# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-26-009316
**Filing Date:** 2026-4
**Character Count:** 533254
**Document Hash:** dfa823e2008c3f39d54987b47d0c771a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009316.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002071691-26-009316

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 26912561

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Short Duration Core Plus Fund (Series ID: S000039927)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000123825 | Class A      | JSDHX           |
| C000123826 | Class C      | JSDCX           |
| C000123827 | Class I      | JSDSX           |
| C000123828 | Class R6     | JSDRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-480-4111

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

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

- **b. EDGAR series identifier (if any):** S000039927

- **c. LEI of Series:** 549300Q5U8SV79G4IM14

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6936913604.02

**Total Liabilities:** $91772656.52

**Net Assets:** $6845140947.50

**Cash Not Reported:** $1879976.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17639.15272000 | **1-Year:** 398326.08204000 | **5-Year:** 804273.43112000 | **10-Year:** 3716.79204000 | **30-Year:** 727.85982000

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

- **3-Month:** 1104.06040000 | **1-Year:** 47441.53665000 | **5-Year:** 119984.66657000 | **10-Year:** 22572.74126000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000123825 | 0.34%                | 0.29%                | 0.75%                |
| Class ID C000123826 | 0.30%                | 0.35%                | 0.60%                |
| Class ID C000123827 | 0.36%                | 0.31%                | 0.77%                |
| Class ID C000123828 | 0.37%                | 0.32%                | 0.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-103095.46              | $-1760579.73                               |
| Month 2  | $1763919.88              | $1513979.94                                |
| Month 3  | $1194437.25              | $23040617.62                               |

**Designated Index Information**

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

- **Index Identifier:** 1031TRUSD0

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO Brands Corp.                                      | ACCO Brands Corp.                                                               | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $956762.77    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ABL                                                    | ABL, Series 2025-RTL1, Class A1                                                 | CUSIP: 00092RAA7<br>LEI: 254900C9FQN3N2YOSF41 | Long             | ABS-MBS          | CORP              | US        |   6385000 | PA      | $6478223.55   | 0.09%             | 2030-06-25      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  16690000 | PA      | $17665532.17  | 0.26%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  11010000 | PA      | $11437172.59  | 0.17%             | 2031-05-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                              | Corebridge Global Funding                                                       | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  23514000 | PA      | $23587113.49  | 0.34%             | 2031-01-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2023-SFR2, Class B                                           | CUSIP: 00178YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1479291.45   | 0.02%             | 2040-06-17      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2021-SFR1, Class C                                           | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581000 | PA      | $552200.24    | 0.01%             | 2038-06-17      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2025-SFR2, Class B                                           | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4920632.50   | 0.07%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2025-SFR2, Class D                                           | CUSIP: 00180BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3124000 | PA      | $3027166.62   | 0.04%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2021-SFR3, Class E1                                          | CUSIP: 00180UAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2653783.02   | 0.04%             | 2038-10-17      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2021-SFR3, Class E2                                          | CUSIP: 00180UAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5404036.55   | 0.08%             | 2038-10-17      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2025-SFR1, Class D                                           | CUSIP: 00182MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1890547.20   | 0.03%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                         | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243750 | PA      | $244079.87    | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                         | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3119875 | PA      | $3155150.52   | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                                     | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    971000 | PA      | $966383.09    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107739.76    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                        | Accelerated LLC, Series 2021-1H, Class B                                        | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1645986 | PA      | $1551365.22   | 0.02%             | 2040-10-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co.                                           | Acushnet Co.                                                                    | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    460000 | PA      | $468172.36    | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                            | Adient Global Holdings Ltd.                                                     | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1155000 | PA      | $1212186.36   | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                             | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10625000 | PA      | $10892384.61  | 0.16%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                      | Affirm Asset Securitization Trust, Series 2025-X2, Class B                      | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $901347.12    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1472641.14   | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                           | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311220.34    | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                       | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    807000 | PA      | $807309.36    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                       | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    235000 | PA      | $246155.92    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                               | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1137946.50   | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                             | Allison Transmission, Inc.                                                      | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1045766.07   | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                             | FNMA/FHLMC UMBS, Single Family, 30 Year                                         | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9520000 | PA      | $9672632.16   | 0.14%             | 2056-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                             | FNMA/FHLMC UMBS, Single Family, 30 Year                                         | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22540000 | PA      | $23119013.61  | 0.34%             | 2056-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    912348 | PA      | $875856.57    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $634199.46    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                      | Alumina Pty. Ltd.                                                               | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    585000 | PA      | $607369.82    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                    | Amcor Flexibles North America, Inc.                                             | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $8124680.84   | 0.12%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                        | Amer Sports Co.                                                                 | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    491000 | PA      | $512616.28    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-2, Class D            | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5616268.90   | 0.08%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2024-4, Class D            | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5345000 | PA      | $5433177.00   | 0.08%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-1, Class C            | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7567179.00   | 0.11%             | 2031-08-12      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-1, Class D            | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2593000 | PA      | $2643462.63   | 0.04%             | 2031-08-12      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-1, Class E            | CUSIP: 02528DAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8360000 | PA      | $8666401.52   | 0.13%             | 2032-12-13      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-3, Class C            | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4999000 | PA      | $5059964.30   | 0.07%             | 2032-07-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2025-3, Class D            | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8537000 | PA      | $8671798.38   | 0.13%             | 2032-07-12      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-2, Class E            | CUSIP: 02529YAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4136006.00   | 0.06%             | 2030-02-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-3, Class E            | CUSIP: 02530EAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1877431.50   | 0.03%             | 2031-10-14      | Fixed         | 9.54%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2023-1, Class D            | CUSIP: 02530UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759883 | PA      | $1776952.46   | 0.03%             | 2029-04-12      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2024-2, Class C            | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4409262 | PA      | $4439389.08   | 0.06%             | 2030-04-12      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2024-2, Class E            | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4144633.60   | 0.06%             | 2031-11-12      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2026-1, Class C            | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2993000 | PA      | $3011954.97   | 0.04%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust, Series 2026-1, Class D            | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7434000 | PA      | $7506073.37   | 0.11%             | 2033-01-12      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                            | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7270000 | PA      | $7511556.66   | 0.11%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                            | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13375000 | PA      | $13500885.10  | 0.20%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                               | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   7910000 | PA      | $8071563.33   | 0.12%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                          | Cencora, Inc.                                                                   | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7254131.48   | 0.11%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                 | Amkor Technology, Inc.                                                          | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    805000 | PA      | $821453.40    | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                           | ams-OSRAM AG                                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1100000 | PA      | $1171852.00   | 0.02%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables LLC, Series 2022-1A, Class D                 | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |   3210000 | PA      | $3197894.77   | 0.05%             | 2028-08-21      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                  | Anchor Mortgage Trust, Series 2025-RTL1, Class A1                               | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6034219.20   | 0.09%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust, Series 2019-5, Class A3                               | CUSIP: 03464KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106331 | PA      | $105418.34    | 0.00%             | 2049-10-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust, Series 2019-5, Class B1                               | CUSIP: 03464KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1013609.31   | 0.01%             | 2049-10-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                     | Republic of Angola                                                              | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    800000 | PA      | $796000.00    | 0.01%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ansley Park Capital LLC                                | Ansley Park Capital LLC, Series 2025-A, Class A2                                | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9965511 | PA      | $10011271.60  | 0.15%             | 2035-04-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Ansley Park Capital LLC                                | Ansley Park Capital LLC, Series 2025-A, Class D                                 | CUSIP: 03637AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2514550.50   | 0.04%             | 2035-04-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                                                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1772352.63   | 0.03%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                                                    | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $507575.46    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust                              | Aqua Finance Issuer Trust, Series 2025-A, Class A                               | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6384459 | PA      | $6536685.51   | 0.10%             | 2050-12-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                     | Aqua Finance Trust, Series 2020-AA, Class A                                     | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308449 | PA      | $293661.10    | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                     | Aqua Finance Trust, Series 2021-A, Class B                                      | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2091722 | PA      | $1972801.16   | 0.03%             | 2046-07-17      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                          | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1100000 | PA      | $1234068.00   | 0.02%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                          | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1110298.59   | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                  | Arbor Realty SR, Inc., Series QIB                                               | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4996684.75   | 0.07%             | 2027-10-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                     | Arches Buyer, Inc.                                                              | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    675000 | PA      | $653755.19    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $369427.91    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                        | Ardagh Group SA                                                                 | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    810000 | PA      | $782662.50    | 0.01%             | 2030-12-01      | Variable      | 12.00%                | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                        | Ardagh Group SA                                                                 | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    546000 | PA      | $591272.78    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                               | Argentine Republic                                                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   6085000 | PA      | $4576680.63   | 0.07%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                               | Argentine Republic                                                              | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2400000 | PA      | $1676484.00   | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                               | Argentine Republic                                                              | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    619500 | PA      | $546516.71    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                  | Arroyo Mortgage Trust, Series 2019-2, Class A3                                  | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89059 | PA      | $87807.76     | 0.00%             | 2049-04-25      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                  | Arroyo Mortgage Trust, Series 2019-1, Class A1                                  | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38217 | PA      | $37546.95     | 0.00%             | 2049-01-25      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                                                   | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    640000 | PA      | $636212.99    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                             | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $332447.04    | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                  | Athene Global Funding                                                           | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  17650000 | PA      | $17750609.06  | 0.26%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                           | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1288149.28   | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                           | Avient Corp.                                                                    | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    950000 | PA      | $978946.50    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                             | Avis Budget Car Rental LLC                                                      | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1147466.43   | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                             | Avis Budget Car Rental LLC                                                      | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $124453.28    | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                             | Avis Budget Car Rental LLC                                                      | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $690993.75    | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2022-4A, Class B               | CUSIP: 05377RFQ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7401195.13   | 0.11%             | 2029-02-20      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2023-2A, Class C               | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1709831.44   | 0.02%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class C               | CUSIP: 05377RHJ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3529345.94   | 0.05%             | 2029-12-20      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class B               | CUSIP: 05377RHZ0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2084702.40   | 0.03%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class C               | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5238512.00   | 0.08%             | 2030-06-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class C               | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1234431.63   | 0.02%             | 2030-12-20      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  11575000 | PA      | $12041125.25  | 0.18%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $5167025.00   | 0.08%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                           | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  10110000 | PA      | $10256549.51  | 0.15%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                             | Axalta Coating Systems LLC                                                      | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    905000 | PA      | $872934.40    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV              | Axalta Coating Systems Dutch Holding B BV                                       | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $157690.59    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                    | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 5B13                               | CUSIP: 055631GM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4541690.50   | 0.07%             | 2052-05-25      | Variable      | 2.16%                 | Yes           |                  3 | On Loan: No      |
| BMW US Capital LLC                                     | BMW US Capital LLC                                                              | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7035000 | PA      | $7160720.44   | 0.10%             | 2029-08-13      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                         | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  23505000 | PA      | $24419542.18  | 0.36%             | 2030-01-18      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd.                                              | BXMT Ltd., Series 2021-FL4, Class A                                             | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1247284 | PA      | $1244935.49   | 0.02%             | 2038-05-15      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd.                                              | BXMT Ltd., Series 2021-FL4, Class C                                             | CUSIP: 05609GAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1701322.00   | 0.02%             | 2038-05-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6125000 | PA      | $6336447.01   | 0.09%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-MF, Class B                           | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708364 | PA      | $708585.00    | 0.01%             | 2039-02-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                            | Commonwealth of the Bahamas                                                     | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   1196000 | PA      | $1338479.48   | 0.02%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO                                | Bain Capital Credit CLO, Series 2019-2A, Class BR3                              | CUSIP: 05682LBC0<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10261951.50  | 0.15%             | 2032-10-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                      | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    730000 | PA      | $677696.30    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                      | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    775000 | PA      | $799054.45    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  16000000 | PA      | $15808594.40  | 0.23%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  15200000 | PA      | $15755221.04  | 0.23%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4600000 | PA      | $4902687.96   | 0.07%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10000000 | PA      | $10079863.80  | 0.15%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11829000 | PA      | $11722811.19  | 0.17%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9941476.03   | 0.15%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9680000 | PA      | $10095411.10  | 0.15%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7265586.51   | 0.11%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                           | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16635000 | PA      | $16871102.38  | 0.25%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                              | Bank of Ireland Group plc                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  18735000 | PA      | $18512351.39  | 0.27%             | 2027-09-30      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                              | Bank of Nova Scotia (The)                                                       | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8645000 | PA      | $8701260.45   | 0.13%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                              | Bank of Nova Scotia (The)                                                       | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  13760000 | PA      | $13809001.84  | 0.20%             | 2031-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                  | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $10468493.60  | 0.15%             | 2030-01-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                  | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  18860000 | PA      | $19089589.19  | 0.28%             | 2028-10-16      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  20445000 | PA      | $20170627.28  | 0.29%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                    | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6340000 | PA      | $6354033.15   | 0.09%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                       | Barings CLO Ltd., Series 2021-2A, Class BR                                      | CUSIP: 06762JAN3<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8255049.00   | 0.12%             | 2034-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    377000 | PA      | $350847.51    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust              | Bayview Opportunity Master Fund Trust, Series 2024-SN1, Class D                 | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1532746.95   | 0.02%             | 2029-07-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                    | Benin Government Bond                                                           | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   1878000 | PA      | $1969101.03   | 0.03%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                               | BHG Securitization Trust, Series 2021-B, Class B                                | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2046060 | PA      | $2032619.56   | 0.03%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Biogen, Inc.                                           | Biogen, Inc.                                                                    | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7706415.07   | 0.11%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                               | Blue Racer Midstream LLC                                                        | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $948130.82    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10065000 | PA      | $10426884.46  | 0.15%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7750000 | PA      | $7968156.84   | 0.12%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BOF VII AL Funding Trust I                             | BOF Funding Trust, Series 2023-CAR3, Class C                                    | CUSIP: 097093AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363506 | PA      | $363164.90    | 0.01%             | 2032-07-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    464000 | PA      | $463623.20    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $321402.60    | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Boyne USA, Inc.                                        | Boyne USA, Inc.                                                                 | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    843000 | PA      | $836993.29    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Brean Asset-Backed Securities Trust                    | Brean Asset-Backed Securities Trust, Series 2025-RM11, Class A1                 | CUSIP: 10638GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3940671 | PA      | $3929677.84   | 0.06%             | 2065-05-25      | Variable      | 4.75%                 | Yes           |                  3 | On Loan: No      |
| Brean Asset-Backed Securities Trust                    | Brean Asset-Backed Securities Trust, Series 2025-RM12, Class A1                 | CUSIP: 10638KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9255058 | PA      | $9157521.95   | 0.13%             | 2065-07-25      | Fixed         | 4.50%                 | Yes           |                  3 | On Loan: No      |
| Brean Asset-Backed Securities Trust                    | Brean Asset-Backed Securities Trust, Series 2026-RM14, Class A1                 | CUSIP: 10638QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3033000 | PA      | $2960462.77   | 0.04%             | 2066-01-25      | Fixed         | 4.25%                 | Yes           |                  3 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class C           | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $8483483.40   | 0.12%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class C           | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4553000 | PA      | $4582313.58   | 0.07%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class D           | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4136000 | PA      | $4182832.76   | 0.06%             | 2031-11-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C           | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4031024.00   | 0.06%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D           | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3568781.65   | 0.05%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class C           | CUSIP: 108056AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1774343.20   | 0.03%             | 2029-08-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class E           | CUSIP: 10805MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4694771.70   | 0.07%             | 2031-01-15      | Fixed         | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class E           | CUSIP: 10806EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4758455.74   | 0.07%             | 2031-08-15      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class D           | CUSIP: 10806HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6375000 | PA      | $6516364.35   | 0.10%             | 2030-11-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                           | Bridge Trust, Series 2025-SFR1, Class C                                         | CUSIP: 10807GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6624760 | PA      | $6372043.74   | 0.09%             | 2042-09-17      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D           | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5121492.50   | 0.07%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class E           | CUSIP: 10807UAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8231671.20   | 0.12%             | 2032-11-15      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                  | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  12635000 | PA      | $12918937.13  | 0.19%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                             | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1250220.04   | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                                                      | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2446290.52   | 0.04%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                               | Bunge Ltd. Finance Corp.                                                        | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  14555000 | PA      | $14513833.95  | 0.21%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                               | Bunge Ltd. Finance Corp.                                                        | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3860633.26   | 0.06%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                            | Business Jet Securities LLC, Series 2024-2A, Class B                            | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2260618 | PA      | $2271625.33   | 0.03%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  3 | On Loan: No      |
| Business Jet Securities LLC                            | Business Jet Securities LLC, Series 2024-1A, Class B                            | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2334808 | PA      | $2432762.05   | 0.04%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  3 | On Loan: No      |
| CAFL Issuer LP                                         | CAFL Issuer LP, Series 2025-RRTL1, Class A1                                     | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $11118234.60  | 0.16%             | 2040-05-28      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $254942.96    | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6480000 | PA      | $6264625.54   | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7821000 | PA      | $7289956.68   | 0.11%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $664479.48    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $762539.57    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                              | CFIN 2022-RTL1 Issuer LLC, Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   5778428 | PA      | $5771205.19   | 0.08%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                              | CFIN 2022-RTL1 Issuer LLC, Class B-1                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   7072926 | PA      | $7064084.67   | 0.10%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CF Hippolyta Issuer LLC                                | CF Hippolyta Issuer LLC, Series 2021-1A, Class B1                               | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1286596 | PA      | $790505.82    | 0.01%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| CFMT LLC                                               | CFMT LLC, Series 2024-HB13, Class M1                                            | CUSIP: 12530VAB1<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |    826000 | PA      | $807955.37    | 0.01%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  3 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                  | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1165213.90   | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                              | CIM Trust, Series 2019-INV2, Class A11                                          | CUSIP: 12554TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54030 | PA      | $51787.00     | 0.00%             | 2049-05-25      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2014-UBS3, Class B                            | CUSIP: 12591YBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815197 | PA      | $1758472.25   | 0.03%             | 2047-06-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2014-UBS5, Class C                            | CUSIP: 12592KBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2557768.13   | 0.04%             | 2047-09-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2014-CR20, Class C                            | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333522 | PA      | $322678.87    | 0.00%             | 2047-11-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2015-LC21, Class D                            | CUSIP: 12593FBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $942260.00    | 0.01%             | 2048-07-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2015-CR26, Class B                            | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1953513 | PA      | $1923917.70   | 0.03%             | 2048-10-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1124515.53   | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2014-CR14, Class B                            | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1533528 | PA      | $1514282.03   | 0.02%             | 2047-02-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Consumer Portfolio Services Auto Trust                 | Consumer Portfolio Services Auto Trust, Series 2025-B, Class C                  | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11060000 | PA      | $11212507.45  | 0.16%             | 2031-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Consumer Portfolio Services Auto Trust                 | Consumer Portfolio Services Auto Trust, Series 2025-A, Class C                  | CUSIP: 12633SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11146617.90  | 0.16%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                             | CPS Auto Receivables Trust, Series 2025-C, Class C                              | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14220000 | PA      | $14389233.64  | 0.21%             | 2031-10-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                             | CPS Auto Receivables Trust, Series 2022-A, Class D                              | CUSIP: 12659WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3619898 | PA      | $3608638.02   | 0.05%             | 2029-04-16      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                 | Alternative Loan Trust, Series 2004-25CB, Class A1                              | CUSIP: 12667FWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105792 | PA      | $92842.52     | 0.00%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                        | CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B                   | CUSIP: 126694D21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61547 | PA      | $56837.68     | 0.00%             | 2036-04-20      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                        | CHL Mortgage Pass-Through Trust, Series 2005-J2, Class 3A8                      | CUSIP: 12669GV73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461164 | PA      | $293656.11    | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                         | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class C                      | CUSIP: 12676JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1641027.21   | 0.02%             | 2042-11-10      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                         | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class D                      | CUSIP: 12676JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2530000 | PA      | $2554669.27   | 0.04%             | 2042-11-10      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                         | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class E                      | CUSIP: 12676JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4725000 | PA      | $4789214.17   | 0.07%             | 2042-11-10      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| CRIBS Mortgage Trust                                   | CRIBS Mortgage Trust, Series 2025-RTL1, Class A1                                | CUSIP: 12704NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2022019.40   | 0.03%             | 2040-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1902807.50   | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    955000 | PA      | $979103.25    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    751000 | PA      | $763163.95    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  15990000 | PA      | $16217157.78  | 0.24%             | 2027-09-13      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5719000 | PA      | $5963866.53   | 0.09%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| California Housing Finance Agency                      | California Housing Finance Agency, Series 2021-1, Class X                       | CUSIP: 13033DAF2<br>LEI: 549300BOPCVLBA552Z14 | Long             | ABS-MBS          | MUN               | US        |  50820891 | PA      | $2056009.97   | 0.03%             | 2035-11-20      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8280000 | PA      | $8402521.56   | 0.12%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  23875000 | PA      | $24035407.05  | 0.35%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                     | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  19895000 | PA      | $20397993.15  | 0.30%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                     | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  11540000 | PA      | $11619284.65  | 0.17%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-P4, Class B                         | CUSIP: 14076LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8900000 | PA      | $9122549.84   | 0.13%             | 2031-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                  | Cardinal Health, Inc.                                                           | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   6295000 | PA      | $6386063.97   | 0.09%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.              | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A2R3           | CUSIP: 14311NBG8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002198.00   | 0.03%             | 2032-07-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                    | Carlyle US CLO Ltd., Series 2021-9A, Class BR                                   | CUSIP: 14317KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $13031356.00  | 0.19%             | 2034-10-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                    | Carlyle US CLO Ltd., Series 2022-1A, Class A1R                                  | CUSIP: 14318JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10000000.00  | 0.15%             | 2035-04-15      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3700000 | PA      | $3830447.20   | 0.06%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO II Ltd.                                     | CarVal CLO Ltd., Series 2019-1A, Class BR2                                      | CUSIP: 14686ABA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6222000 | PA      | $6231886.76   | 0.09%             | 2032-04-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2023-P2, Class C                         | CUSIP: 14686TAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4982000 | PA      | $5153308.06   | 0.08%             | 2029-07-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-N1, Class C                         | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2811605.78   | 0.04%             | 2030-05-10      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-N2, Class C                         | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3148000 | PA      | $3215487.45   | 0.05%             | 2030-09-10      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2024-N3, Class C                         | CUSIP: 14687WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4549348.35   | 0.07%             | 2030-12-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust, Series 2023-P3, Class C                         | CUSIP: 14688GAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2675000 | PA      | $2798206.49   | 0.04%             | 2029-11-13      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                 | Cascade MH Asset Trust, Series 2019-MH1, Class A                                | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2428210 | PA      | $2358263.81   | 0.03%             | 2044-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                   | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1077245.90   | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                        | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1066040.69   | 0.02%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                        | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1766981.80   | 0.03%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                                        | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1008959.90   | 0.01%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                                        | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    435000 | PA      | $415231.38    | 0.01%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CFMT LLC                                               | CFMT LLC, Series 2024-HB15, Class M1                                            | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1972731.60   | 0.03%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  3 | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc.                                                          | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1189439.64   | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1585162.86   | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cherry Securitization Trust                            | Cherry Securitization Trust, Series 2024-1A, Class A                            | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5384000 | PA      | $5420812.02   | 0.08%             | 2032-04-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                           | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    855000 | PA      | $880740.63    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                     | Cinemark USA, Inc.                                                              | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    945000 | PA      | $945170.10    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                     | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $385667.28    | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7775000 | PA      | $8011219.12   | 0.12%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13060000 | PA      | $13394069.31  | 0.20%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class C                  | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3272076.00   | 0.05%             | 2048-04-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust, Series 2015-GC31, Class C                  | CUSIP: 17323YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $99978.72     | 0.00%             | 2048-06-10      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19165000 | PA      | $19391145.47  | 0.28%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                   | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    468000 | PA      | $491343.37    | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                   | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    895000 | PA      | $947221.46    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                   | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116102.28    | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                               | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $782486.37    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                               | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $529392.75    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $692132.06    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    432000 | PA      | $435428.35    | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1125716.66   | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    690000 | PA      | $744869.49    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                 | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    480000 | PA      | $469773.26    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                 | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    915000 | PA      | $942463.73    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                     | CNO Global Funding                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $18831540.17  | 0.28%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                     | CNO Global Funding                                                              | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  13300000 | PA      | $13327146.90  | 0.19%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                  | Coinbase Global, Inc.                                                           | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    795000 | PA      | $758295.25    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                 | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1294375.68   | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                            | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    633000 | PA      | $631417.50    | 0.01%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa        | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |   1500000 | PA      | $1591500.00   | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                       | Comision Federal de Electricidad                                                | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    602000 | PA      | $609073.50    | 0.01%             | 2051-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Credit, Inc.                                | Commercial Credit, Inc., Series QIB                                             | CUSIP: 201616AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3450789.69   | 0.05%             | 2030-08-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                   | Compass Minerals International, Inc.                                            | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    258000 | PA      | $258250.26    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                                        | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1171453.58   | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL                                     | Connect Finco SARL                                                              | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $705680.05    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                 | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9450000 | PA      | $9492253.79   | 0.14%             | 2041-12-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                    | Connecticut Avenue Securities Trust, Series 2025-R06, Class 1M1                 | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5398375 | PA      | $5410832.24   | 0.08%             | 2045-09-25      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                             | Constellation Brands, Inc.                                                      | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   9105000 | PA      | $9336232.67   | 0.14%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                    | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   6570000 | PA      | $6776242.75   | 0.10%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                       | Cooper-Standard Automotive, Inc.                                                | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    645000 | PA      | $646818.90    | 0.01%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2500000 | PA      | $2677500.00   | 0.04%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2174000 | PA      | $2343876.36   | 0.03%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1982000 | PA      | $1890828.00   | 0.03%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                             | CPS Auto Receivables Trust, Series 2024-C, Class C                              | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3584000 | PA      | $3628548.40   | 0.05%             | 2030-10-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Consumer Portfolio Services Auto Trust                 | Consumer Portfolio Services Auto Trust, Series 2025-D, Class C                  | CUSIP: 223936AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4333000 | PA      | $4386275.97   | 0.06%             | 2032-02-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C                      | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6608888.65   | 0.10%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C                      | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1080500.82   | 0.02%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2025-2A, Class B                      | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7085000 | PA      | $7183346.18   | 0.10%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2025-2A, Class C                      | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6765000 | PA      | $6894992.86   | 0.10%             | 2036-03-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class B                      | CUSIP: 22535LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4550000 | PA      | $4580407.20   | 0.07%             | 2034-11-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class C                      | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6089901.60   | 0.09%             | 2035-01-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B                      | CUSIP: 22535PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1334000 | PA      | $1358116.19   | 0.02%             | 2034-02-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class C                      | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3251659.32   | 0.05%             | 2034-04-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   9310000 | PA      | $9504833.44   | 0.14%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  20520000 | PA      | $21217645.94  | 0.31%             | 2031-05-27      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class C                      | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8142000 | PA      | $8310931.03   | 0.12%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class B                      | CUSIP: 22536VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3338229.70   | 0.05%             | 2034-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class C                      | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2081719.00   | 0.03%             | 2034-10-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2023-2A, Class B                      | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2262010.50   | 0.03%             | 2033-07-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C                      | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6450000 | PA      | $6608038.55   | 0.10%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates         | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 1A2        | CUSIP: 2254585P9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674576 | PA      | $624436.11    | 0.01%             | 2035-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                 | Crossroads Asset Trust, Series 2025-A, Class B                                  | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1527767.25   | 0.02%             | 2032-02-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                         | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class B                      | CUSIP: 228920AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5100000 | PA      | $5160563.01   | 0.08%             | 2043-02-10      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                         | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class C                      | CUSIP: 228920AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1719359.09   | 0.03%             | 2043-02-10      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                         | CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class D                      | CUSIP: 228920AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $842399.91    | 0.01%             | 2043-02-10      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1460660.75   | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2023-3A, Class E                                    | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2975682.08   | 0.04%             | 2030-05-15      | Fixed         | 10.21%                | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2022-1A, Class E                                    | CUSIP: 23345YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5198586.12   | 0.08%             | 2029-03-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2023-2A, Class E                                    | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2959621.84   | 0.04%             | 2030-04-15      | Fixed         | 11.06%                | Yes           |                  2 | On Loan: No      |
| DailyPay Securitization Trust 2025-1                   | DailyPay Securitization Trust, Series 2025-1A, Class A                          | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5285000 | PA      | $5321415.24   | 0.08%             | 2028-06-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Dana, Inc.                                             | Dana, Inc.                                                                      | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    143000 | PA      | $136196.49    | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3170000 | PA      | $3308362.29   | 0.05%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4615000 | PA      | $4675479.71   | 0.07%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  13600000 | PA      | $13661374.90  | 0.20%             | 2031-09-12      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                               | Darden Restaurants, Inc.                                                        | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4611889.87   | 0.07%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                           | DaVita, Inc.                                                                    | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1625017.99   | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust          | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1         | CUSIP: 25151KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547032 | PA      | $432247.45    | 0.01%             | 2047-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1915000 | PA      | $1891739.47   | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   8360000 | PA      | $8903437.45   | 0.13%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  12190000 | PA      | $12588042.63  | 0.18%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4350000 | PA      | $4374939.94   | 0.06%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4940000 | PA      | $4982212.79   | 0.07%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Dext ABS LLC                                           | Dext ABS LLC, Series 2025-1, Class B                                            | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7920000 | PA      | $8063722.66   | 0.12%             | 2035-08-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                     | Digicel International Finance Ltd.                                              | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1705817.93   | 0.02%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $938232.07    | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2311768.49   | 0.03%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1011356.85   | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DLIC Re-REMIC Trust                                    | DLIC Re-REMIC Trust, Series 2025-FRR1, Class CK57                               | CUSIP: 255928AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4371206.85   | 0.06%             | 2049-08-27      | Variable      | 1.27%                 | Yes           |                  3 | On Loan: No      |
| DNB Bank ASA                                           | DNB Bank ASA                                                                    | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  11980000 | PA      | $12037353.05  | 0.18%             | 2031-11-04      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1940000 | PA      | $1897320.00   | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                              | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1140000 | PA      | $1224075.00   | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2024-2, Class C                            | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4775000 | PA      | $4815586.07   | 0.07%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2024-2, Class D                            | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3285611.23   | 0.05%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                              | Driven Brands Funding LLC, Series 2021-1A, Class A2                             | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4937344 | PA      | $4696696.82   | 0.07%             | 2051-10-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2025-1, Class D                            | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4072954.40   | 0.06%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2025-2, Class C                            | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4665000 | PA      | $4690785.32   | 0.07%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust, Series 2025-2, Class D                            | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4365000 | PA      | $4407304.71   | 0.06%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden Senior Loan Fund, Series 2016-43A, Class B1R3                            | CUSIP: 26245CBS1<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10010200.00  | 0.15%             | 2034-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                        | Dryden CLO Ltd., Series 2020-86A, Class BR2                                     | CUSIP: 26245XBC0<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15022380.00  | 0.22%             | 2034-07-17      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust, Series 2021-4A, Class D                                    | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3055400 | PA      | $3041650.21   | 0.04%             | 2027-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                 | Dycom Industries, Inc.                                                          | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    615000 | PA      | $605561.41    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EFMT                                                   | EFMT, Series 2025-CES1, Class A1A                                               | CUSIP: 26846VAA2<br>LEI: 254900CMJGXNT3R7H775 | Long             | ABS-O            | CORP              | US        |   3249367 | PA      | $3292208.10   | 0.05%             | 2060-01-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                 | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    685000 | PA      | $689217.55    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                           | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1300000 | PA      | $1380470.00   | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                             | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    715000 | PA      | $721435.00    | 0.01%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                             | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   2798000 | PA      | $2845566.00   | 0.04%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                             | Edgewell Personal Care Co.                                                      | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1445655.74   | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Elastic NV                                             | Elastic NV                                                                      | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    605000 | PA      | $571590.69    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer LLC                         | Elara HGV Timeshare Issuer LLC, Series 2021-A, Class B                          | CUSIP: 28416LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075288 | PA      | $1034940.02   | 0.02%             | 2035-08-27      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc.                                                         | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982993.60    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                          | ELP Commercial Mortgage Trust, Series 2025-ELP, Class A                         | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5960000 | PA      | $6005670.88   | 0.09%             | 2042-11-13      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                          | ELP Commercial Mortgage Trust, Series 2025-ELP, Class B                         | CUSIP: 290154AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3050000 | PA      | $3073230.94   | 0.04%             | 2042-11-13      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                          | ELP Commercial Mortgage Trust, Series 2025-ELP, Class C                         | CUSIP: 290154AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1712855.74   | 0.03%             | 2042-11-13      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP                                                               | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2396013.43   | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                                          | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1432430.50   | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                               | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1030052.40   | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                               | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    439000 | PA      | $426442.14    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4189094.06   | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                          | Enel Finance International NV                                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   7480000 | PA      | $7706133.64   | 0.11%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                          | Enel Finance International NV                                                   | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  10245000 | PA      | $10297343.24  | 0.15%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                                                  | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    655000 | PA      | $649400.14    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                                                  | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2024173.98   | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                       | Equitable America Global Funding                                                | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  20105000 | PA      | $20540739.48  | 0.30%             | 2030-06-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Esab Corp.                                             | Esab Corp.                                                                      | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440774.94    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2021-4A, Class D                    | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2482281 | PA      | $2475351.02   | 0.04%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2021-2A, Class D                    | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2467855 | PA      | $2465592.33   | 0.04%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-5A, Class D                    | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4269715.80   | 0.06%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-3A, Class D                    | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11556409.50  | 0.17%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-4A, Class C                    | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2355000 | PA      | $2379398.74   | 0.03%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2025-4A, Class D                    | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10770000 | PA      | $10956493.32  | 0.16%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2026-1A, Class C                    | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3456000 | PA      | $3479819.44   | 0.05%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust, Series 2026-1A, Class D                    | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4112000 | PA      | $4155204.37   | 0.06%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust, Series 2025-3, Class C              | CUSIP: 30185FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5226000 | PA      | $5329107.41   | 0.08%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K115, Class D                                 | CUSIP: 302673AG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $5596423.50   | 0.08%             | 2053-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K115, Class X2A                               | CUSIP: 302673AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  80217661 | PA      | $276766.97    | 0.00%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K115, Class X2B                               | CUSIP: 302673AL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18200000 | PA      | $66158.82     | 0.00%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K739, Class X2A                               | CUSIP: 30289SAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  67443896 | PA      | $67578.78     | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K739, Class X2B                               | CUSIP: 30289SAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17500000 | PA      | $21484.75     | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K739, Class D                                 | CUSIP: 30289SAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $6011369.00   | 0.09%             | 2053-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF                                                  | FREMF, Series 2018-KF46, Class B                                                | CUSIP: 302955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10248 | PA      | $9939.66      | 0.00%             | 2028-03-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-K83, Class D                                  | CUSIP: 302958AS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6900000 | PA      | $5583625.59   | 0.08%             | 2051-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Trust                                            | FREMF Trust, Series 2018-KW04, Class C                                          | CUSIP: 30296MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $3533526.50   | 0.05%             | 2032-12-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-K89, Class C                                  | CUSIP: 302972AU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5966746.20   | 0.09%             | 2051-01-25      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-K82, Class X2A                                | CUSIP: 30297LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  96327074 | PA      | $190660.18    | 0.00%             | 2028-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-K82, Class X2B                                | CUSIP: 30297LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24694906 | PA      | $56921.76     | 0.00%             | 2028-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2018-K82, Class D                                  | CUSIP: 30297LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9392906 | PA      | $7766900.98   | 0.11%             | 2028-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K107, Class D                                 | CUSIP: 302982AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $6275171.25   | 0.09%             | 2030-02-25      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KC07, Class C                                 | CUSIP: 302988AN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4700000 | PA      | $4021859.56   | 0.06%             | 2029-10-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2017-K68, Class D                                  | CUSIP: 30305EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7101803.20   | 0.10%             | 2049-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2017-KF38, Class B                                 | CUSIP: 30305MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55996 | PA      | $55929.43     | 0.00%             | 2024-09-25      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KF62, Class B                                 | CUSIP: 30310WAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211841 | PA      | $211492.77    | 0.00%             | 2026-04-25      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-KC06, Class B                                 | CUSIP: 30312MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7600000 | PA      | $7474652.44   | 0.11%             | 2026-09-25      | Variable      | 3.83%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2019-K93, Class C                                  | CUSIP: 30313FAU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8652000 | PA      | $8548257.33   | 0.12%             | 2052-05-25      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K113, Class D                                 | CUSIP: 30315KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $6413757.30   | 0.09%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                     | FS Luxembourg SARL                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    523000 | PA      | $541305.00    | 0.01%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                     | FS Luxembourg SARL                                                              | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |   1070000 | PA      | $1059460.50   | 0.02%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-KSG1, Class X2A                               | CUSIP: 30316JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  67454774 | PA      | $232455.90    | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-KSG1, Class X2B                               | CUSIP: 30316JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4100000 | PA      | $15261.84     | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-KSG1, Class C                                 | CUSIP: 30316JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4100000 | PA      | $2925581.24   | 0.04%             | 2030-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K118, Class X2A                               | CUSIP: 30316TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  81306846 | PA      | $287167.65    | 0.00%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K118, Class X2B                               | CUSIP: 30316TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16750000 | PA      | $62246.35     | 0.00%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2020-K118, Class D                                 | CUSIP: 30316TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $5410496.25   | 0.08%             | 2053-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2021-K126, Class X2A                               | CUSIP: 30319DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  97640876 | PA      | $366465.73    | 0.01%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2021-K126, Class X2B                               | CUSIP: 30319DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $101147.50    | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF Mortgage Trust, Series 2021-K126, Class D                                 | CUSIP: 30319DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $6569140.75   | 0.10%             | 2054-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                     | F&G Global Funding                                                              | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   9710000 | PA      | $9861106.44   | 0.14%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FRTKL                                                  | FRTKL, Series 2021-SFR1, Class D                                                | CUSIP: 30322DAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6762000 | PA      | $6647299.58   | 0.10%             | 2038-09-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| FRTKL                                                  | FRTKL, Series 2021-SFR1, Class E1                                               | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3685983.00   | 0.05%             | 2038-09-17      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                       | Fair Isaac Corp.                                                                | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    855000 | PA      | $837049.70    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                       | FHF Issuer Trust, Series 2024-3A, Class A2                                      | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900580 | PA      | $2905934.76   | 0.04%             | 2030-11-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                           | CUSIP: 31288QQM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13058281 | PA      | $13631698.60  | 0.20%             | 2046-11-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC                                                                           | CUSIP: 31288QQV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3660321 | PA      | $3798980.14   | 0.06%             | 2047-09-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Gold Pools, 15 Year                                                       | CUSIP: 3128MMSS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    930624 | PA      | $925402.23    | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Gold Pools, 20 Year                                                       | CUSIP: 3128P7ZN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18610 | PA      | $18174.88     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, STRIPS, Series 267, Class S5                                             | CUSIP: 31325TN96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2592855 | PA      | $286103.01    | 0.00%             | 2042-08-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, STRIPS, Series 342, Class S7                                             | CUSIP: 31325VM50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1086533 | PA      | $127957.82    | 0.00%             | 2045-02-15      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 15 Year                                                             | CUSIP: 3132CWBJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1361765 | PA      | $1352285.39   | 0.02%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 15 Year                                                             | CUSIP: 3132D6CV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7328942 | PA      | $7278144.46   | 0.11%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DSNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  47965831 | PA      | $49913782.92  | 0.73%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DULR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15226931 | PA      | $15649278.85  | 0.23%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6091731 | PA      | $6157925.68   | 0.09%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24582816 | PA      | $25070815.66  | 0.37%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34686788 | PA      | $35792124.23  | 0.52%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18601555 | PA      | $19104311.63  | 0.28%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC Gold Pools, Other                                                         | CUSIP: 3132XK2L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $20347486.80  | 0.30%             | 2030-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC Gold Pools, 30 Year                                                       | CUSIP: 31335CCQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124332 | PA      | $125775.12    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3133CXZS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8375506 | PA      | $8601117.41   | 0.13%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3133KRQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23948852 | PA      | $24751766.02  | 0.36%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2013-55, Class AI                                           | CUSIP: 3136AEQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    577564 | PA      | $44164.29     | 0.00%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2015-85, Class SA                                           | CUSIP: 3136AQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2525806 | PA      | $247150.58    | 0.00%             | 2045-11-25      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2016-74, Class GS                                           | CUSIP: 3136ATE34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277521 | PA      | $152392.69    | 0.00%             | 2046-10-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2017-31, Class SG                                           | CUSIP: 3136AWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6370065 | PA      | $802677.90    | 0.01%             | 2047-05-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2019-31, Class S                                            | CUSIP: 3136B5NQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3065043 | PA      | $388331.42    | 0.01%             | 2049-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA ACES, Series 2020-M10, Class X1                                            | CUSIP: 3136B9DS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46200769 | PA      | $2547635.16   | 0.04%             | 2030-12-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA ACES, Series 2020-M37, Class X                                             | CUSIP: 3136BBGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  63121935 | PA      | $2078668.45   | 0.03%             | 2032-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2022-42, Class EA                                           | CUSIP: 3136BNRD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43226298 | PA      | $42501591.54  | 0.62%             | 2052-06-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2022-43, Class P                                            | CUSIP: 3136BNVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7515483 | PA      | $7452985.94   | 0.11%             | 2052-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2024-20, Class MA                                           | CUSIP: 3136BRT72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20043386 | PA      | $20133783.85  | 0.29%             | 2049-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2024-27, Class CA                                           | CUSIP: 3136BRYP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2520751 | PA      | $2533424.75   | 0.04%             | 2048-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2024-101, Class DV                                          | CUSIP: 3136BUFR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4594305 | PA      | $4768790.06   | 0.07%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-4, Class PV                                            | CUSIP: 3136BUS84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4847013 | PA      | $5020222.21   | 0.07%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-27, Class BV                                           | CUSIP: 3136BVKF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13750922 | PA      | $14260986.29  | 0.21%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-22, Class BA                                           | CUSIP: 3136BVMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22885528 | PA      | $22953995.13  | 0.34%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-29, Class CV                                           | CUSIP: 3136BVV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11573846 | PA      | $11969814.72  | 0.17%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-58, Class CA                                           | CUSIP: 3136BWMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7110494 | PA      | $7148902.47   | 0.10%             | 2051-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-58, Class MA                                           | CUSIP: 3136BWNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13585068 | PA      | $13664165.99  | 0.20%             | 2051-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-56, Class BV                                           | CUSIP: 3136BWNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11813881 | PA      | $12255631.22  | 0.18%             | 2036-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-51, Class A                                            | CUSIP: 3136BWTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  42823040 | PA      | $43606543.19  | 0.64%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-62, Class CA                                           | CUSIP: 3136BWZN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24400897 | PA      | $24765802.79  | 0.36%             | 2052-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA, REMIC, Series 2025-66, Class LA                                           | CUSIP: 3136BWZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19298703 | PA      | $19373574.66  | 0.28%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 3878, Class PL                                             | CUSIP: 3137ACM89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6470763 | PA      | $6552713.56   | 0.10%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4012, Class GS                                             | CUSIP: 3137AMNB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3342523 | PA      | $539787.41    | 0.01%             | 2042-03-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4338, Class SA                                             | CUSIP: 3137BB7C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3006573 | PA      | $350442.83    | 0.01%             | 2044-05-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4477, Class SA                                             | CUSIP: 3137BHYU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3025944 | PA      | $379861.85    | 0.01%             | 2045-05-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4505, Class SA                                             | CUSIP: 3137BKWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2568512 | PA      | $308331.62    | 0.00%             | 2045-08-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4632, Class MA                                             | CUSIP: 3137BSS87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3871090 | PA      | $3888703.37   | 0.06%             | 2054-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4634, Class MD                                             | CUSIP: 3137BSSN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5352617 | PA      | $5381735.71   | 0.08%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4630, Class MA                                             | CUSIP: 3137BSY98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4571658 | PA      | $4565720.58   | 0.07%             | 2055-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K061, Class X3 | CUSIP: 3137BTUQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2744984 | PA      | $40385.58     | 0.00%             | 2044-12-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4681, Class SD                                             | CUSIP: 3137BYHQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236818 | PA      | $31279.45     | 0.00%             | 2047-05-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1 | CUSIP: 3137F64R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  59505956 | PA      | $692786.19    | 0.01%             | 2027-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K125, Class X3 | CUSIP: 3137F9ZB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15690000 | PA      | $1736594.30   | 0.03%             | 2049-02-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K068, Class X1 | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 221259923 | PA      | $1210734.30   | 0.02%             | 2027-08-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3 | CUSIP: 3137FCJN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16536735 | PA      | $560033.07    | 0.01%             | 2044-12-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3 | CUSIP: 3137FEBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $44909.04     | 0.00%             | 2045-12-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X1 | CUSIP: 3137FGR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  47423462 | PA      | $124695.25    | 0.00%             | 2028-06-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4839, Class WS                                             | CUSIP: 3137FJK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10357158 | PA      | $1545164.80   | 0.02%             | 2056-08-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class X3 | CUSIP: 3137FKUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13786492 | PA      | $792738.44    | 0.01%             | 2046-01-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3 | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9575000 | PA      | $606947.76    | 0.01%             | 2047-02-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K090, Class X3 | CUSIP: 3137FLMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32597903 | PA      | $2204133.29   | 0.03%             | 2029-10-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3 | CUSIP: 3137FLN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17141679 | PA      | $64675.55     | 0.00%             | 2026-07-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K093, Class X3 | CUSIP: 3137FMCU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50000000 | PA      | $3223585.00   | 0.05%             | 2047-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K735, Class X3 | CUSIP: 3137FMU91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40532126 | PA      | $155655.52    | 0.00%             | 2047-05-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K095, Class X3 | CUSIP: 3137FNAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $1615185.00   | 0.02%             | 2047-08-25      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K736, Class X3 | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50000000 | PA      | $352080.00    | 0.01%             | 2047-09-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K097, Class X3 | CUSIP: 3137FNX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20476699 | PA      | $1289290.78   | 0.02%             | 2046-09-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4925, Class SH                                             | CUSIP: 3137FPCF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5494359 | PA      | $597109.95    | 0.01%             | 2049-10-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K099, Class X3 | CUSIP: 3137FPJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13745131 | PA      | $824213.04    | 0.01%             | 2047-10-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC05, Class X1 | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20395418 | PA      | $170389.44    | 0.00%             | 2027-06-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 4954, Class SB                                             | CUSIP: 3137FR2Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5828234 | PA      | $739759.72    | 0.01%             | 2050-02-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K104, Class X3 | CUSIP: 3137FREL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25300000 | PA      | $1687477.11   | 0.02%             | 2047-02-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K105, Class X3 | CUSIP: 3137FRUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40058382 | PA      | $2856815.59   | 0.04%             | 2048-03-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X3 | CUSIP: 3137FTZT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15543654 | PA      | $1902227.71   | 0.03%             | 2048-06-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K111, Class X3 | CUSIP: 3137FUZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15643603 | PA      | $1876307.82   | 0.03%             | 2048-04-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K112, Class X1 | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24441525 | PA      | $1234297.02   | 0.02%             | 2030-05-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K114, Class X3 | CUSIP: 3137FVNK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10750000 | PA      | $1070769.88   | 0.02%             | 2048-08-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X  | CUSIP: 3137FVNQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10101280 | PA      | $1479358.77   | 0.02%             | 2035-09-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K115, Class X3 | CUSIP: 3137FWGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21272896 | PA      | $2331745.53   | 0.03%             | 2048-09-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5021, Class MI                                             | CUSIP: 3137FWMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19591234 | PA      | $3373831.84   | 0.05%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5394, Class AV                                             | CUSIP: 3137HBQK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5746181 | PA      | $5805715.08   | 0.08%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5510, Class GV                                             | CUSIP: 3137HJN45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13131276 | PA      | $13487028.29  | 0.20%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5516, Class DV                                             | CUSIP: 3137HKBD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9021023 | PA      | $9337129.23   | 0.14%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5531, Class DA                                             | CUSIP: 3137HKRY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17275442 | PA      | $17346998.21  | 0.25%             | 2052-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5530, Class V                                              | CUSIP: 3137HKTY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15249540 | PA      | $15823601.75  | 0.23%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5537, Class CA                                             | CUSIP: 3137HLB43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2665055 | PA      | $2674134.53   | 0.04%             | 2052-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5551, Class BA                                             | CUSIP: 3137HLTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34817886 | PA      | $34780355.34  | 0.51%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5558, Class DA                                             | CUSIP: 3137HM3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14554663 | PA      | $14566236.45  | 0.21%             | 2052-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5564, Class BA                                             | CUSIP: 3137HMCN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  58820026 | PA      | $59050042.10  | 0.86%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 5577, Class A                                              | CUSIP: 3137HMPJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9589125 | PA      | $9648352.82   | 0.14%             | 2052-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 3138ERTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120615 | PA      | $119943.95    | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 3138WKX34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47482 | PA      | $47151.87     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 3036, Class NE                                             | CUSIP: 31396AXW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59017 | PA      | $60668.57     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC, REMIC, Series 3294, Class NE                                             | CUSIP: 31397FSG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130828 | PA      | $136790.05    | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140BUX64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    880613 | PA      | $908266.32    | 0.01%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140BWZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4995661 | PA      | $5085186.65   | 0.07%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140BXTY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1730154 | PA      | $1762879.21   | 0.03%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140BXUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907092 | PA      | $1951587.23   | 0.03%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 3140J8U43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1422623 | PA      | $1413916.87   | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 3140Q87D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5925608 | PA      | $5830153.45   | 0.09%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 3140QGGU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10704305 | PA      | $9815883.70   | 0.14%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U0WB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1154036 | PA      | $1173343.93   | 0.02%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U12J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9047644 | PA      | $9286133.54   | 0.14%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U12M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5118519 | PA      | $5261107.33   | 0.08%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U12N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1423786 | PA      | $1450155.27   | 0.02%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U12Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4513849 | PA      | $4597501.45   | 0.07%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057039 | PA      | $1081359.22   | 0.02%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U1ZU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1326967 | PA      | $1364902.49   | 0.02%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U3MG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1297521 | PA      | $1322241.42   | 0.02%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U45M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3643517 | PA      | $3746229.09   | 0.05%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U45N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4321290 | PA      | $4430564.43   | 0.06%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U4TQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1149385 | PA      | $1180926.73   | 0.02%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U4TU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7881085 | PA      | $8057435.13   | 0.12%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U4W21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2365435 | PA      | $2413997.89   | 0.04%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U4XA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4484796 | PA      | $4559405.80   | 0.07%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U4XQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2275144 | PA      | $2345429.31   | 0.03%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U4XT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2098977 | PA      | $2164926.12   | 0.03%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U52C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7927021 | PA      | $8093895.73   | 0.12%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U52E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5777435 | PA      | $5919073.67   | 0.09%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U5Z82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14340026 | PA      | $14630327.92  | 0.21%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U7B76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3666621 | PA      | $3742269.04   | 0.05%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U7CB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5828501 | PA      | $5946492.36   | 0.09%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U7CL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4378633 | PA      | $4528750.75   | 0.07%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 3140U7CP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2913639 | PA      | $3017046.26   | 0.04%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 3140X4JA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3505084 | PA      | $3409734.95   | 0.05%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 3140X6MZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18661018 | PA      | $18163406.25  | 0.27%             | 2039-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 3140X7LP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15587714 | PA      | $15048420.44  | 0.22%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 3140XJHG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7610352 | PA      | $7557604.69   | 0.11%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 31418ATC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88931 | PA      | $87907.48     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57359 | PA      | $55948.56     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 20 Year                                                              | CUSIP: 31418BD37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3264408 | PA      | $3218143.59   | 0.05%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3617825 | PA      | $3719394.15   | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6367160 | PA      | $6503790.32   | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15378850 | PA      | $15776177.30  | 0.23%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23778384 | PA      | $24463859.96  | 0.36%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 30 Year                                                              | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2357789 | PA      | $2419823.20   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                   | FNMA UMBS, 15 Year                                                              | CUSIP: 31418FE86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13569549 | PA      | $13780902.54  | 0.20%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427C7H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6560202 | PA      | $6694451.43   | 0.10%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427CQJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12829406 | PA      | $13057970.92  | 0.19%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427KE27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10684132 | PA      | $11008562.21  | 0.16%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427KY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9740472 | PA      | $10010695.59  | 0.15%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427M2A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  49726142 | PA      | $51311696.61  | 0.75%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427M2H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15181774 | PA      | $15684258.46  | 0.23%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 31427MHC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12024909 | PA      | $12549692.51  | 0.18%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec            | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   8075000 | PA      | $8356456.14   | 0.12%             | 2028-03-14      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec            | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   8235000 | PA      | $8344399.26   | 0.12%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142GSFL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3890598 | PA      | $3998353.05   | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JNJ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10514612 | PA      | $10709850.50  | 0.16%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JPF71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1466883 | PA      | $1515004.90   | 0.02%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JQH36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9968840 | PA      | $10166448.14  | 0.15%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JQHX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19547443 | PA      | $19891607.96  | 0.29%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JT3T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1195053 | PA      | $1231401.37   | 0.02%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JT7D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9563600 | PA      | $9763057.10   | 0.14%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JT7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8395318 | PA      | $8602880.43   | 0.13%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JUB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6463705 | PA      | $6593566.07   | 0.10%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JUB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7335505 | PA      | $7486105.18   | 0.11%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JV4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2084913 | PA      | $2137313.54   | 0.03%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JV5C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4081341.88   | 0.06%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JV5D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5405905 | PA      | $5513069.28   | 0.08%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVN20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12498250 | PA      | $12747442.73  | 0.19%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3053068 | PA      | $3129797.28   | 0.05%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVN79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6463269 | PA      | $6596643.86   | 0.10%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6391128 | PA      | $6522337.41   | 0.10%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2254843 | PA      | $2310126.79   | 0.03%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7912534 | PA      | $8093031.72   | 0.12%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVNZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4037366 | PA      | $4118478.54   | 0.06%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4006447 | PA      | $4090802.54   | 0.06%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5904043 | PA      | $6113596.62   | 0.09%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3316559 | PA      | $3429775.94   | 0.05%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVPF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1005490 | PA      | $1026329.51   | 0.01%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVPH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4584521 | PA      | $4747244.49   | 0.07%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                             | FHLMC UMBS, 30 Year                                                             | CUSIP: 3142JVQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1375330 | PA      | $1405508.34   | 0.02%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                              | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13680000 | PA      | $13556800.93  | 0.20%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                            | FIGRE Trust, Series 2025-HE6, Class A                                           | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4701349 | PA      | $4731529.84   | 0.07%             | 2055-09-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                       | First Investors Auto Owner Trust, Series 2023-1A, Class B                       | CUSIP: 320986AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3264000 | PA      | $3324975.44   | 0.05%             | 2029-12-17      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                           | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   8530000 | PA      | $8657155.52   | 0.13%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2021-SFR1, Class F2                                | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3959930.80   | 0.06%             | 2038-08-17      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2022-SFR3, Class E2                                | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8426861.75   | 0.12%             | 2038-07-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2021-SFR3, Class E1                                | CUSIP: 33768JAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5892704.40   | 0.09%             | 2038-12-17      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2022-SFR1, Class F1                                | CUSIP: 33768NAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4681291.00   | 0.07%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FirstKey Homes Trust                                   | FirstKey Homes Trust, Series 2022-SFR1, Class F2                                | CUSIP: 33768NAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2149600.47   | 0.03%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Foundation Finance Trust                               | Foundation Finance Trust, Series 2024-2A, Class A                               | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2112939 | PA      | $2128125.39   | 0.03%             | 2050-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                               | Foundation Finance Trust, Series 2021-1A, Class A                               | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   4156454 | PA      | $3976658.74   | 0.06%             | 2041-05-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                               | Foundation Finance Trust, Series 2025-2A, Class A                               | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4355172 | PA      | $4401173.94   | 0.06%             | 2052-04-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                               | Foundation Finance Trust, Series 2025-2A, Class B                               | CUSIP: 35042NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4080000 | PA      | $4125035.04   | 0.06%             | 2052-04-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                               | Foundation Finance Trust, Series 2025-3A, Class A                               | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4347389 | PA      | $4379064.52   | 0.06%             | 2052-08-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   6175000 | PA      | $6516648.12   | 0.10%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC MSCR Trust, Series 2021-MN1, Class M1                                     | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    149096 | PA      | $148793.82    | 0.00%             | 2051-01-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                  | FHLMC MSCR Trust, Series 2025-MN12, Class M1                                    | CUSIP: 355913AA2<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | CORP              | US        |  10486810 | PA      | $10487673.19  | 0.15%             | 2045-11-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-K740 Mortgage Trust                         | FREMF Mortgage Trust, Series 2020-K740, Class X2A                               | CUSIP: 35709FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  93297510 | PA      | $111173.31    | 0.00%             | 2052-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-K740 Mortgage Trust                         | FREMF Mortgage Trust, Series 2020-K740, Class X2B                               | CUSIP: 35709FAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22000000 | PA      | $29051.00     | 0.00%             | 2052-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-K740 Mortgage Trust                         | FREMF Mortgage Trust, Series 2020-K740, Class D                                 | CUSIP: 35709FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $7957019.70   | 0.12%             | 2052-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                         | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   1082000 | PA      | $1065255.22   | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                   | GNMA II, 30 Year                                                                | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2839834 | PA      | $2829265.30   | 0.04%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA II, 30 Year                                                                | CUSIP: 3622ADHZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20657889 | PA      | $21142719.25  | 0.31%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2015-GC30, Class C                         | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   3695000 | PA      | $3196729.25   | 0.05%             | 2050-05-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust, Series 2017-GS5, Class D                          | CUSIP: 36252HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $281111.63    | 0.00%             | 2050-03-10      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2021-3A, Class D                      | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310265 | PA      | $1306810.65   | 0.02%             | 2027-07-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2022-1A, Class E                      | CUSIP: 36263XAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6527025.05   | 0.10%             | 2029-05-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-1A, Class B                      | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1023401.80   | 0.01%             | 2031-02-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-1A, Class C                      | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2470000 | PA      | $2538366.39   | 0.04%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-1A, Class D                      | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2054238.40   | 0.03%             | 2030-11-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trus                     | GS Mortgage-Backed Securities Trust, Series 2025-CES1, Class A1A                | CUSIP: 36271RAA4<br>LEI: 254900R6PO5A0PCKSU63 | Long             | ABS-O            | CORP              | US        |   2845111 | PA      | $2873974.50   | 0.04%             | 2055-05-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2025-3A, Class C                      | CUSIP: 36272GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1779580.43   | 0.03%             | 2031-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-4A, Class C                      | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6215000 | PA      | $6301973.33   | 0.09%             | 2031-08-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1                 | CUSIP: 36277LAA1<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-O            | CORP              | US        |   3061214 | PA      | $3076770.36   | 0.04%             | 2056-05-25      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust, Series 2025-SL1, Class A1                  | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7332482 | PA      | $7427941.08   | 0.11%             | 2067-11-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1                 | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8113155 | PA      | $7994200.82   | 0.12%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| GAM Re-REMIC Trust                                     | GAM Re-REMIC Trust, Series 2022-FRR3, Class BK61                                | CUSIP: 36459DAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4018384.02   | 0.06%             | 2049-11-27      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Gap, Inc. (The)                                        | Gap, Inc. (The)                                                                 | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1288938.19   | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                               | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $676061.78    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                  | Wrangler Holdco Corp.                                                           | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1651111.94   | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                           | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  18345000 | PA      | $18323488.84  | 0.27%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                  | Global Infrastructure Solutions, Inc.                                           | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1329682.40   | 0.02%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class C                      | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3060447.30   | 0.04%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class D                      | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5917062.23   | 0.09%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust, Series 2024-3A, Class B                      | CUSIP: 37989EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1230999.00   | 0.02%             | 2030-08-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                      | GLS Auto Receivables Issuer Trust, Series 2025-3A, Class D                      | CUSIP: 37989YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6106149.60   | 0.09%             | 2031-06-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6540023.19   | 0.10%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4065120.28   | 0.06%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12799000 | PA      | $12626717.78  | 0.18%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  29050000 | PA      | $28652394.39  | 0.42%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14910000 | PA      | $15002067.31  | 0.22%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust            | Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class A          | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1804602 | PA      | $1774763.61   | 0.03%             | 2051-06-25      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust              | GoodLeap Home Improvement Solutions Trust, Series 2025-3A, Class A              | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9308003 | PA      | $9382686.20   | 0.14%             | 2049-10-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    545000 | PA      | $534228.29    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1579041.79   | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2012-39, Class MI                                                  | CUSIP: 38378DNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201894 | PA      | $35614.98     | 0.00%             | 2042-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2015-123, Class SE                                                 | CUSIP: 38379QCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3210134 | PA      | $348980.70    | 0.01%             | 2045-09-20      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2016-108, Class SM                                                 | CUSIP: 38379YYJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    565052 | PA      | $90044.80     | 0.00%             | 2046-08-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2018-139, Class SB                                                 | CUSIP: 38381ALD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4616737 | PA      | $782794.47    | 0.01%             | 2048-10-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2024-1, Class KB                                                   | CUSIP: 38384G7K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15292636 | PA      | $14648842.31  | 0.21%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2024-110, Class LC                                                 | CUSIP: 38384QJ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24673235 | PA      | $24409754.49  | 0.36%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2024-151, Class HB                                                 | CUSIP: 38384WMQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27741738 | PA      | $27588167.76  | 0.40%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2024-184, Class BG                                                 | CUSIP: 38384XK93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5761554 | PA      | $5649098.73   | 0.08%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2025-4, Class LA                                                   | CUSIP: 38385CBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14689854 | PA      | $14125957.61  | 0.21%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                   | GNMA, Series 2025-1, Class GC                                                   | CUSIP: 38385CKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28267028 | PA      | $27640641.76  | 0.40%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Granite Park Equipment Leasing LLC                     | Granite Park Equipment Leasing LLC, Series 2023-1A, Class D                     | CUSIP: 387422AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012659.80   | 0.01%             | 2033-08-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                                             | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    745000 | PA      | $754673.08    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2913231.15   | 0.04%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                       | Gray Media, Inc.                                                                | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1025830.54   | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                       | Gray Media, Inc.                                                                | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    335000 | PA      | $359143.79    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                       | Gray Media, Inc.                                                                | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    490000 | PA      | $505974.98    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class A3                | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3065000 | PA      | $3139238.28   | 0.05%             | 2060-06-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A3                 | CUSIP: 39571XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020237.70   | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                          | Griffon Corp.                                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    827000 | PA      | $826569.13    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                               | Group 1 Automotive, Inc.                                                        | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    666000 | PA      | $653663.15    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                  | Gulfport Energy Corp.                                                           | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      1207 | NS      | $251852.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Operating Corp.                        | Gulfport Energy Operating Corp.                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    710000 | PA      | $735249.73    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                       | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10840000 | PA      | $11111452.03  | 0.16%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                       | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6535000 | PA      | $6782499.14   | 0.10%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9570000 | PA      | $9954146.59   | 0.15%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5895000 | PA      | $6110943.05   | 0.09%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3655000 | PA      | $3771325.82   | 0.06%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10640000 | PA      | $11022675.05  | 0.16%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6255000 | PA      | $6326667.04   | 0.09%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                 | Harvest Midstream I LP                                                          | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    745000 | PA      | $773297.34    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                     | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   2283000 | PA      | $2244189.00   | 0.03%             | 2032-11-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282937.60    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $634240.20    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                                               | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    779000 | PA      | $709636.28    | 0.01%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                         | Hertz Vehicle Financing LP, Series 2021-2A, Class D                             | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5933781.00   | 0.09%             | 2027-12-27      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing LLC, Series 2022-2A, Class D                            | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493765.85    | 0.01%             | 2028-06-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing LLC, Series 2025-1A, Class C                            | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3649000 | PA      | $3721246.55   | 0.05%             | 2029-09-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing LLC, Series 2025-3A, Class C                            | CUSIP: 42806MDD8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5123780.50   | 0.07%             | 2029-12-26      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                        | Hertz Vehicle Financing III LLC, Series 2025-4A, Class C                        | CUSIP: 42806MDH9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4683289.95   | 0.07%             | 2031-12-25      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1341897.48   | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1192886.94   | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1338747.85   | 0.02%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1570889.16   | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1909227.22   | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2025-1A, Class C                           | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3543481 | PA      | $3610535.04   | 0.05%             | 2042-05-27      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2025-3EXT, Class A                         | CUSIP: 43283DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5732291 | PA      | $5779361.98   | 0.08%             | 2044-10-25      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2025-3EXT, Class C                         | CUSIP: 43283DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1896023 | PA      | $1920258.02   | 0.03%             | 2044-10-25      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2024-2A, Class C                           | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4148733 | PA      | $4225256.68   | 0.06%             | 2038-03-25      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2024-3A, Class B                           | CUSIP: 43283NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1629064 | PA      | $1656139.32   | 0.02%             | 2040-08-27      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2024-3A, Class C                           | CUSIP: 43283NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1966112 | PA      | $2000027.11   | 0.03%             | 2040-08-27      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2025-2A, Class B                           | CUSIP: 43285JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850620 | PA      | $2874273.20   | 0.04%             | 2044-05-25      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust, Series 2025-2A, Class C                           | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1451906 | PA      | $1471246.15   | 0.02%             | 2044-05-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HINNT LLC                                              | HINNT LLC, Series 2025-A, Class D                                               | CUSIP: 433403AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    606326 | PA      | $624287.68    | 0.01%             | 2044-03-15      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                         | Home Partners of America Trust, Series 2021-3, Class D                          | CUSIP: 43730XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5837231 | PA      | $5526141.35   | 0.08%             | 2041-01-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                         | Home Partners of America Trust, Series 2021-3, Class E1                         | CUSIP: 43730XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449018 | PA      | $423524.43    | 0.01%             | 2041-01-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                         | Home Partners of America Trust, Series 2021-2, Class E1                         | CUSIP: 43732VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9594957 | PA      | $9426249.36   | 0.14%             | 2026-12-17      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                      | Homeward Opportunities Fund Trust, Series 2025-RRTL2, Class A1                  | CUSIP: 437923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7440000 | PA      | $7471999.44   | 0.11%             | 2040-09-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Republic of Honduras                                   | Republic of Honduras                                                            | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   2000000 | PA      | $2323120.00   | 0.03%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                   | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $627912.43    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1253216.93   | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                         | Hughes Satellite Systems Corp.                                                  | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    586000 | PA      | $532946.14    | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes               | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B2               | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1971076 | PA      | $1977613.58   | 0.03%             | 2032-10-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes               | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B1               | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16533678 | PA      | $16663857.53  | 0.24%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                         | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4606000 | PA      | $4565564.43   | 0.07%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                         | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3561001.93   | 0.05%             | 2029-06-24      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                         | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $10245629.68  | 0.15%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                      | INEOS Finance plc                                                               | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1316952.28   | 0.02%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                     | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199783.50    | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477425.30   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                             | iHeartCommunications, Inc.                                                      | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1889250 | PA      | $1678541.95   | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                             | iHeartCommunications, Inc.                                                      | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     62700 | PA      | $49864.80     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Identity Digital Capital LLC                           | Identity Digital Capital LLC                                                    | CUSIP: 45175XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4064400.00   | 0.06%             | 2065-03-20      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Imola Merger Corp.                                     | Imola Merger Corp.                                                              | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1130513.60   | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1056856.94   | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    880000 | PA      | $884400.00    | 0.01%             | 2029-07-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6355000 | PA      | $6342960.13   | 0.09%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                | Instituto Costarricense de Electricidad                                         | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | NUSS              | CR        |   1350000 | PA      | $1424553.75   | 0.02%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                     | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2535686.34   | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                             | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    759000 | PA      | $758733.52    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                             | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    985000 | PA      | $983093.24    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                     | Istanbul Metropolitan Municipality                                              | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |   2530000 | PA      | $2784113.20   | 0.04%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                       | JPMorgan Prime Money Market Fund, Class IM                                      | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  66724198 | NS      | $66750887.45  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust    | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class D   | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    766251 | PA      | $747017.68    | 0.01%             | 2046-12-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C            | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7732000 | PA      | $6311399.64   | 0.09%             | 2048-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class B            | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4410000 | PA      | $4169566.80   | 0.06%             | 2048-08-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C            | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3360000 | PA      | $2621740.80   | 0.04%             | 2048-08-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D1            | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4312546.00   | 0.06%             | 2049-03-17      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust             | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D            | CUSIP: 46647TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3725000 | PA      | $3041881.94   | 0.04%             | 2050-03-15      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                         | JELD-WEN, Inc.                                                                  | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    855000 | PA      | $699767.40    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                  | JetBlue Airways Corp.                                                           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1148357.77   | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |  13760000 | PA      | $14209328.95  | 0.21%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                    | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |  14715000 | PA      | $14828013.26  | 0.22%             | 2031-09-23      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| KKR Static CLO Ltd.                                    | KKR Static CLO Ltd., Series 2022-1A, Class BR2                                  | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7098437 | PA      | $7078391.01   | 0.10%             | 2031-07-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                      | Republic of Kenya                                                               | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1860000 | PA      | $1853025.00   | 0.03%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                             | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3122189.22   | 0.05%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                    | Kinetik Holdings LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1380369.90   | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                  | Kingston Airport Revenue Finance Ltd.                                           | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |   1318000 | PA      | $1350686.40   | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                  | Kioxia Holdings Corp.                                                           | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1150000 | PA      | $1194049.46   | 0.02%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Knife River Corp.                                      | Knife River Corp.                                                               | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $578601.38    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                | Bath & Body Works, Inc.                                                         | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527660.18    | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                | Bath & Body Works, Inc.                                                         | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1110482.19   | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                | Bath & Body Works, Inc.                                                         | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    695000 | PA      | $711841.24    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                   | LHOME Mortgage Trust, Series 2025-RTL1, Class A1                                | CUSIP: 50205UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4673000 | PA      | $4710846.63   | 0.07%             | 2040-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                   | LHOME Mortgage Trust, Series 2024-RTL5, Class A1                                | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |   5444000 | PA      | $5454474.80   | 0.08%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                   | LHOME Mortgage Trust, Series 2025-RTL3, Class A1                                | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |  16725000 | PA      | $16831461.32  | 0.25%             | 2040-08-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                   | LHOME Mortgage Trust, Series 2026-RTL1, Class A1                                | CUSIP: 50206JAA3<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-MBS          | CORP              | US        |   9070000 | PA      | $9108000.58   | 0.13%             | 2041-01-25      | Variable      | 4.91%                 | Yes           |                  3 | On Loan: No      |
| Lhome Mortgage Trust                                   | LHOME Mortgage Trust, Series 2025-RTL2, Class A1                                | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2523522.50   | 0.04%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                      | Lamar Media Corp.                                                               | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $997590.33    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                      | Lamar Media Corp.                                                               | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $706841.46    | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Lending Funding Trust                                  | Lending Funding Trust, Series 2020-2A, Class A                                  | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5168599 | PA      | $5115825.95   | 0.07%             | 2031-04-21      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                     | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387119.30    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2024-2A, Class C                                 | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2018323.80   | 0.03%             | 2034-02-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2025-3A, Class A                                 | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4195000 | PA      | $4225759.84   | 0.06%             | 2035-05-21      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2025-3A, Class C                                 | CUSIP: 525951AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820000 | PA      | $1838741.63   | 0.03%             | 2035-05-21      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2024-1A, Class B                                 | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3189894.75   | 0.05%             | 2032-06-21      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2025-2A, Class A                                 | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19125000 | PA      | $19360973.81  | 0.28%             | 2034-10-20      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2021-2A, Class A                                 | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4444000 | PA      | $4304595.28   | 0.06%             | 2032-04-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp.                                                                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   7985000 | PA      | $8269593.62   | 0.12%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust, Series 2021-1A, Class B                                 | CUSIP: 52607MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2646197.95   | 0.04%             | 2031-11-20      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                         | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1025318.25   | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Life Mortgage Trust                                    | Life Mortgage Trust, Series 2021-BMR, Class C                                   | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299574 | PA      | $297326.78    | 0.00%             | 2038-03-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                    | Lithia Motors, Inc.                                                             | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    364000 | PA      | $363152.75    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                    | Lithia Motors, Inc.                                                             | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    670000 | PA      | $647640.96    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2158616.95   | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  20510000 | PA      | $21259030.74  | 0.31%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7025000 | PA      | $7058965.80   | 0.10%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| LOANDEPOT GMSR Master Trust                            | LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A                           | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5038383.50   | 0.07%             | 2030-07-16      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    585000 | PA      | $600466.36    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                                       | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2158344.30   | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MMP Capital LLC                                        | MMP Capital LLC, Series 2025-A, Class A                                         | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1478771 | PA      | $1492309.69   | 0.02%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  18640000 | PA      | $19028943.17  | 0.28%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                               | MRCD MARK Mortgage Trust, Series 2019-PARK, Class A                             | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6960000 | PA      | $6194400.00   | 0.09%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                               | MRCD MARK Mortgage Trust, Series 2019-PARK, Class B                             | CUSIP: 55348UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5160000.00   | 0.08%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                               | MRCD MARK Mortgage Trust, Series 2019-PARK, Class D                             | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1600000.00   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                               | MRCD MARK Mortgage Trust, Series 2019-PARK, Class E                             | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $5653125.00   | 0.08%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                | MVW LLC, Series 2025-2A, Class C                                                | CUSIP: 55389RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6768210 | PA      | $6818124.57   | 0.10%             | 2044-10-20      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                   | Macquarie Group Ltd.                                                            | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  10310000 | PA      | $10174978.90  | 0.15%             | 2027-09-23      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                        | Madison IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1726063.09   | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLIX Ltd.                         | Madison Park Funding Ltd., Series 2021-49A, Class B1R                           | CUSIP: 55820VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7010283.00   | 0.10%             | 2034-10-19      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                         | Mariner Finance Issuance Trust, Series 2025-AA, Class A                         | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5087979.50   | 0.07%             | 2038-05-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                         | Mariner Finance issuance Trust, Series 2024-BA, Class B                         | CUSIP: 56847GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2576568.75   | 0.04%             | 2038-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                         | Mariner Finance issuance Trust, Series 2024-BA, Class C                         | CUSIP: 56847GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2197000 | PA      | $2275449.82   | 0.03%             | 2038-11-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                         | Mariner Finance Issuance Trust, Series 2021-BA, Class A                         | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3417414.35   | 0.05%             | 2036-11-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                         | Mariner Finance Issuance Trust, Series 2025-BA, Class C                         | CUSIP: 56847TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3805528.88   | 0.06%             | 2038-11-22      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                         | Mariner Finance Issuance Trust, Series 2021-AA, Class A                         | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6885000 | PA      | $6801659.83   | 0.10%             | 2036-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                               | Marvell Technology, Inc.                                                        | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |  15315000 | PA      | $15613475.57  | 0.23%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                      | Masterbrand, Inc.                                                               | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    725000 | PA      | $729663.93    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                                           | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362236.68    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                                           | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1159130.84   | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1540743.75   | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                              | MFA Trust, Series 2024-NPL1, Class A1                                           | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4059377 | PA      | $4066304.32   | 0.06%             | 2054-09-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                             | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1197087.52   | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC, Series 2023-1A, Class A                            | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   1157927 | PA      | $1161687.37   | 0.02%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC, Series 2024-1A, Class B                            | CUSIP: 588926AG0<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5308916.55   | 0.08%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust             | Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A             | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7731000 | PA      | $7753125.35   | 0.11%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust             | Mercury Financial Credit Card Master Trust, Series 2026-1A, Class A             | CUSIP: 58940BBK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15090000 | PA      | $15152481.65  | 0.22%             | 2032-02-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | CDI                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  58515000 | PA      | $-812860.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                              | MFA Trust, Series 2024-RTL3, Class A1                                           | CUSIP: 59319PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3671633.19   | 0.05%             | 2039-11-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                    | Stagwell Global LLC                                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1528246.08   | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                  | Miter Brands Acquisition Holdco, Inc.                                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1305749.80   | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  11845000 | PA      | $11735847.14  | 0.17%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  11000000 | PA      | $11234017.41  | 0.16%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  11835000 | PA      | $12278383.72  | 0.18%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  14165000 | PA      | $14080924.63  | 0.21%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   9660000 | PA      | $10008088.83  | 0.15%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  13295000 | PA      | $13556721.12  | 0.20%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D    | CUSIP: 61690QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915848 | PA      | $889745.89    | 0.01%             | 2050-07-15      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2020-HR8, Class XA                       | CUSIP: 61692BBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18633960 | PA      | $1147555.65   | 0.02%             | 2053-07-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust               | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-SD1, Class A              | CUSIP: 61744CBD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37724 | PA      | $37822.00     | 0.00%             | 2034-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18405000 | PA      | $18234186.69  | 0.27%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9944798.88   | 0.15%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8665000 | PA      | $8844643.47   | 0.13%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $5993599.67   | 0.09%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5834424.61   | 0.09%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $5329776.96   | 0.08%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2015-MS1, Class B                        | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2974949 | PA      | $2861603.00   | 0.04%             | 2048-05-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class B    | CUSIP: 61766RBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2577000 | PA      | $2497114.29   | 0.04%             | 2049-11-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                         | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  16845000 | PA      | $16925113.98  | 0.25%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                         | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  14930000 | PA      | $15021891.91  | 0.22%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    716000 | PA      | $704194.16    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1141909.33   | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust       | Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10     | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   3215755 | PA      | $3264942.31   | 0.05%             | 2049-10-25      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust       | Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10     | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   7410563 | PA      | $7520326.45   | 0.11%             | 2050-03-25      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                | MVW LLC, Series 2024-1A, Class B                                                | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1051031 | PA      | $1074174.75   | 0.02%             | 2043-02-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                | MVW LLC, Series 2024-1A, Class C                                                | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750736 | PA      | $772246.61    | 0.01%             | 2043-02-20      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                        | NCR Voyix Corp.                                                                 | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786083.76    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                        | NCR Voyix Corp.                                                                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    642000 | PA      | $629906.65    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NMABS Issuer I LLC                                     | NMABS Issuer LLC, Series 2025-1A, Class A                                       | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4583134 | PA      | $4592005.77   | 0.07%             | 2055-11-22      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC                                                        | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $349256.02    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC                                                        | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $353479.97    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1534892.86   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582023.62    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    915000 | PA      | $881869.86    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    975000 | PA      | $998608.17    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRM FNT1 Excess LLC                                    | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A                                  | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3496516 | PA      | $3575264.32   | 0.05%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   9500000 | PA      | $9655515.48   | 0.14%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                     | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  13625000 | PA      | $13840936.63  | 0.20%             | 2027-10-18      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                     | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   7650000 | PA      | $7905197.88   | 0.12%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   7285000 | PA      | $7370885.56   | 0.11%             | 2029-07-14      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                       | NCR Atleos Corp.                                                                | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    978000 | PA      | $1050276.16   | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   9818000 | PA      | $9751833.36   | 0.14%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8025000 | PA      | $8227285.93   | 0.12%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5135000 | PA      | $5295828.10   | 0.08%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                    | NatWest Markets plc                                                             | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   7125000 | PA      | $7419693.14   | 0.11%             | 2029-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.             | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class BR              | CUSIP: 64133WAQ8<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10259358.25  | 0.15%             | 2036-07-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 41 Ltd.             | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-41A, Class BR              | CUSIP: 64134BAL4<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   8860000 | PA      | $8885720.58   | 0.13%             | 2034-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2019-NQM5, Class B1                 | CUSIP: 64830PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3041000 | PA      | $2792440.82   | 0.04%             | 2059-11-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E1                 | CUSIP: 64831KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2730000 | PA      | $2672170.14   | 0.04%             | 2039-02-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1                 | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   2355000 | PA      | $2360858.06   | 0.03%             | 2039-03-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2024-RTL2, Class A1                 | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5312463.45   | 0.08%             | 2039-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                              | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                            | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5031318 | PA      | $5125388.63   | 0.07%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                    | Newell Brands, Inc.                                                             | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    645000 | PA      | $654385.15    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                    | Newell Brands, Inc.                                                             | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1654921.88   | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                 | NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A               | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1799459 | PA      | $1774310.47   | 0.03%             | 2026-11-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                    | Nexstar Media, Inc.                                                             | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1816059.14   | 0.03%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                    | Nexstar Media, Inc.                                                             | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    935000 | PA      | $935087.89    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                   | Noble Finance II LLC                                                            | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $650512.50    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                  | Nomura Holdings, Inc.                                                           | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  17065000 | PA      | $16923088.83  | 0.25%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                        | Nordstrom, Inc.                                                                 | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    425000 | PA      | $409206.53    | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1333000 | PA      | $1340092.89   | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $581018.40    | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $578984.57    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2022-SFR3, Class F                                           | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6300000 | PA      | $6097126.77   | 0.09%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2021-SFR4, Class E1                                          | CUSIP: 66982FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1821000 | PA      | $1790267.35   | 0.03%             | 2038-12-17      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1304572.50   | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1241776.02   | 0.02%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    227000 | PA      | $238995.13    | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC               | OnDeck Asset Securitization Trust LLC, Series 2023-1A, Class A                  | CUSIP: 67108SAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3744000 | PA      | $3773207.32   | 0.06%             | 2030-08-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                     | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                                   | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3501316.00   | 0.05%             | 2037-01-16      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                     | Chord Energy Corp.                                                              | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467367.75    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust, Series 2023-1A, Class C                               | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1709000 | PA      | $1730267.65   | 0.03%             | 2029-09-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                 | ON Semiconductor Corp.                                                          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    660000 | PA      | $646079.68    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                  | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    404000 | PA      | $398897.24    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                           | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1633401.60   | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Onity Loan Investment Trust                            | Onity Loan Investment Trust, Series 2025-HB1, Class A                           | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6906043 | PA      | $6799593.56   | 0.10%             | 2038-06-25      | Variable      | 3.00%                 | Yes           |                  3 | On Loan: No      |
| 1261229 BC Ltd.                                        | 1261229 BC Ltd.                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    782000 | PA      | $808691.73    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2021-B, Class A                                  | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    798881 | PA      | $785249.30    | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2021-B, Class B                                  | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414690 | PA      | $408202.48    | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2021-C, Class A                                  | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1264896 | PA      | $1245295.00   | 0.02%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2025-C, Class B                                  | CUSIP: 68378RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8270575.50   | 0.12%             | 2033-07-08      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2025-C, Class C                                  | CUSIP: 68378RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5008183.00   | 0.07%             | 2033-07-08      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2025-D, Class C                                  | CUSIP: 68379HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4347000 | PA      | $4381668.19   | 0.06%             | 2033-02-08      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                           | Fibercop SpA, Series 2033                                                       | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    607000 | PA      | $615898.62    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                    | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  22750000 | PA      | $22703400.49  | 0.33%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2026-A, Class A                                  | CUSIP: 68390VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3032000 | PA      | $3041252.45   | 0.04%             | 2034-01-09      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                 | Oportun Issuance Trust, Series 2026-A, Class C                                  | CUSIP: 68390VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3732000 | PA      | $3756958.12   | 0.05%             | 2034-01-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                          | Organon & Co.                                                                   | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $477181.15    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                      | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1383477.90   | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Accendra Health, Inc.                                  | Accendra Health, Inc.                                                           | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    935000 | PA      | $592822.63    | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                   | Owens-Brockway Glass Container, Inc.                                            | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1260899.64   | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp.                                             | PG&E Corp.                                                                      | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    924000 | PA      | $921557.50    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables LLC, Series 2025-1A, Class A3                        | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2298199.95   | 0.03%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PRM5 Trust                                             | PRM5 Trust, Series 2025-PRM5, Class C                                           | CUSIP: 693980AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $311001.27    | 0.00%             | 2033-03-10      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| PRM5 Trust                                             | PRM5 Trust, Series 2025-PRM5, Class D                                           | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $221061.17    | 0.00%             | 2033-03-10      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                           | Islamic Republic of Pakistan                                                    | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   2800000 | PA      | $2765000.00   | 0.04%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                        | Palmer Square Loan Funding Ltd., Series 2025-1A, Class A2                       | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10203219.00  | 0.15%             | 2033-02-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                     | Republic of Panama                                                              | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    717000 | PA      | $720065.18    | 0.01%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                          | Penske Automotive Group, Inc.                                                   | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    560000 | PA      | $541590.39    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                    | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277154.19    | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                          | Perrigo Finance Unlimited Co.                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    785000 | PA      | $768103.42    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   7350000 | PA      | $7371315.00   | 0.11%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   4485000 | PA      | $4597125.00   | 0.07%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1075880.00   | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   6000000 | PA      | $7028734.80   | 0.10%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PetSmart LLC                                           | PetSmart LLC                                                                    | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $505940.00    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                             | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1183428.44   | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                             | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    405000 | PA      | $416622.29    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PowerPay Issuance Trust                                | PowerPay Issuance Trust, Series 2024-1A, Class A                                | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905041 | PA      | $936892.91    | 0.01%             | 2039-02-18      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $109217.89    | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                        | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776062.16    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PRM7 Trust                                             | PRM7 Trust, Series 2025-PRM7, Class A                                           | CUSIP: 74290HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7069000 | PA      | $7053504.75   | 0.10%             | 2042-11-10      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| PRM7 Trust                                             | PRM7 Trust, Series 2025-PRM7, Class B                                           | CUSIP: 74290HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7067000 | PA      | $7065380.24   | 0.10%             | 2042-11-10      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PRM7 Trust                                             | PRM7 Trust, Series 2025-PRM7, Class D                                           | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4766000 | PA      | $4811176.44   | 0.07%             | 2042-11-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2024-SFR1, Class D                           | CUSIP: 74331QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3375000 | PA      | $3276851.96   | 0.05%             | 2041-02-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2021-SFR6, Class C                           | CUSIP: 74333HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6188694.38   | 0.09%             | 2038-07-17      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2021-SFR8, Class E1                          | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6408698.40   | 0.09%             | 2038-10-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2025-SFR3, Class C                           | CUSIP: 74334BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13085000 | PA      | $12371211.94  | 0.18%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2022-SFR6, Class C                           | CUSIP: 74334DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002317.60   | 0.03%             | 2039-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2025-SFR6, Class B                           | CUSIP: 74334EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11050000 | PA      | $10685249.45  | 0.16%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2025-SFR6, Class D                           | CUSIP: 74334EAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7812000 | PA      | $7410370.24   | 0.11%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2025-SFR2, Class C                           | CUSIP: 74334GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5475056 | PA      | $5218217.87   | 0.08%             | 2042-04-17      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2025-SFR2, Class D                           | CUSIP: 74334GAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2986394 | PA      | $2819677.54   | 0.04%             | 2042-04-17      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2026-SFR1, Class D                           | CUSIP: 74334HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2140679.93   | 0.03%             | 2043-02-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2025-SFR5, Class C                           | CUSIP: 74334RAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1998840 | PA      | $1928460.22   | 0.03%             | 2042-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2025-SFR5, Class D                           | CUSIP: 74334RAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3148174 | PA      | $3019779.44   | 0.04%             | 2042-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Puget Energy, Inc.                                     | Puget Energy, Inc.                                                              | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4351117.10   | 0.06%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding LLC                           | Purchasing Power Funding LLC, Series 2026-A, Class A                            | CUSIP: 74614AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3480000 | PA      | $3485491.44   | 0.05%             | 2030-08-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                                | Purewest ABS Issuer LLC, Series 2025-1, Class A2                                | CUSIP: 74628AAB0<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |   3960930 | PA      | $4061537.86   | 0.06%             | 2040-04-05      | Fixed         | 6.53%                 | Yes           |                  3 | On Loan: No      |
| Purewest ABS Issuer LLC                                | Purewest ABS Issuer LLC, Series 2025-1, Class B                                 | CUSIP: 74628AAC8<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |   1856413 | PA      | $1858826.54   | 0.03%             | 2040-04-05      | Fixed         | 10.28%                | Yes           |                  3 | On Loan: No      |
| Qnity Electronics, Inc.                                | Qnity Electronics, Inc.                                                         | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1340348.14   | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products, Inc.                            | QXO Building Products, Inc.                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    590000 | PA      | $611072.44    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                             | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    796000 | PA      | $766922.84    | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2629423.94   | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                    | RCKT Mortgage Trust, Series 2025-CES12, Class A1A                               | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6739340 | PA      | $6778600.90   | 0.10%             | 2055-11-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                    | RCKT Mortgage Trust, Series 2026-CES2, Class A1A                                | CUSIP: 74940EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20367009 | PA      | $20385304.68  | 0.30%             | 2056-02-01      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                         | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1273709.92   | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                         | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $539090.48    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                         | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1929859.11   | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                             | ROCK Trust, Series 2024-CNTR, Class A                                           | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3009492 | PA      | $3114693.61   | 0.05%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                               | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  10450000 | PA      | $10550989.11  | 0.15%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                               | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7230000 | PA      | $7444974.87   | 0.11%             | 2029-02-28      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                               | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2550000 | PA      | $2627466.42   | 0.04%             | 2031-05-27      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                                           | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    910000 | PA      | $900907.19    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                        | Reach ABS Trust, Series 2025-2A, Class A                                        | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7226383 | PA      | $7259249.41   | 0.11%             | 2032-08-18      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                        | Reach ABS Trust, Series 2025-2A, Class B                                        | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3540582.85   | 0.05%             | 2032-08-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                        | Reach ABS Trust, Series 2026-1A, Class C                                        | CUSIP: 75526XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4624605.40   | 0.07%             | 2033-02-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ReadyCap Holdings LLC                                  | ReadyCap Holdings LLC, Series QIB                                               | CUSIP: 755763AE9<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3967319.44   | 0.06%             | 2028-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                         | Anywhere Real Estate Group LLC                                                  | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1187842.13   | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                        | Republic Finance Issuance Trust, Series 2024-A, Class B                         | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2889000 | PA      | $2956648.82   | 0.04%             | 2032-08-20      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                        | Republic Finance Issuance Trust, Series 2024-B, Class A                         | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5530000 | PA      | $5648186.05   | 0.08%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                  | Resideo Funding, Inc.                                                           | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    625000 | PA      | $638075.63    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 1st Lien Term Loan                                                | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1173875 | PA      | $949864.71    | 0.01%             | 2028-05-03      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                      | RingCentral, Inc.                                                               | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    795000 | PA      | $834778.62    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                               | RB Global Holdings, Inc.                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    460000 | PA      | $478245.90    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP, 1st Lien Term Loan B                                         | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1068282 | PA      | $1063324.92   | 0.02%             | 2030-05-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Roc Mortgage Trust                                     | Roc Mortgage Trust, Series 2025-RTL1, Class A1                                  | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135000 | PA      | $1140991.44   | 0.02%             | 2040-02-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $795114.35    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    912000 | PA      | $900816.96    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                           | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    730000 | PA      | $730057.67    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    465000 | PA      | $484923.72    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1205000 | PA      | $1248307.94   | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    200000 | PA      | $206159.34    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  12050000 | PA      | $12193611.18  | 0.18%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2024-1A, Class B                              | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2167000 | PA      | $2252757.94   | 0.03%             | 2032-04-20      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2024-1A, Class C                              | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1774000 | PA      | $1852914.44   | 0.03%             | 2032-09-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class B                | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $265374.51    | 0.00%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Stonepeak ABS                                          | Stonepeak ABS, Series 2021-1A                                                   | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1526470 | PA      | $1499880.36   | 0.02%             | 2033-02-28      | Fixed         | 3.82%                 | Yes           |                  3 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2025-1A, Class D                              | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3283000 | PA      | $3438710.06   | 0.05%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                            | SBNA Auto Receivables Trust, Series 2024-A, Class D                             | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5525000 | PA      | $5669505.27   | 0.08%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2025-2A, Class A3                             | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6475000 | PA      | $6549156.23   | 0.10%             | 2036-06-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2025-2A, Class C                              | CUSIP: 78439XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4341160.38   | 0.06%             | 2036-06-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2025-2A, Class D                              | CUSIP: 78439XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $1009377.47   | 0.01%             | 2036-06-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                              | SCF Equipment Leasing LLC, Series 2025-2A, Class E                              | CUSIP: 78439XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365000 | PA      | $1419185.59   | 0.02%             | 2036-06-20      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    740000 | PA      | $740537.24    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                | SS&C Technologies, Inc.                                                         | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    505000 | PA      | $504240.53    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                | SS&C Technologies, Inc.                                                         | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2007926.44   | 0.03%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STWD Mortgage Trust                                    | STWD Mortgage Trust, Series 2021-LIH, Class B                                   | CUSIP: 78486EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3600000 | PA      | $3588790.68   | 0.05%             | 2036-11-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| STWD Mortgage Trust                                    | STWD Mortgage Trust, Series 2021-LIH, Class C                                   | CUSIP: 78486EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2200000 | PA      | $2193149.86   | 0.03%             | 2036-11-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                     | Saavi Energia SARL                                                              | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |   1080000 | PA      | $1186395.12   | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class C                 | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3065998 | PA      | $3091196.36   | 0.05%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class D                 | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2452799 | PA      | $2476824.66   | 0.04%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-5, Class C                  | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2069563.80   | 0.03%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-2, Class D                  | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5191025.00   | 0.08%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-3, Class D                  | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4129473.20   | 0.06%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2025-2, Class D                  | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10259774.00  | 0.15%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2026-1, Class D                  | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3344000 | PA      | $3358236.75   | 0.05%             | 2032-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2025-3, Class C                  | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10890000 | PA      | $11027836.91  | 0.16%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2025-3, Class D                  | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6108612.00   | 0.09%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class C                 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3606464 | PA      | $3655035.97   | 0.05%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class C                 | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3851436 | PA      | $3902473.87   | 0.06%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class D                 | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5018843 | PA      | $5082337.87   | 0.07%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2022-6, Class D                  | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7079615.20   | 0.10%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-4, Class D                  | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4387000 | PA      | $4478692.25   | 0.07%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2024-5, Class D                  | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1916000 | PA      | $1944880.44   | 0.03%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2025-4, Class B                  | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4535000 | PA      | $4572940.72   | 0.07%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2025-4, Class D                  | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2763000 | PA      | $2796247.18   | 0.04%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust, Series 2023-4, Class C                  | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8700000 | PA      | $8943877.53   | 0.13%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                                                    | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   2061000 | PA      | $2038549.11   | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                | Scripps Escrow II, Inc.                                                         | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $443216.11    | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.              | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    409000 | PA      | $431560.03    | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.              | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1060000 | PA      | $1016063.00   | 0.01%             | 2031-01-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.              | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    101000 | PA      | $106244.73    | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                  | WEC US Holdings, Inc., 1st Lien Term Loan                                       | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   1329750 | PA      | $1325361.83   | 0.02%             | 2031-01-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                          | Adient US LLC, 1st Lien Term Loan B-2                                           | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    692662 | PA      | $691367.22    | 0.01%             | 2031-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc., 1st Lien Term Loan                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    982587 | PA      | $928053.78    | 0.01%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $465315.76    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                      | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $613102.69    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                      | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1318952.88   | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                     | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396195.67    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                     | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    860000 | PA      | $808286.57    | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                    | Shift4 Payments LLC                                                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1027742.52   | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                 | Shutterfly Finance LLC                                                          | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787343 | PA      | $736433.40    | 0.01%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                 | Shutterfly Finance LLC                                                          | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87833 | PA      | $87393.84     | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-3A, Class A               | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180614 | PA      | $1188302.08   | 0.02%             | 2044-08-22      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-3A, Class C               | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    803685 | PA      | $807721.55    | 0.01%             | 2044-08-22      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-1A, Class A               | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2463466 | PA      | $2490651.62   | 0.04%             | 2042-01-21      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class A               | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2057036 | PA      | $2080950.16   | 0.03%             | 2044-04-20      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class B               | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    968621 | PA      | $980497.16    | 0.01%             | 2044-04-20      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class C               | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1369076 | PA      | $1381462.85   | 0.02%             | 2044-04-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class D               | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1540210 | PA      | $1570341.66   | 0.02%             | 2044-04-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC               | Sierra Timeshare Receivables Funding LLC, Series 2024-1A, Class B               | CUSIP: 826935AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1009066 | PA      | $1020284.34   | 0.01%             | 2043-01-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                        | Sinclair Television Group, Inc.                                                 | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    565000 | PA      | $588306.25    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                    | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4749425.11   | 0.07%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                   | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1179359.24   | 0.02%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                | Genesee & Wyoming, Inc., 1st Lien Term Loan                                     | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    989975 | PA      | $988301.87    | 0.01%             | 2031-04-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                          | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    710000 | PA      | $754292.64    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Snap, Inc.                                             | Snap, Inc.                                                                      | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    605000 | PA      | $602591.86    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15685000 | PA      | $15587929.93  | 0.23%             | 2027-06-09      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  16115000 | PA      | $16773742.52  | 0.25%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                             | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $10045458.80  | 0.15%             | 2030-04-12      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                      | Solstice Advanced Materials, Inc.                                               | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374003.77    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                 | Sonic Automotive, Inc.                                                          | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1312690.82   | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                        | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2385000 | PA      | $2564471.25   | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                        | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1515000 | PA      | $1493790.00   | 0.02%             | 2037-12-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Central Parent LLC                                     | Central Parent LLC, 1st Lien Term Loan                                          | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    691250 | PA      | $432031.25    | 0.01%             | 2029-07-06      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                          | White Cap Supply Holdings LLC, 1st Lien Term Loan C                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   1048537 | PA      | $1035209.90   | 0.02%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741494.57    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                     | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1409399.83   | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                     | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238081.09    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    655000 | PA      | $665601.83    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                          | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    820000 | PA      | $821106.05    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                      | Standard Building Solutions, Inc.                                               | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1194029.76   | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4950000 | PA      | $5066969.79   | 0.07%             | 2030-10-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5470000 | PA      | $5612876.40   | 0.08%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1393633.21   | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc.                                                                   | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    355000 | PA      | $325735.27    | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc.                                                                   | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    428977 | PA      | $301549.85    | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1545587.60   | 0.02%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Montenegro                                 | Republic of Montenegro                                                          | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |   1100000 | PA      | $1178034.00   | 0.02%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                                             | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1718028.41   | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-AA, Class C | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4051000.00   | 0.06%             | 2029-08-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Street Capital Group, Inc.                             | Street Capital Group, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |   2203173 | PA      | $2203172.62   | 0.03%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| STReAM 2008 BV                                         | STReAM 2008 BV                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |   2162261 | PA      | $2216317.15   | 0.03%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Stream Innovations Issuer Trust                        | Stream Innovations Issuer Trust, Series 2024-1A, Class A                        | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2423855 | PA      | $2535760.18   | 0.04%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                        | Stream Innovations Issuer Trust, Series 2024-2A, Class A                        | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1516302 | PA      | $1544478.07   | 0.02%             | 2045-02-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust         | Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1      | CUSIP: 86360UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781779 | PA      | $561085.92    | 0.01%             | 2046-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  12115000 | PA      | $12489985.30  | 0.18%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  12930000 | PA      | $13154711.12  | 0.19%             | 2031-07-08      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    750000 | PA      | $792438.00    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    740000 | PA      | $746361.60    | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                       | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1644444.00   | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP                                       | Superior Plus LP                                                                | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    550000 | PA      | $534385.83    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                 | Suriname Government International Bond                                          | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |   1395000 | PA      | $1436417.55   | 0.02%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                 | Suriname Government International Bond                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |   1922000 | PA      | $2052696.00   | 0.03%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  10000000 | PA      | $10339601.20  | 0.15%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                            | Swedbank AB                                                                     | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   6900000 | PA      | $7148209.22   | 0.10%             | 2030-05-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                  | Symphony CLO Ltd., Series 2015-16A, Class B1RR                                  | CUSIP: 87165VAZ2<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |   5822000 | PA      | $5826220.95   | 0.09%             | 2031-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                  | Symphony CLO Ltd., Series 2019-21A, Class BR2                                   | CUSIP: 87166RGG6<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $12969385.00  | 0.19%             | 2032-07-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XX Ltd.                                   | Symphony CLO Ltd., Series 2018-20A, Class BR2                                   | CUSIP: 87166VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9350000 | PA      | $9361575.30   | 0.14%             | 2032-01-16      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                  | TCI-Flatiron CLO Ltd., Series 2018-1A, Class BR2                                | CUSIP: 87232CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15003630.00  | 0.22%             | 2035-07-29      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| TVC Mortgage Trust                                     | TVC Mortgage Trust, Series 2026-RRTL1, Class A1                                 | CUSIP: 87306XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4296000 | PA      | $4307426.07   | 0.06%             | 2040-04-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $639376.26    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1707580.69   | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TEGNA, Inc.                                            | TEGNA, Inc.                                                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1234829.88   | 0.02%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                            | TEGNA, Inc.                                                                     | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    702000 | PA      | $700011.80    | 0.01%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                         | Somnigroup International, Inc.                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1483989.14   | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    610000 | PA      | $609164.54    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2613000 | PA      | $2572450.68   | 0.04%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1489118.24   | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                            | Terex Corp.                                                                     | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    470000 | PA      | $484037.96    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Termocandelaria Power SA                               | Termocandelaria Power SA                                                        | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |   1730000 | PA      | $1795964.90   | 0.03%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 1st Lien Term Loan                                                | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    794560 | PA      | $538314.39    | 0.01%             | 2031-12-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                  | Toorak Mortgage Trust, Series 2025-RRTL1, Class A1                              | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5636239.84   | 0.08%             | 2040-02-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9975000 | PA      | $10335583.88  | 0.15%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust, Series 2026-FIX1, Class A1                           | CUSIP: 89183TAA6<br>LEI: 254900HMDJT9KG22DU68 | Long             | ABS-O            | CORP              | US        |   3290367 | PA      | $3311642.70   | 0.05%             | 2065-12-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust, Series 2026-CES1, Class A1                           | CUSIP: 89190LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3810218 | PA      | $3830380.26   | 0.06%             | 2066-01-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                    | Trans-Allegheny Interstate Line Co.                                             | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2594308.67   | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                 | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1745180.52   | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    423000 | PA      | $438224.62    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                          | Transocean International Ltd.                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    140700 | PA      | $147207.46    | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                        | Transocean Titan Financing Ltd.                                                 | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    534548 | PA      | $546447.17    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential Trust                               | Tricon Residential Trust, Series 2021-SFR1, Class E1                            | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3760000 | PA      | $3726373.94   | 0.05%             | 2038-07-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                           | TriMas Corp.                                                                    | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $357145.79    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                              | Trinidad Generation UnLtd                                                       | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    632000 | PA      | $665015.68    | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Trinity Industries, Inc.                               | Trinity Industries, Inc.                                                        | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    950000 | PA      | $977390.40    | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Primo Brands Corp.                                     | Primo Brands Corp., 1st Lien Term Loan                                          | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1891212 | PA      | $1889188.03   | 0.03%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                       | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $628200.00    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp.                                                                  | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1365735.74   | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7500000 | PA      | $7519718.70   | 0.11%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                    | UPG HI Issuer Trust, Series 2025-2, Class A                                     | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3986801 | PA      | $4015998.43   | 0.06%             | 2047-09-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                             | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                  | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    683074 | PA      | $681604.92    | 0.01%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634520.70    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                              | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    670000 | PA      | $677422.26    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                              | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1255248.60   | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                              | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1649941.65   | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                              | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    940000 | PA      | $947664.40    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Bills                                                             | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11232000 | PA      | $11096111.56  | 0.16%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2140000 | PA      | $2134232.04   | 0.03%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    214500 | PA      | $216904.75    | 0.00%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $691320.70    | 0.01%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3010000 | PA      | $3014003.54   | 0.04%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $1267428.52   | 0.02%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $443285.72    | 0.01%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46550000 | PA      | $47097326.06  | 0.69%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19470000 | PA      | $19708811.62  | 0.29%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42315000 | PA      | $42496822.48  | 0.62%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2920000 | PA      | $2917262.50   | 0.04%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3315000 | PA      | $3338049.59   | 0.05%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3625000 | PA      | $3661958.00   | 0.05%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    635000 | PA      | $639787.30    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46915000 | PA      | $47422634.84  | 0.69%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1878833.99   | 0.03%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 201760000 | PA      | $203974630.75 | 2.98%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84040000 | PA      | $84519290.20  | 1.23%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61554000 | PA      | $61715098.51  | 0.90%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6560000 | PA      | $6594081.23   | 0.10%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84790000 | PA      | $84760191.23  | 1.24%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    740000 | PA      | $743786.72    | 0.01%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 163070000 | PA      | $163515895.35 | 2.39%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27494000 | PA      | $27575622.81  | 0.40%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                                             | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 564435000 | PA      | $566154765.71 | 8.27%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                  | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1820034.98   | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust, Series 2025-4, Class A2                           | CUSIP: 91684AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12511000 | PA      | $12533188.26  | 0.18%             | 2035-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust, Series 2025-1, Class A                            | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536150 | PA      | $540686.03    | 0.01%             | 2035-04-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| UPX HIL Issuer Trust                                   | UPX HIL Issuer Trust, Series 2025-1, Class A                                    | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5466460 | PA      | $5510842.64   | 0.08%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| VFI ABS LLC                                            | VFI ABS LLC, Series 2025-1A, Class A                                            | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4223698 | PA      | $4245316.31   | 0.06%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VOLT C LLC                                             | VOLT C LLC, Series 2021-NPL9, Class A1                                          | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1006597 | PA      | $1006804.45   | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                     | Vail Resorts, Inc.                                                              | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    870000 | PA      | $901050.30    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2018-2, Class A                  | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464138 | PA      | $456480.79    | 0.01%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1489172.89   | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1532848.16   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture CLO Ltd.                                       | Venture CLO Ltd., Series 2019-36A, Class A1AR                                   | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-CBDO         | CORP              | KY        |   4002747 | PA      | $4004727.92   | 0.06%             | 2032-04-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                               | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1796526.28   | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables LLC, Series 2024-1A, Class A2                               | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3421420 | PA      | $3486262.23   | 0.05%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                           | Veros Auto Receivables Trust, Series 2023-1, Class C                            | CUSIP: 924933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7380275.98   | 0.11%             | 2028-11-15      | Fixed         | 8.32%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                           | Veros Auto Receivables Trust, Series 2025-1, Class B                            | CUSIP: 92511BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2782247.33   | 0.04%             | 2029-07-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                           | Veros Auto Receivables Trust, Series 2024-1, Class A                            | CUSIP: 92512WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121422 | PA      | $121684.70    | 0.00%             | 2027-11-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                    | Viking Cruises Ltd.                                                             | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1920000 | PA      | $1958707.20   | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                    | Expand Energy Corp.                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1583594.16   | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1324539.83   | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1748937.80   | 0.03%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2535946.56   | 0.04%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $12546374.71  | 0.18%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                             | VistaJet Malta Finance plc                                                      | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $902482.00    | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| VOLT XCV LLC                                           | VOLT XCV LLC, Series 2021-NPL4, Class A1                                        | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375770 | PA      | $375905.09    | 0.01%             | 2051-03-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| VOLT CVI LLC                                           | VOLT CVI LLC, Series 2021-NP12, Class A1                                        | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1998188 | PA      | $1999898.83   | 0.03%             | 2051-12-26      | Variable      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class D                       | CUSIP: 92890KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $377650.00    | 0.01%             | 2057-09-15      | Variable      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class B                       | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2795850.00   | 0.04%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class C                       | CUSIP: 92890KBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8583000 | PA      | $7318294.95   | 0.11%             | 2057-09-15      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust, Series 2023-A, Class B                          | CUSIP: 92920CAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1809800 | PA      | $1842703.38   | 0.03%             | 2030-02-15      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Voya Global Funding                                    | Voya Global Funding                                                             | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5880000 | PA      | $5969984.76   | 0.09%             | 2030-11-24      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust          | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR5, Class A6        | CUSIP: 92922FM21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39923 | PA      | $39645.25     | 0.00%             | 2035-05-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    602000 | PA      | $576677.77    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                           | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142541.00    | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                        | WHARF Commercial Mortgage Trust, Series 2025-DC, Class A                        | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4845000 | PA      | $5027769.39   | 0.07%             | 2040-07-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                        | WHARF Commercial Mortgage Trust, Series 2025-DC, Class B                        | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $590035.04    | 0.01%             | 2040-07-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                        | WHARF Commercial Mortgage Trust, Series 2025-DC, Class C                        | CUSIP: 92987LAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1042547.80   | 0.02%             | 2040-07-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                     | Wand NewCo 3, Inc.                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    750000 | PA      | $782595.54    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Group Corp.                                     | Vertiv Group Corp., 1st Lien Term Loan B-4                                      | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   1043253 | PA      | $1043252.63   | 0.02%             | 2032-08-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                              | First Student Bidco, Inc., 1st Lien Term Loan B                                 | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   1934576 | PA      | $1930958.08   | 0.03%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                              | First Student Bidco, Inc., 1st Lien Term Loan C                                 | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    353979 | PA      | $353317.24    | 0.01%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                            | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1193625.51   | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP, 1st Lien Term Loan B-7                                     | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    671534 | PA      | $672930.75    | 0.01%             | 2032-11-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                      | Weekley Homes LLC                                                               | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $838980.60    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class C                 | CUSIP: 94989DBC2<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |   1507427 | PA      | $1326987.61   | 0.02%             | 2048-02-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class D                | CUSIP: 94989TBH6<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |  10105912 | PA      | $8994261.68   | 0.13%             | 2058-09-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12760000 | PA      | $12694051.60  | 0.19%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14415000 | PA      | $14913070.40  | 0.22%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5948066.50   | 0.09%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3413273.67   | 0.05%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                               | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11815000 | PA      | $12231301.29  | 0.18%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class A3                | CUSIP: 95001LAT9<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    586211 | PA      | $582585.11    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1123490.52   | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1595210.13   | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                        | Western Funding Auto Loan Trust, Series 2025-1, Class B                         | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1421834.40   | 0.02%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                        | Western Funding Auto Loan Trust, Series 2025-1, Class C                         | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8159840.00   | 0.12%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                        | Western Funding Auto Loan Trust, Series 2025-1, Class D                         | CUSIP: 958250AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | PA      | $1550886.56   | 0.02%             | 2036-01-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                                   | Westgate Resorts LLC, Series 2024-1A, Class B                                   | CUSIP: 96034KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2056893 | PA      | $2090460.96   | 0.03%             | 2038-01-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                                   | Westgate Resorts LLC, Series 2024-1A, Class C                                   | CUSIP: 96034KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1842389 | PA      | $1873254.83   | 0.03%             | 2038-01-20      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2023-1A, Class D                  | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3063177.60   | 0.04%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2025-3A, Class C                  | CUSIP: 96043QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12800000 | PA      | $12942347.52  | 0.19%             | 2031-07-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust, Series 2024-1A, Class D                  | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7182725.90   | 0.10%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                | Williams Scotsman, Inc.                                                         | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1110418.03   | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                    | Wind River CLO Ltd., Series 2021-4A, Class AR                                   | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15017400.00  | 0.22%             | 2035-01-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                        | Wingspire Equipment Finance LLC, Series 2024-1A, Class C                        | CUSIP: 97415AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012668.60   | 0.01%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                        | Wingspire Equipment Finance LLC, Series 2025-1A, Class A2                       | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015000 | PA      | $1018705.87   | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                       | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1371423.13   | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                        | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1689586.08   | 0.02%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                        | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1695255.08   | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                              | XPO, Inc.                                                                       | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330225.03    | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                              | XPO, Inc.                                                                       | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    845000 | PA      | $878051.33    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Yinson Boronia Production BV                           | Yinson Boronia Production BV                                                    | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    971460 | PA      | $1068499.14   | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                          | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    986700 | PA      | $1049725.46   | 0.02%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                         | ZF North America Capital, Inc.                                                  | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    870000 | PA      | $899239.83    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                           | Zimmer Biomet Holdings, Inc.                                                    | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8795175.68   | 0.13%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ista Jet Seri                                          | Ista Jet Seri                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.09%             | 2032-04-05      | Fixed         | 6.97%                 | No            |                  3 | On Loan: No      |
| BAML Funding Ltd.                                      | BAML Funding Ltd.                                                               | CUSIP: N/A<br>LEI: 5493007M5OY1YM78LJ66       | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1997500.00   | 0.03%             | 2029-10-26      | Floating      | 8.00%                 | No            |                  3 | On Loan: No      |
| Gemini Corp.                                           | Gemini Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5000000.00   | 0.07%             | 2029-02-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| ICITII                                                 | ICITII                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    294809 | PA      | $132030.21    | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| BAML RCAP Frn                                          | BAML RCAP Frn                                                                   | CUSIP: N/A<br>LEI: 5493007M5OY1YM78LJ66       | Long             | ABS-MBS          | CORP              | GB        |   2000000 | PA      | $2000000.00   | 0.03%             | 2027-10-25      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Escrow Rite Aid                                        | Escrow Rite Aid                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100605 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Incora Intermediate LLC                                | Incora Intermediate LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13421 | NS      | $150180.99    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BAML RCAP Frn                                          | BAML RCAP Frn                                                                   | CUSIP: N/A<br>LEI: 5493007M5OY1YM78LJ66       | Long             | ABS-MBS          | CORP              | GB        |   3000000 | PA      | $3000000.00   | 0.04%             | 2027-10-25      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Ygrene Frn                                             | Ygrene Frn                                                                      | CUSIP: N/A<br>LEI: 549300U6Y2YJ14NVVY40       | Long             | ABS-MBS          | CORP              | US        |   3313051 | PA      | $3329616.26   | 0.05%             | 2045-07-25      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Republic of Iraq                                       | Republic of Iraq                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |   1234000 | PA      | $1227830.00   | 0.02%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                      | Lebanese Republic                                                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   4362000 | PA      | $1271523.00   | 0.02%             | 2020-03-09      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    194713 | PA      | $194593.56    | 0.00%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                           | Peru LNG Srl                                                                    | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |   2325310 | PA      | $2259600.69   | 0.03%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   3600000 | PA      | $3655116.00   | 0.05%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                     | Republic of Angola                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   2900000 | PA      | $2924469.91   | 0.04%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   4550000 | PA      | $4770402.00   | 0.07%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                         | Braskem Netherlands Finance BV                                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $1684800.00   | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1400000 | PA      | $1490909.00   | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                  | Bioceanico Sovereign Certificate Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    689097 | PA      | $569152.39    | 0.01%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    800000 | PA      | $802800.00    | 0.01%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    900000 | PA      | $888686.28    | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                             | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1421456 | PA      | $1289754.55   | 0.02%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    589960 | PA      | $481413.02    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1000000 | PA      | $1005500.00   | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                      | Uzbekneftegaz JSC                                                               | CUSIP: N/A<br>LEI: 213800LUZJZFLJD4MJ51       | Long             | DBT              | CORP              | UZ        |   1500000 | PA      | $1468830.00   | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                            | Commonwealth of the Bahamas                                                     | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |   1000000 | PA      | $1128980.00   | 0.02%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                | EnfraGen Energia Sur SA                                                         | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |   3200000 | PA      | $3008000.00   | 0.04%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                           | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    800000 | PA      | $799200.00    | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                      | Republic of Kenya                                                               | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   1200000 | PA      | $1314000.00   | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                           | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   3900000 | PA      | $3851250.00   | 0.06%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1000000 | PA      | $1075000.00   | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                | Republic of El Salvador                                                         | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |   1150000 | PA      | $1244875.00   | 0.02%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1500000 | PA      | $1572660.00   | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Transnet                                               | Transnet                                                                        | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | SN               | CORP              | ZA        |   2000000 | PA      | $2110000.00   | 0.03%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                       | Grupo Nutresa SA                                                                | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |   1300000 | PA      | $1402623.04   | 0.02%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $1082245.00   | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                             | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    379000 | PA      | $385443.00    | 0.01%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   1600000 | PA      | $1584800.00   | 0.02%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                | Republic of El Salvador                                                         | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |   1600000 | PA      | $1722496.00   | 0.03%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                   | EURO                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       728 | OU      | $860.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      4825 | NC      | $1352290.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SES SA                                                 | SES SA                                                                          | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |     14900 | NS      | $224431.25    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Norwegian Krone                                        | Norwegian Krone                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |        19 | OU      | $1.95         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury 2 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2488 | NC      | $522321.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1977 | NC      | $-978069.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury Long Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -272 | NC      | $-397834.54   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -581 | NC      | $-391409.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury Ultra Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        38 | NC      | $41463.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Holdings SA                                     | Ardagh Holdings SA                                                              | CUSIP: 985923101<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | LU        |     37343 | NS      | $311629.21    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sonangol Finance Ltd.                                  | Sonangol Finance Ltd.                                                           | CUSIP: 83540CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |   1070000 | PA      | $1061600.50   | 0.02%             | 2031-01-29      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                             | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   2725000 | PA      | $2771325.00   | 0.04%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer