V 12MUSCPI SL9J07PS1_FLO CCPINFLATIONZERO / Short: BL9J07PS1 IRS USD P F  2.49250 SL9J07PS1_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $2368286.75   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL6K7XV76 IRS USD R V 12MUSCPI SL6K7XV76_FLO CCPINFLATIONZERO / Short: BL6K7XV76 IRS USD P F  2.51000 SL6K7XV76_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $1851824.60   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: BL9J0A358 IRS USD R V 12MUSCPI INF_SL9J0A358 CCPINFLATIONZERO / Short: BL9J0A358 IRS USD P F  2.63750 FIX_SL9J0A358 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19000000 | OU      | $235.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BLFH0QW82 IRS USD R V 12MUSCPI INF_SLFH0QW82 CCPINFLATIONZERO / Short: BLFH0QW82 IRS USD P F  3.15000 FIX_SLFH0QW82 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  60000000 | OU      | $1520287.80   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BL4G51XI3 IRS USD R V 12MUSCPI INF_SL4G51XI3 CCPINFLATIONZERO / Short: BL4G51XI3 IRS USD P F  2.66500 FIX_SL4G51XI3 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  22000000 | OU      | $-441563.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BLYP18FO6 IRS USD R V 12MUSCPI INF_SLYP18FO6 CCPINFLATIONZERO / Short: BLYP18FO6 IRS USD P F  2.85000 FIX_SLYP18FO6 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  30000000 | OU      | $-22029.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: BLK00JAS9 IRS USD R V 12MUSCPI INF_SLK00JAS9 CCPINFLATIONZERO / Short: BLK00JAS9 IRS USD P F  2.60500 FIX_SLK00JAS9 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  60000000 | OU      | $96460.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: S53964651 CDS USD R F  1.00000 253964652 CCPCDX / Short: S53964651 CDS USD P V 03MEVENT 253964653 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   6540000 | OU      | $147058.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B30802543 IRS USD R V 12MUSCPI 330802545 CCPINFLATIONZERO / Short: B30802543 IRS USD P F  2.49500 330802544 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  45000000 | OU      | $252340.20    | 0.03%             |  |  |  | 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        |  12718000 | OU      | $298662.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B43269305 IRS USD R V 12MUSCPI 343269307 CCPINFLATIONZERO / Short: B43269305 IRS USD P F  2.86400 343269306 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   8000000 | OU      | $-666535.20   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B56088597 IRS USD R V 12MUSCPI 356088599 CCPINFLATIONZERO / Short: B56088597 IRS USD P F  2.47400 356088598 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   8200000 | OU      | $-68469.67    | -0.01%            |  |  |  | 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        |  11500000 | OU      | $279348.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B12162267 IRS USD R V 12MUSCPI 412162269 CCPINFLATIONZERO / Short: B12162267 IRS USD P F  2.43900 412162268 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   8000000 | OU      | $10703.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B19751067 IRS USD R V 12MUSCPI 419751069 CCPINFLATIONZERO / Short: B19751067 IRS USD P F  2.40850 419751068 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  15000000 | OU      | $80762.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B38395321 IRS USD R V 12MUSCPI 438395323 CCPINFLATIONZERO / Short: B38395321 IRS USD P F  2.60200 438395322 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  25000000 | OU      | $15955.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B68750139 IRS USD R V 12MUSCPI 468750141 CCPINFLATIONZERO / Short: B68750139 IRS USD P F  2.69200 468750140 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  20000000 | OU      | $-119602.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B69087212 IRS USD R V 12MUSCPI 469087214 CCPINFLATIONZERO / Short: B69087212 IRS USD P F  2.87000 469087213 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  20000000 | OU      | $-120389.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B96686361 IRS USD R V 12MUSCPI 496686363 CCPINFLATIONZERO / Short: B96686361 IRS USD P F  2.44600 496686362 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   5700000 | OU      | $-27394.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B01294455 IRS USD R V 12MUSCPI 501294457 CCPINFLATIONZERO / Short: B01294455 IRS USD P F  2.47000 501294456 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  11000000 | OU      | $-35039.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B17759598 IRS USD R V 12MUSCPI 517759600 CCPINFLATIONZERO / Short: B17759598 IRS USD P F  2.53900 517759599 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   5000000 | OU      | $-61478.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B17759593 IRS USD R V 12MUSCPI 517759595 CCPINFLATIONZERO / Short: B17759593 IRS USD P F  2.54450 517759594 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   9500000 | OU      | $-75731.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B41517327 IRS USD R V 12MUSCPI 541517329 CCPINFLATIONZERO / Short: B41517327 IRS USD P F  2.59300 541517328 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   5000000 | OU      | $-72652.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B44102250 IRS USD R V 12MUSCPI 544102252 CCPINFLATIONZERO / Short: B44102250 IRS USD P F  2.96000 544102251 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  20000000 | OU      | $-127368.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B57387276 IRS USD R V 12MUSCPI 557387278 CCPINFLATIONZERO / Short: B57387276 IRS USD P F  2.89650 557387277 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  20000000 | OU      | $-110742.00   | -0.01%            |  |  |  | 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        |   1725000 | OU      | $15865.88     | 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        |    409000 | PA      | $410449.91    | 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      | $199035.69    | 0.03%             | 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        |   2046000 | PA      | $2078910.93   | 0.27%             | 2027-11-25      | 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        |   1260000 | PA      | $1312628.86   | 0.17%             | 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        |      1062 | NC      | $187888.67    | 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        |      1239 | NC      | $86903.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -81 | NC      | $-57900.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Inc                                    | CommScope Inc 2024 Term Loan                                                                                                               | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1375000 | PA      | $1385312.50   | 0.18%             | 2029-12-17      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company               | Hewlett Packard Enterprise Company Term Loan                                                                                               | CUSIP: 000000000<br>LEI: 549300BX44RGX6ANDV88 | Long             | LON              | CORP              | US        |   1747333 | PA      | $1751701.66   | 0.23%             | 2029-09-12      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                         | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   3496000 | PA      | $3478177.64   | 0.45%             | 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        |    775000 | PA      | $773914.15    | 0.10%             | 2028-01-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                                                                           | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $406900.00    | 0.05%             | 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        |    296000 | PA      | $306352.60    | 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        |    129000 | PA      | $129341.85    | 0.02%             | 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        |    300000 | PA      | $304320.00    | 0.04%             | 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        |    832000 | PA      | $819322.15    | 0.11%             | 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        |   1190000 | PA      | $1180506.56   | 0.15%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-08

**Name of Applicant:** LORD ABBETT INVESTMENT TRUST

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer