# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0002071691-26-005132
**Filing Date:** 2026-2
**Character Count:** 404771
**Document Hash:** c11d2fe44015a304676c3514f520739c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005132.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0002071691-26-005132

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 26694130

**BUSINESS ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### EQ/Core Plus Bond Portfolio (Series ID: S000080934)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000243547 | Class IA     |  |
| C000243548 | Class K      |  |
| C000243549 | Class IB     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1345 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** EQ/Core Plus Bond Portfolio

- **b. EDGAR series identifier (if any):** S000080934

- **c. LEI of Series:** 529900USVXAUV74PMV81

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $764904289.28

**Total Liabilities:** $13986175.94

**Net Assets:** $750918113.34

**Cash Not Reported:** $18205640.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 160.08000000 | **1-Year:** 8307.29000000 | **5-Year:** 24183.97000000 | **10-Year:** 26620.65000000 | **30-Year:** 86227.89000000

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

- **3-Month:** 7.67000000 | **1-Year:** 2563.62000000 | **5-Year:** 12979.17000000 | **10-Year:** 5919.33000000 | **30-Year:** 82.84000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000243547 | 0.98%                | 0.00%                | -0.09%               |
| Class ID C000243548 | 0.69%                | 0.00%                | 0.17%                |
| Class ID C000243549 | 0.70%                | 0.00%                | 0.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3569185.11              | $-3672494.59                               |
| Month 2  | $693091.09               | $-174529.80                                |
| Month 3  | $-889727.87              | $-3873308.26                               |

**Designated Index Information**

- **Index Name:** Ex-Derivatives Securities Portfolio

- **Index Identifier:** AX-ECPB

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Global Auto Holdings Ltd.                                        | Global Auto Holdings Ltd.                                                        | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      400000 | PA      | $390448.00    | 0.05%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                | ACCO Brands Corp.                                                                | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      180000 | PA      | $166735.80    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $406034.52    | 0.05%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                         | ADT Security Corp. (The)                                                         | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      378000 | PA      | $382993.38    | 0.05%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                        | Corebridge Global Funding                                                        | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      425000 | PA      | $436289.87    | 0.06%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                       | ANZ New Zealand Int'l Ltd.                                                       | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |      285000 | PA      | $294905.03    | 0.04%             | 2028-08-14      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| ATS Corp.                                                        | ATS Corp.                                                                        | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |      316000 | PA      | $307430.08    | 0.04%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Acrisure LLC                                                     | Acrisure LLC                                                                     | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      371000 | PA      | $384311.48    | 0.05%             | 2029-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                                  | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      198000 | PA      | $193014.36    | 0.03%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      264000 | PA      | $270206.64    | 0.04%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                  | Advanced Drainage Systems, Inc.                                                  | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      158000 | PA      | $161160.00    | 0.02%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                             | Osaic Holdings, Inc.                                                             | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      102000 | PA      | $106398.24    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                | Affirm Asset Securitization Trust, Series 2024-A, Class A                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $150243.26    | 0.02%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                | Affirm Asset Securitization Trust, Series 2024-A, Class 1A                       | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      525000 | PA      | $525851.39    | 0.07%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      327000 | PA      | $328432.26    | 0.04%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd.                                                   | Aircastle Ltd.                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      430000 | PA      | $417581.17    | 0.06%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd.                                                   | Aircastle Ltd.                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      190000 | PA      | $199734.44    | 0.03%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                                        | ALA Trust, Series 2025-OANA, Class A                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $150561.90    | 0.02%             | 2040-06-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                   | Alimentation Couche-Tard, Inc.                                                   | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      660000 | PA      | $660524.24    | 0.09%             | 2028-09-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                       | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |      310000 | PA      | $314065.65    | 0.04%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      374000 | PA      | $374684.42    | 0.05%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       48000 | PA      | $47430.72     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      246000 | PA      | $259247.10    | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      384000 | PA      | $399168.00    | 0.05%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                             | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      900000 | PA      | $908159.76    | 0.12%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                      | Ally Auto Receivables Trust, Series 2025-1, Class A3                             | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $170562.70    | 0.02%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                 | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      806000 | PA      | $802237.59    | 0.11%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                              | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      350000 | PA      | $354548.25    | 0.05%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance plc                                          | Amcor Group Finance plc                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |      520000 | PA      | $536665.90    | 0.07%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      190000 | PA      | $194315.20    | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                         | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A3                | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      359237 | PA      | $362398.78    | 0.05%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-2, Class C             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255000 | PA      | $256601.53    | 0.03%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2023-3, Class C             | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      145794 | PA      | $146536.67    | 0.02%             | 2029-10-12      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                | American Electric Power Co., Inc., Series D                                      | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      268000 | PA      | $263138.53    | 0.04%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                    | American National Group, Inc.                                                    | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      295000 | PA      | $299431.40    | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      530000 | PA      | $522712.50    | 0.07%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      330000 | PA      | $325966.44    | 0.04%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                 | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $243786.67    | 0.03%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                                 | American National Global Funding                                                 | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      288000 | PA      | $289176.19    | 0.04%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                         | AmeriCredit Automobile Receivables Trust, Series 2021-3, Class C                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      219410 | PA      | $218004.14    | 0.03%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                         | AmeriCredit Automobile Receivables Trust, Series 2023-1, Class B                 | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $453585.33    | 0.06%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                 | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      231000 | PA      | $242120.34    | 0.03%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                           | Amkor Technology, Inc.                                                           | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      263000 | PA      | $269001.66    | 0.04%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                             | Analog Devices, Inc.                                                             | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      575000 | PA      | $579582.81    | 0.08%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                              | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      375000 | PA      | $366714.45    | 0.05%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                            | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      660000 | PA      | $658713.07    | 0.09%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      316000 | PA      | $318531.16    | 0.04%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APA Corp.                                                        | APA Corp.                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      450000 | PA      | $447795.23    | 0.06%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                   | Apollo Global Management, Inc.                                                   | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |      195000 | PA      | $195443.47    | 0.03%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                        | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      175000 | PA      | $176743.19    | 0.02%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC                                           | Applebee's Funding LLC, Series 2025-1A, Class A2                                 | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      720000 | PA      | $725240.30    | 0.10%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                               | Aqua Finance Trust, Series 2021-A, Class A                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       92809 | PA      | $85661.74     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc.                                                           | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      491000 | PA      | $490111.29    | 0.07%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Arcosa, Inc.                                                     | Arcosa, Inc.                                                                     | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210638.00    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                           | Ardagh Metal Packaging Finance USA LLC                                           | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $384793.20    | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                           | Ardagh Metal Packaging Finance USA LLC                                           | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $204270.00    | 0.03%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                      | Ardonagh Group Finance Ltd.                                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $207412.00    | 0.03%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                               | Ares Capital Corp.                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      295000 | PA      | $298135.05    | 0.04%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Argentine Republic                                               | Argentine Republic                                                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2544000 | PA      | $2167488.00   | 0.29%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic                                               | Argentine Republic                                                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5500000 | PA      | $4092000.00   | 0.54%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                       | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303710.79    | 0.04%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                               | Aretec Group, Inc.                                                               | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      145000 | PA      | $156040.30    | 0.02%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                   | Western Midstream Operating LP                                                   | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      212000 | PA      | $225563.99    | 0.03%             | 2030-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                          | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      440000 | PA      | $450183.23    | 0.06%             | 2029-08-21      | Fixed         | 5.15%                 | 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        |      148000 | PA      | $152952.08    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                          | Asurion LLC and Asurion Co-Issuer, Inc.                                          | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      239000 | PA      | $247902.75    | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Armor Holdco, Inc.                                               | Armor Holdco, Inc.                                                               | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |      410000 | PA      | $410430.50    | 0.05%             | 2029-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                                            | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      470000 | PA      | $480219.77    | 0.06%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50367.26     | 0.01%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                                            | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48265.48     | 0.01%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                   | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |      250000 | PA      | $263117.73    | 0.04%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                   | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |      305000 | PA      | $306047.52    | 0.04%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                 | AutoNation, Inc.                                                                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | PA      | $671846.99    | 0.09%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust                                         | AutoNation Finance Trust, Series 2025-1A, Class A3                               | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180000 | PA      | $181689.61    | 0.02%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                        | Auxilior Term Funding LLC, Series 2023-1A, Class A2                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29241 | PA      | $29386.31     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      208000 | PA      | $213439.20    | 0.03%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      315000 | PA      | $319570.15    | 0.04%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2023-3A, Class A                | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      940000 | PA      | $951459.07    | 0.13%             | 2028-02-22      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A                | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $123877.66    | 0.02%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2025-2A, Class A                | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102618.26    | 0.01%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      384000 | PA      | $389402.88    | 0.05%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      650000 | PA      | $643493.50    | 0.09%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                       | Axalta Coating Systems LLC                                                       | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $298749.00    | 0.04%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                                         | BHG Securitization Trust, Series 2025-2CON, Class A                              | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228270 | PA      | $230436.56    | 0.03%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                  | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      755000 | PA      | $677418.99    | 0.09%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2024-5C25, Class A3                                 | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $418472.52    | 0.06%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                  | BGC Group, Inc.                                                                  | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |      155000 | PA      | $160398.00    | 0.02%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                   | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                        | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $350982.49    | 0.05%             | 2042-11-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Trust, Series 2021-NRD, Class A                                              | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $417656.32    | 0.06%             | 2038-12-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust                                                  | BofA Auto Trust, Series 2025-1A, Class A3                                        | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $125860.49    | 0.02%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2025-DELC, Class A                                              | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $180224.23    | 0.02%             | 2042-12-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2024-VLT4, Class A                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $419738.68    | 0.06%             | 2041-06-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                          | BMW Vehicle Lease Trust, Series 2024-2, Class A3                                 | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $301056.15    | 0.04%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                               | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |      565000 | PA      | $582769.70    | 0.08%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                             | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      193000 | PA      | $189856.07    | 0.03%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                             | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104958.14    | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      881552 | PA      | $926069.92    | 0.12%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2023-5YR3, Class A3                                                | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      385000 | PA      | $406737.02    | 0.05%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2023-5YR4, Class A3                                                | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      142826 | PA      | $150260.10    | 0.02%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      295000 | PA      | $300558.98    | 0.04%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                              | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      315000 | PA      | $315987.71    | 0.04%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                              | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      495000 | PA      | $508555.97    | 0.07%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                              | Bank of New Zealand                                                              | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      605000 | PA      | $594592.06    | 0.08%             | 2027-01-27      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                        | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      601000 | PA      | $599138.76    | 0.08%             | 2031-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | Bank of America NA                                                               | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |      510000 | PA      | $514491.06    | 0.07%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2020-BN27, Class A5                                                 | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $223586.58    | 0.03%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN37, Class A5                                                 | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      755000 | PA      | $675164.34    | 0.09%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN34, Class A5                                                 | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      660000 | PA      | $582794.32    | 0.08%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                      | BANK5 Trust, Series 2024-5YR6, Class A3                                          | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      740000 | PA      | $779241.68    | 0.10%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                            | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      275000 | PA      | $281194.98    | 0.04%             | 2028-02-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Barings BDC, Inc.                                                | Barings BDC, Inc.                                                                | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |      395000 | PA      | $393347.48    | 0.05%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                            | Beacon Mobility Corp.                                                            | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |      193000 | PA      | $201874.14    | 0.03%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2021-B28, Class A5                              | CUSIP: 08163GAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      780000 | PA      | $689555.49    | 0.09%             | 2054-08-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2023-V2, Class A3                               | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      470000 | PA      | $485284.35    | 0.06%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                         | BHG Securitization Trust, Series 2024-1CON, Class A                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       52705 | PA      | $53862.31     | 0.01%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Block Financial LLC                                              | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | PA      | $398200.92    | 0.05%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                         | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $255137.70    | 0.03%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      182000 | PA      | $192920.00    | 0.03%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bluepeak ABS Issuer LLC                                          | Bluepeak ABS Issuer LLC, Series 2025-1A, Class A2                                | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      740000 | PA      | $742231.62    | 0.10%             | 2055-12-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                   | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      230000 | PA      | $236433.97    | 0.03%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                           | Boardwalk Pipelines LP                                                           | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      365000 | PA      | $366583.15    | 0.05%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                          | BMW Vehicle Lease Trust, Series 2025-1, Class A3                                 | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      135000 | PA      | $136219.10    | 0.02%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                    | K2016470219 South Africa Ltd.                                                    | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |      245575 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | Yes           |                  3 | On Loan: No      |
| Cloud Capital Holdco LP                                          | Cloud Capital Holdco LP, Series 2024-1A, Class A2                                | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3260000 | PA      | $3283682.27   | 0.44%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                  | Brand Industrial Services, Inc.                                                  | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      279000 | PA      | $273941.73    | 0.04%             | 2030-08-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: —       |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class A3           | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235000 | PA      | $236228.89    | 0.03%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class B            | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175000 | PA      | $175864.06    | 0.02%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class A3           | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      345000 | PA      | $346655.48    | 0.05%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                             | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |      610000 | PA      | $618410.80    | 0.08%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                                   | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249147.50    | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                 | Brookfield Asset Management Ltd.                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      741000 | PA      | $746838.34    | 0.10%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                 | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $227748.65    | 0.03%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2025-VLT7, Class A                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      735000 | PA      | $734518.06    | 0.10%             | 2044-07-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      526000 | PA      | $460328.90    | 0.06%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      436000 | PA      | $390765.00    | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                 | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      434000 | PA      | $396567.50    | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                 | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      149000 | PA      | $150500.43    | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                            | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      427000 | PA      | $430928.40    | 0.06%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                          | CDW LLC                                                                          | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $475665.05    | 0.06%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class D                         | CUSIP: 12531YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1270963.20   | 0.17%             | 2058-05-10      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CGI, Inc.                                                        | CGI, Inc.                                                                        | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      645000 | PA      | $653163.77    | 0.09%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                       | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      255000 | PA      | $257907.41    | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                       | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      475000 | PA      | $474998.58    | 0.06%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      292000 | PA      | $216030.36    | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CSMC LLC                                                         | CSMC LLC, Series 2014-USA, Class A1                                              | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      272399 | PA      | $250575.67    | 0.03%             | 2037-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| CSMC LLC                                                         | CSMC LLC, Series 2014-USA, Class A2                                              | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      575000 | PA      | $528928.07    | 0.07%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                                 | CVS Health Corp.                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      393000 | PA      | $399988.56    | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2024-CBM, Class A2                             | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101499.45    | 0.01%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CACI International, Inc.                                         | CACI International, Inc.                                                         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      195000 | PA      | $201388.20    | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                      | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      797000 | PA      | $824839.21    | 0.11%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Camelot Finance SA                                               | Camelot Finance SA                                                               | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       34000 | PA      | $33642.32     | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                  | Camelot Return Merger Sub, Inc.                                                  | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      258000 | PA      | $200272.50    | 0.03%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Campbell's Co. (The)                                             | Campbell's Co. (The)                                                             | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      660000 | PA      | $657355.84    | 0.09%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      745000 | PA      | $756913.67    | 0.10%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                             | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |      275000 | PA      | $292112.70    | 0.04%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      335000 | PA      | $342962.78    | 0.05%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      290000 | PA      | $288287.93    | 0.04%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                                  | Capital Power US Holdings, Inc.                                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $193842.96    | 0.03%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust, Series 2024-P4, Class A3                         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $120735.60    | 0.02%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                          | Capstone Borrower, Inc.                                                          | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |      447000 | PA      | $460253.55    | 0.06%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                            | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      825000 | PA      | $846471.62    | 0.11%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                    | Cargill, Inc.                                                                    | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      355000 | PA      | $342061.28    | 0.05%             | 2055-10-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                          | CarMax Auto Owner Trust, Series 2024-4, Class A3                                 | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      665000 | PA      | $671999.99    | 0.09%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                          | CarMax Auto Owner Trust, Series 2023-2, Class A3                                 | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      256941 | PA      | $258319.62    | 0.03%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                  | CarMax Select Receivables Trust, Series 2025-A, Class A3                         | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      380000 | PA      | $383326.03    | 0.05%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                          | CarMax Auto Owner Trust, Series 2025-2, Class A3                                 | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $242865.79    | 0.03%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                          | CarMax Auto Owner Trust, Series 2025-4, Class A3                                 | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      220000 | PA      | $220410.65    | 0.03%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                   | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      202000 | PA      | $211595.00    | 0.03%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      329000 | PA      | $337636.25    | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust, Series 2025-P3, Class A3                         | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155000 | PA      | $155424.41    | 0.02%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust, Series 2023-P1, Class A3                         | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       79456 | PA      | $79586.01     | 0.01%             | 2027-12-10      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust, Series 2024-P2, Class A3                         | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175076 | PA      | $176392.95    | 0.02%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust, Series 2025-P2, Class A4                         | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $508381.80    | 0.07%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      745000 | PA      | $747081.23    | 0.10%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      144000 | PA      | $152038.08    | 0.02%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      418000 | PA      | $415178.50    | 0.06%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc.                                                         | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      440000 | PA      | $451000.00    | 0.06%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                             | Central Parent, Inc.                                                             | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      168000 | PA      | $142583.28    | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Century Communities, Inc.                                        | Century Communities, Inc.                                                        | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      187000 | PA      | $188285.63    | 0.03%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Champ Acquisition Corp.                                          | Champ Acquisition Corp.                                                          | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      248000 | PA      | $267651.52    | 0.04%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                           | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      542000 | PA      | $564747.74    | 0.08%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | PA      | $412024.50    | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                        | Chesapeake Funding II LLC, Series 2023-1A, Class A1                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      118112 | PA      | $118692.36    | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                        | Chesapeake Funding II LLC, Series 2024-1A, Class A1                              | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      107940 | PA      | $108975.24    | 0.01%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                | Chevron USA, Inc.                                                                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      420000 | PA      | $429612.54    | 0.06%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1017580.05   | 0.14%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Citibank NA                                                                      | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      345000 | PA      | $347390.26    | 0.05%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                  | Citizens Auto Receivables Trust, Series 2024-1, Class A3                         | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      111180 | PA      | $111825.22    | 0.01%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      451000 | PA      | $461575.95    | 0.06%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $146140.40    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      372000 | PA      | $385492.44    | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                 | Clarivate Science Holdings Corp.                                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      328000 | PA      | $309369.60    | 0.04%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      617000 | PA      | $642065.63    | 0.09%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      559000 | PA      | $567228.48    | 0.08%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      154000 | PA      | $158125.66    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                                               | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      460000 | PA      | $460320.99    | 0.06%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                                               | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      284000 | PA      | $284686.29    | 0.04%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      144000 | PA      | $144493.92    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co.                                            | Commercial Metals Co.                                                            | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      168000 | PA      | $172410.00    | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                   | Commonwealth Bank of Australia                                                   | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      295000 | PA      | $299034.72    | 0.04%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      222000 | PA      | $221583.75    | 0.03%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      212000 | PA      | $212298.92    | 0.03%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Compass Datacenters Issuer II LLC                                | Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1                      | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      195000 | PA      | $195753.23    | 0.03%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                               | Compass Datacenters Issuer III LLC, Series 2025-1A, Class A2                     | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $121639.87    | 0.02%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2022-R04, Class 1B1                  | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2850000 | PA      | $2988260.34   | 0.40%             | 2042-03-25      | Floating      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Communications LLC                                  | Consolidated Communications LLC, Series 2025-1A, Class B                         | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3560000 | PA      | $3640383.38   | 0.48%             | 2055-05-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Cox Communications, Inc.                                         | Cox Communications, Inc.                                                         | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      775000 | PA      | $675010.59    | 0.09%             | 2054-09-01      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2023-1A, Class A                       | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       42370 | PA      | $42405.18     | 0.01%             | 2033-03-15      | Fixed         | 6.48%                 | 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        |      100000 | PA      | $103219.28    | 0.01%             | 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        |      310000 | PA      | $312887.40    | 0.04%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      440000 | PA      | $448804.84    | 0.06%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A                       | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      365000 | PA      | $370281.37    | 0.05%             | 2035-03-15      | Fixed         | 5.02%                 | 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        |      435000 | PA      | $438456.29    | 0.06%             | 2033-07-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Crockett Partners Equipment Co. IIA LLC                          | Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class A                 | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      258747 | PA      | $261857.22    | 0.03%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Cummins, Inc.                                                    | Cummins, Inc.                                                                    | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      360000 | PA      | $373171.03    | 0.05%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                              | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      296000 | PA      | $297186.96    | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2                     | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $356923.53    | 0.05%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                        | DLLMT LLC, Series 2023-1A, Class A3                                              | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228985 | PA      | $229926.48    | 0.03%             | 2027-03-22      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      310000 | PA      | $313997.92    | 0.04%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                     | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      230000 | PA      | $234545.05    | 0.03%             | 2030-11-05      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| DXC Technology Co.                                               | DXC Technology Co.                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |      790000 | PA      | $744913.12    | 0.10%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                          | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      405000 | PA      | $418784.90    | 0.06%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                          | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      445000 | PA      | $448193.19    | 0.06%             | 2030-10-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                        | Darling Ingredients, Inc.                                                        | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      398000 | PA      | $403731.20    | 0.05%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                     | DC Commercial Mortgage Trust, Series 2023-DC, Class A                            | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      295000 | PA      | $303960.63    | 0.04%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                      | Delek Logistics Partners LP                                                      | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      403000 | PA      | $421614.57    | 0.06%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                      | Delek Logistics Partners LP                                                      | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      201000 | PA      | $204883.32    | 0.03%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                     | Dell Equipment Finance Trust, Series 2023-3, Class A3                            | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      270914 | PA      | $272391.95    | 0.04%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                                           | Dell International LLC                                                           | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $514698.62    | 0.07%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Denso Corp.                                                      | Denso Corp.                                                                      | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |      565000 | PA      | $553728.14    | 0.07%             | 2026-09-16      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                 | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      615000 | PA      | $629797.27    | 0.08%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                 | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      320000 | PA      | $323388.06    | 0.04%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                            | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      420000 | PA      | $425126.69    | 0.06%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      214000 | PA      | $215070.00    | 0.03%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                           | Dow Chemical Co. (The)                                                           | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      635000 | PA      | $631409.08    | 0.08%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2024-2, Class B                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $421688.15    | 0.06%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust                                              | DROP Mortgage Trust, Series 2021-FILE, Class A                                   | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $409201.00    | 0.05%             | 2043-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                           | Dycom Industries, Inc.                                                           | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      242000 | PA      | $238500.68    | 0.03%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                   | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      590000 | PA      | $585122.59    | 0.08%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                            | Eagle Materials, Inc.                                                            | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |      226000 | PA      | $221599.42    | 0.03%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                             | Eastman Chemical Co.                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      245000 | PA      | $250209.63    | 0.03%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                       | eBay, Inc.                                                                       | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      345000 | PA      | $345922.50    | 0.05%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EG Global Finance plc                                            | EG Global Finance plc                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $433716.00    | 0.06%             | 2028-11-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $183763.46    | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                   | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      531000 | PA      | $532195.39    | 0.07%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings, Inc.                                                          | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      117000 | PA      | $119217.15    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      364000 | PA      | $379360.80    | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                             | Enact Holdings, Inc.                                                             | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |      625000 | PA      | $653728.25    | 0.09%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                         | Energizer Holdings, Inc.                                                         | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      247000 | PA      | $244102.69    | 0.03%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EnerSys                                                          | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      198000 | PA      | $205541.82    | 0.03%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      875000 | PA      | $870371.60    | 0.12%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Enpro, Inc.                                                      | Enpro, Inc.                                                                      | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      146000 | PA      | $150347.88    | 0.02%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Enova International, Inc.                                        | Enova International, Inc.                                                        | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      359000 | PA      | $380425.12    | 0.05%             | 2029-08-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing LLC, Series 2023-2, Class A2                          | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115111 | PA      | $115773.60    | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing LLC, Series 2024-1, Class A3                          | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $152913.77    | 0.02%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing LLC, Series 2024-3, Class A4                          | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      245000 | PA      | $250418.91    | 0.03%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing LLC, Series 2025-3, Class A3                          | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      430000 | PA      | $435343.52    | 0.06%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing LLC, Series 2025-1, Class A3                          | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175000 | PA      | $177924.86    | 0.02%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                             | Equinix Europe 2 Financing Corp. LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      510000 | PA      | $510984.30    | 0.07%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                    | Equifax, Inc.                                                                    | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      295000 | PA      | $301196.27    | 0.04%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                        | Essential Utilities, Inc.                                                        | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303426.39    | 0.04%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                          | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |      245000 | PA      | $245934.19    | 0.03%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2024-4A, Class C                     | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $202077.96    | 0.03%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2025-4A, Class A3                    | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85000 | PA      | $85383.99     | 0.01%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2025-2A, Class A3                    | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      630000 | PA      | $631858.75    | 0.08%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                       | Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3              | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105000 | PA      | $106160.47    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                           | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      135000 | PA      | $139353.98    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust, Series 2025-ESH, Class A                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $110068.74    | 0.01%             | 2042-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                             | FS KKR Capital Corp.                                                             | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      275000 | PA      | $285952.92    | 0.04%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                             | FS KKR Capital Corp.                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      145000 | PA      | $142850.20    | 0.02%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      360000 | PA      | $346229.60    | 0.05%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| F&G Global Funding                                               | F&G Global Funding                                                               | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      205000 | PA      | $206297.65    | 0.03%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                        | Forvia SE                                                                        | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      220000 | PA      | $235004.00    | 0.03%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3131Y7TD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4695 | PA      | $4522.21      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 31329KYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5624 | PA      | $5566.90      | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132AD3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38665 | PA      | $37230.04     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7535261 | PA      | $6398056.84   | 0.85%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132DV3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      179473 | PA      | $172756.61    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132DV4R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4871 | PA      | $4686.13      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227494 | PA      | $186045.88    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3158217 | PA      | $2686521.27   | 0.36%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5003749 | PA      | $4256413.35   | 0.57%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1170559 | PA      | $1039494.44   | 0.14%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2907858 | PA      | $2915281.41   | 0.39%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2498641 | PA      | $2568062.69   | 0.34%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2696015 | PA      | $2635301.06   | 0.35%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3133A45H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      300042 | PA      | $256917.05    | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3133A6GU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      310188 | PA      | $265604.72    | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3133BNKZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2774960 | PA      | $2647704.88   | 0.35%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K-1512, Class X1  | CUSIP: 3137FMTU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5083692 | PA      | $250312.87    | 0.03%             | 2034-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 3140BUDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199780 | PA      | $203163.28    | 0.03%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 3140QN3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2905052 | PA      | $2587949.86   | 0.34%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2762518 | PA      | $2247121.58   | 0.30%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 3140QNEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14836207 | PA      | $12045069.83  | 1.60%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 3140QVGM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      993410 | PA      | $995635.66    | 0.13%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 3140W3EN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1533720 | PA      | $1359338.53   | 0.18%             | 2053-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2141457 | PA      | $2002207.07   | 0.27%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1663546 | PA      | $1556931.58   | 0.21%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      653844 | PA      | $585537.96    | 0.08%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      166485 | PA      | $142348.13    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1098373 | PA      | $1141580.68   | 0.15%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      995610 | PA      | $808305.87    | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2293477 | PA      | $2037398.00   | 0.27%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2477031 | PA      | $2107073.58   | 0.28%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      967356 | PA      | $1005410.33   | 0.13%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                             | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4112446 | PA      | $4172844.99   | 0.56%             | 2055-06-01      | Fixed         | 5.50%                 | 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        |      295000 | PA      | $305032.95    | 0.04%             | 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        |      370000 | PA      | $372398.90    | 0.05%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1363310 | PA      | $1399483.15   | 0.19%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                             | CUSIP: 3142JNG67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      799411 | PA      | $798903.68    | 0.11%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                           | Fiesta Purchaser, Inc.                                                           | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      219000 | PA      | $229095.90    | 0.03%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bank NA                                              | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252189.10    | 0.03%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                                 | First Investors Auto Owner Trust, Series 2025-1A, Class C                        | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $350631.09    | 0.05%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                       | Flagship Credit Auto Trust, Series 2023-2, Class C                               | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      460000 | PA      | $459338.61    | 0.06%             | 2029-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd.                                                        | Flex Ltd.                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      290000 | PA      | $299123.40    | 0.04%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                        | Florida Power & Light Co.                                                        | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      730000 | PA      | $717782.06    | 0.10%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                             | Flutter Treasury DAC                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $206014.00    | 0.03%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury DAC                                             | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      202000 | PA      | $204807.80    | 0.03%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                     | Ford Credit Auto Lease Trust, Series 2025-A, Class A3                            | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      220000 | PA      | $221968.69    | 0.03%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                     | Ford Credit Auto Owner Trust, Series 2021-1, Class A                             | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275000 | PA      | $272915.91    | 0.04%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| Fortitude Global Funding                                         | Fortitude Global Funding                                                         | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |      305000 | PA      | $305293.23    | 0.04%             | 2028-10-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                                 | FHLMC MSCR Trust, Series 2025-MN10, Class M2                                     | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |     1960000 | PA      | $1940564.84   | 0.26%             | 2045-02-25      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M2                              | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3986199.07   | 0.53%             | 2042-09-25      | Floating      | 9.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class B1                              | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |     1380000 | PA      | $1434320.25   | 0.19%             | 2042-02-25      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                           | Freedom Mortgage Corp.                                                           | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1851813.00   | 0.25%             | 2027-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      237000 | PA      | $248233.80    | 0.03%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      250000 | PA      | $263545.00    | 0.04%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux FinCo. Sarl                                          | Froneri Lux FinCo. Sarl                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      422000 | PA      | $427342.52    | 0.06%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Frontier Issuer LLC                                              | Frontier Issuer LLC, Series 2023-1, Class A2                                     | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      605000 | PA      | $610830.63    | 0.08%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                              | Frontier Issuer LLC, Series 2024-1, Class A2                                     | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $174219.72    | 0.02%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                              | Frontier Issuer LLC, Series 2024-1, Class B                                      | CUSIP: 35910EAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1588000 | PA      | $1653383.36   | 0.22%             | 2054-06-20      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                          | GA Global Funding Trust                                                          | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      305000 | PA      | $311283.67    | 0.04%             | 2032-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202909.40    | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                                      | GECU Auto Receivables Trust, Series 2023-1A, Class A3                            | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      198042 | PA      | $199042.26    | 0.03%             | 2028-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      240000 | PA      | $253742.40    | 0.03%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                                | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      172000 | PA      | $175993.84    | 0.02%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                             | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      419864 | PA      | $388289.90    | 0.05%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                             | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2678776 | PA      | $2412065.87   | 0.32%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                             | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2578616 | PA      | $2321878.34   | 0.31%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                             | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1577829 | PA      | $1602578.30   | 0.21%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                             | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2485080 | PA      | $2542508.24   | 0.34%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                             | CUSIP: 36180ACB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8397913 | PA      | $8581483.51   | 1.14%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                             | CUSIP: 3618N5A58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4212562 | PA      | $4302012.30   | 0.57%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                             | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3994824 | PA      | $4080587.29   | 0.54%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                             | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6555981 | PA      | $6681874.88   | 0.89%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                             | CUSIP: 3618N5GQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6616916 | PA      | $6741912.50   | 0.90%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A                    | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289540 | PA      | $248986.66    | 0.03%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A                    | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $107302.37    | 0.01%             | 2033-03-05      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust                         | GM Financial Revolving Receivables Trust, Series 2021-1, Class A                 | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      195000 | PA      | $191233.79    | 0.03%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                 | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      151000 | PA      | $151305.07    | 0.02%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class A3                      | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      135000 | PA      | $135289.02    | 0.02%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust, Series 2024-4A, Class A2                      | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      134566 | PA      | $135053.57    | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust, Series 2025-1A, Class A2                      | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      179783 | PA      | $180995.68    | 0.02%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                            | GM Financial Automobile Leasing Trust, Series 2025-1, Class A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      295000 | PA      | $297380.24    | 0.04%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust, Series 2025-3A, Class A2                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175738 | PA      | $176389.65    | 0.02%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust                         | GLS Auto Select Receivables Issuer Trust, Series 2025-4A, Class A2               | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      145000 | PA      | $145479.59    | 0.02%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                       | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      305000 | PA      | $298900.00    | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      148000 | PA      | $150005.40    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      484000 | PA      | $492794.28    | 0.07%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                       | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      153000 | PA      | $156381.30    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                         | Neogen Food Safety Corp.                                                         | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      381000 | PA      | $406043.13    | 0.05%             | 2030-07-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Gartner, Inc.                                                    | Gartner, Inc.                                                                    | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      737000 | PA      | $737004.20    | 0.10%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                               | General Motors Co.                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      360000 | PA      | $375085.73    | 0.05%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                          | Genesee & Wyoming, Inc.                                                          | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154786.50    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      277000 | PA      | $277803.30    | 0.04%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      402000 | PA      | $418345.32    | 0.06%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                | Genuine Parts Co.                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      435000 | PA      | $441638.75    | 0.06%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                               | Getty Images, Inc.                                                               | CUSIP: 374276AP8<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      562000 | PA      | $529685.00    | 0.07%             | 2028-03-01      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      255000 | PA      | $261779.40    | 0.03%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      737000 | PA      | $737691.01    | 0.10%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                          | Global Atlantic Fin Co.                                                          | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      445000 | PA      | $446885.87    | 0.06%             | 2056-03-01      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2024-2A, Class B                       | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      395000 | PA      | $397852.53    | 0.05%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2024-3A, Class B                       | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      205000 | PA      | $206380.24    | 0.03%             | 2029-01-16      | Fixed         | 5.08%                 | 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        |      150000 | PA      | $152709.14    | 0.02%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust, Series 2024-3A, Class A2                      | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      179949 | PA      | $182021.33    | 0.02%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust, Series 2024-2A, Class A2                      | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       51965 | PA      | $52468.67     | 0.01%             | 2030-06-17      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                            | GM Financial Automobile Leasing Trust, Series 2025-3, Class A3                   | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      390000 | PA      | $392168.71    | 0.05%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                  | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      337000 | PA      | $345286.83    | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      465000 | PA      | $476710.00    | 0.06%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      784000 | PA      | $779042.06    | 0.10%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Bank USA                                           | Goldman Sachs Bank USA                                                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |      420000 | PA      | $422048.38    | 0.06%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                          | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     3248000 | PA      | $3203363.06   | 0.43%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                          | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210925.50    | 0.03%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95497.63     | 0.01%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2016-149, Class IP                                                  | CUSIP: 38380BVE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2006517 | PA      | $366487.33    | 0.05%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2024-67, Class EI                                                   | CUSIP: 38381KDB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      717398 | PA      | $41026.93     | 0.01%             | 2065-10-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2022-120, Class EI                                                  | CUSIP: 38383TZS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1197345 | PA      | $185263.28    | 0.02%             | 2047-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                              | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      151000 | PA      | $153579.08    | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                 | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      450000 | PA      | $348660.00    | 0.05%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                 | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       94000 | PA      | $100955.06    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                 | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      151000 | PA      | $156662.50    | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Great Canadian Gaming Corp.                                      | Great Canadian Gaming Corp.                                                      | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | US        |      303000 | PA      | $305718.82    | 0.04%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                  | GreenSky Home Improvement Trust, Series 2024-1, Class A3                         | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      195000 | PA      | $200698.68    | 0.03%             | 2059-06-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4                  | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       45302 | PA      | $45970.10     | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                                | Greystar Real Estate Partners LLC                                                | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |      180000 | PA      | $188887.50    | 0.03%             | 2030-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HB Fuller Co.                                                    | HB Fuller Co.                                                                    | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      255000 | PA      | $251804.85    | 0.03%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203744.54    | 0.03%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      252000 | PA      | $259716.74    | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      272000 | PA      | $272690.15    | 0.04%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                   | HSBC USA, Inc.                                                                   | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |      260000 | PA      | $263727.93    | 0.04%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                       | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      226000 | PA      | $228478.02    | 0.03%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                       | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      215000 | PA      | $213692.76    | 0.03%             | 2030-11-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| HealthEquity, Inc.                                               | HealthEquity, Inc.                                                               | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      370000 | PA      | $362625.90    | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Heartland Dental LLC                                             | Heartland Dental LLC                                                             | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       92000 | PA      | $96150.12     | 0.01%             | 2028-04-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                          | Helmerich & Payne, Inc.                                                          | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296061.87    | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                              | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      153000 | PA      | $154947.69    | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                           | Hercules Capital, Inc.                                                           | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |      310000 | PA      | $305693.95    | 0.04%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing LLC, Series 2022-2A, Class A                             | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $390783.08    | 0.05%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing III LLC, Series 2023-3A, Class A                         | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      630000 | PA      | $639268.81    | 0.09%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing III LLC, Series 2024-1A, Class A                         | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      375000 | PA      | $383034.34    | 0.05%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      565000 | PA      | $563041.82    | 0.07%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                | Hillenbrand, Inc.                                                                | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89954.10     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                | Hillenbrand, Inc.                                                                | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      290000 | PA      | $296252.40    | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                              | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      185000 | PA      | $190120.80    | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                              | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      203000 | PA      | $204567.16    | 0.03%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                     | Hilton Grand Vacations Trust, Series 2022-2A, Class C                            | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       31391 | PA      | $31702.05     | 0.00%             | 2037-01-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                                             | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      363000 | PA      | $367351.64    | 0.05%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      285000 | PA      | $297387.90    | 0.04%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120075.12    | 0.02%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                           | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      308000 | PA      | $322694.68    | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Huntington Auto Trust                                            | Huntington Auto Trust, Series 2024-1A, Class A3                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      234166 | PA      | $236775.70    | 0.03%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                      | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      295000 | PA      | $309462.49    | 0.04%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                      | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      155000 | PA      | $159497.76    | 0.02%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                             | Husky Injection Molding Systems Ltd.                                             | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      256000 | PA      | $267916.80    | 0.04%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                               | Hyatt Hotels Corp.                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      355000 | PA      | $364834.67    | 0.05%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      470000 | PA      | $480222.83    | 0.06%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184966.37    | 0.02%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                   | Hyundai Auto Receivables Trust, Series 2025-B, Class A3                          | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175000 | PA      | $176637.81    | 0.02%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      320000 | PA      | $320612.54    | 0.04%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                                   | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      410000 | PA      | $414093.97    | 0.06%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                                             | Illuminate Buyer LLC                                                             | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      146000 | PA      | $146074.46    | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                      | Imperial Brands Finance plc                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $508971.83    | 0.07%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      384000 | PA      | $372591.36    | 0.05%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                      | INEOS Quattro Finance 2 plc                                                      | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $278460.00    | 0.04%             | 2029-03-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      380000 | PA      | $385692.55    | 0.05%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                    | ION Platform Finance US, Inc.                                                    | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189844.00    | 0.03%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                    | ION Platform Finance US, Inc.                                                    | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $379040.00    | 0.05%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                    | ION Platform Finance US, Inc.                                                    | CUSIP: 46206AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      334000 | PA      | $307280.00    | 0.04%             | 2028-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                      | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      550000 | PA      | $566766.37    | 0.08%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      293000 | PA      | $308785.02    | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                      | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      384000 | PA      | $401280.00    | 0.05%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| IREN Ltd.                                                        | IREN Ltd.                                                                        | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     1090000 | PA      | $807145.00    | 0.11%             | 2031-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                              | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      266000 | PA      | $264715.22    | 0.04%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust             | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BMS, Class A   | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $419607.68    | 0.06%             | 2042-01-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust, Series 2025-VIS1, Class A2                             | CUSIP: 46659BAD4<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-MBS          | CORP              | US        |     5393722 | PA      | $5434688.67   | 0.72%             | 2055-08-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                             | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      570000 | PA      | $575768.40    | 0.08%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                             | Jackson National Life Global Funding                                             | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      450000 | PA      | $448321.55    | 0.06%             | 2030-09-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                         | JBS USA Holding Lux Sarl                                                         | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      715000 | PA      | $711197.34    | 0.09%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                  | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      295000 | PA      | $306655.07    | 0.04%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                     | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      810000 | PA      | $807426.23    | 0.11%             | 2031-09-23      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| KKR & Co., Inc.                                                  | KKR & Co., Inc.                                                                  | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |      295000 | PA      | $295610.74    | 0.04%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                            | Kaiser Aluminum Corp.                                                            | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      319000 | PA      | $308000.88    | 0.04%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      394000 | PA      | $396501.90    | 0.05%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |      240000 | PA      | $226800.00    | 0.03%             | 2032-10-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust, Series 2024-1A, Class A4                             | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $125711.34    | 0.02%             | 2028-09-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc.                                                                       | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      441000 | PA      | $276727.50    | 0.04%             | 2028-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LKQ Corp.                                                        | LKQ Corp.                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |      360000 | PA      | $371195.17    | 0.05%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                               | LPL Holdings, Inc.                                                               | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      285000 | PA      | $290940.00    | 0.04%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                | LYB International Finance III LLC                                                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      445000 | PA      | $439815.71    | 0.06%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      153000 | PA      | $153683.80    | 0.02%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust, Series 2024-3A, Class A3                             | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180000 | PA      | $180623.63    | 0.02%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust, Series 2025-1A, Class A3                             | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      470000 | PA      | $473012.23    | 0.06%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust, Series 2023-4A, Class B                              | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      190000 | PA      | $192080.41    | 0.03%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust, Series 2024-2A, Class A3                             | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      152070 | PA      | $152873.26    | 0.02%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                            | Las Vegas Sands Corp.                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      525000 | PA      | $537963.72    | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                              | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      193000 | PA      | $200237.50    | 0.03%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      394000 | PA      | $403184.14    | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                 | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |      400000 | PA      | $403608.76    | 0.05%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      169000 | PA      | $176260.24    | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                  | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151066.50    | 0.02%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                                | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      675000 | PA      | $670831.61    | 0.09%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                              | M&T Equipment Notes, Series 2023-1A, Class A3                                    | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      148637 | PA      | $149401.01    | 0.02%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                                   | M&T Bank Corp.                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      295000 | PA      | $303146.34    | 0.04%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                           | Sekisui House US, Inc.                                                           | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      360000 | PA      | $241077.60    | 0.03%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                  | M&T Bank Auto Receivables Trust, Series 2025-1A, Class A3                        | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $151924.23    | 0.02%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc.                                                                       | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      522000 | PA      | $468098.75    | 0.06%             | 2033-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MSD Investment Corp.                                             | MSD Investment Corp.                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135541.81    | 0.02%             | 2030-05-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MSD Investment Corp.                                             | MSD Investment Corp.                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89410.50     | 0.01%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $304406.34    | 0.04%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      244000 | PA      | $241838.16    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                       | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      148000 | PA      | $104764.76    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                    | Magnera Corp.                                                                    | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      373000 | PA      | $366006.25    | 0.05%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Main Street Capital Corp.                                        | Main Street Capital Corp.                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34703.38     | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                        | Main Street Capital Corp.                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      245000 | PA      | $250036.56    | 0.03%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                        | Main Street Capital Corp.                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155560.33    | 0.02%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                  | Marex Group plc                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |      335000 | PA      | $347109.04    | 0.05%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                  | Marex Group plc                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $330313.91    | 0.04%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                     | MassMutual Global Funding II                                                     | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |      550000 | PA      | $562703.35    | 0.07%             | 2030-01-10      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Matthews International Corp.                                     | Matthews International Corp.                                                     | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |      273000 | PA      | $281487.57    | 0.04%             | 2027-10-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                           | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      302000 | PA      | $300900.72    | 0.04%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                           | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      622000 | PA      | $597032.92    | 0.08%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                      | McGraw-Hill Education, Inc.                                                      | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      425000 | PA      | $429156.50    | 0.06%             | 2029-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill Sarl                                                 | Maxam Prill Sarl                                                                 | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $413500.00    | 0.06%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| McAfee Corp.                                                     | McAfee Corp.                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      480000 | PA      | $418454.40    | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | 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        |      202832 | PA      | $203719.31    | 0.03%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      275000 | PA      | $279543.25    | 0.04%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      440000 | PA      | $435463.60    | 0.06%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  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        |      355000 | PA      | $357784.34    | 0.05%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC, Series 2025-2A, Class A2                     | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |      220000 | PA      | $222436.21    | 0.03%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                       | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      325000 | PA      | $331465.84    | 0.04%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                        | Mid-America Apartments LP                                                        | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      445000 | PA      | $444151.52    | 0.06%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                              | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      386000 | PA      | $376319.12    | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                      | Minerals Technologies, Inc.                                                      | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |      458000 | PA      | $455265.74    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc.                                                         | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      470000 | PA      | $470465.30    | 0.06%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                            | Mission Lane Credit Card Master Trust, Series 2024-B, Class A                    | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      330000 | PA      | $332601.03    | 0.04%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                 | Mitsubishi Corp.                                                                 | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |      310000 | PA      | $318045.43    | 0.04%             | 2029-07-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi HC Finance America LLC                                | Mitsubishi HC Finance America LLC                                                | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |      555000 | PA      | $568038.73    | 0.08%             | 2029-10-24      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                     | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      720000 | PA      | $728547.91    | 0.10%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2020-HR8, Class A4                        | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $248735.66    | 0.03%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      750000 | PA      | $758751.15    | 0.10%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      295000 | PA      | $304206.18    | 0.04%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2021-L7, Class A5                         | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      775000 | PA      | $691637.82    | 0.09%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                               | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102355.63    | 0.01%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                   | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      575000 | PA      | $583182.25    | 0.08%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                   | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      910000 | PA      | $912766.86    | 0.12%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                 | Mosaic Co. (The)                                                                 | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |      182000 | PA      | $182503.08    | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      206000 | PA      | $207145.36    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                  | Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M10       | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |     4704433 | PA      | $4780178.45   | 0.64%             | 2049-10-25      | Floating      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                  | Multifamily Connecticut Avenue Securities Trust, Series 2023-01, Class M10       | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |     6280000 | PA      | $7112462.98   | 0.95%             | 2053-11-25      | Floating      | 10.37%                | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                  | Multifamily Connecticut Avenue Securities Trust, Series 2024-01, Class M7        | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     5409146 | PA      | $5473966.79   | 0.73%             | 2054-07-25      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                              | Mutual of Omaha Cos. Global Funding                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132791.11    | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                          | MVW LLC, Series 2024-1A, Class A                                                 | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85903 | PA      | $87664.96     | 0.01%             | 2043-02-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                  | NCR Voyix Corp.                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      242000 | PA      | $239785.70    | 0.03%             | 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        |      114000 | PA      | $112980.84    | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                   | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      152000 | PA      | $155643.44    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                   | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      132000 | PA      | $131752.50    | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NFE Financing LLC                                                | NFE Financing LLC                                                                | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2876400 | PA      | $719100.00    | 0.10%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NLG Global Funding                                               | NLG Global Funding                                                               | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |      145000 | PA      | $149310.42    | 0.02%             | 2030-01-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| NLG Global Funding                                               | NLG Global Funding                                                               | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |      595000 | PA      | $587551.08    | 0.08%             | 2030-09-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                         | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      509000 | PA      | $526484.15    | 0.07%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV                                                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $305907.65    | 0.04%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                          | National Bank of Canada                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      510000 | PA      | $515676.30    | 0.07%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                      | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      342000 | PA      | $351291.56    | 0.05%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                      | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      585000 | PA      | $585125.66    | 0.08%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                              | NatWest Markets plc                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      530000 | PA      | $538597.24    | 0.07%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                        | Navient Private Education Refi Loan Trust, Series 2019-GA, Class A               | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       32335 | PA      | $31383.36     | 0.00%             | 2068-10-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                        | Navient Private Education Refi Loan Trust, Series 2021-EA, Class A               | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      640587 | PA      | $576430.87    | 0.08%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                           | Neptune Bidco US, Inc.                                                           | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      577000 | PA      | $577634.70    | 0.08%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                          | NESCO Holdings II, Inc.                                                          | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |      383000 | PA      | $377718.43    | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                         | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      695000 | PA      | $567572.17    | 0.08%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                            | New Enterprise Stone & Lime Co., Inc.                                            | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      152000 | PA      | $151525.00    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| New Mountain Finance Corp.                                       | New Mountain Finance Corp.                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152288.43    | 0.02%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                     | New York Life Global Funding                                                     | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      570000 | PA      | $585785.52    | 0.08%             | 2029-06-06      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                     | New York Life Global Funding                                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145714.91    | 0.02%             | 2028-07-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      266000 | PA      | $257211.36    | 0.03%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                              | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      180000 | PA      | $188465.40    | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      345000 | PA      | $349000.00    | 0.05%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                              | Nexstar Media, Inc.                                                              | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      212000 | PA      | $212301.04    | 0.03%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                            | NextGear Floorplan Master Owner Trust, Series 2025-2A, Class A2                  | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $240418.70    | 0.03%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                  | Nissan Motor Acceptance Co. LLC                                                  | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      365000 | PA      | $361499.65    | 0.05%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                           | Norinchukin Bank (The)                                                           | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |      285000 | PA      | $286721.91    | 0.04%             | 2030-09-09      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                              | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159383.84    | 0.02%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                         | Northern Oil & Gas, Inc.                                                         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      248000 | PA      | $240693.92    | 0.03%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                               | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      580000 | PA      | $592502.36    | 0.08%             | 2028-06-12      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc.                                                                | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      267000 | PA      | $275738.91    | 0.04%             | 2030-09-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc.                                                                | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      268000 | PA      | $275370.00    | 0.04%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                             | NOVA Chemicals Corp.                                                             | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      355000 | PA      | $371752.45    | 0.05%             | 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        |       96000 | PA      | $102341.76    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       97000 | PA      | $100434.77    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                    | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      297000 | PA      | $300843.18    | 0.04%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NSTAR Electric Co.                                               | NSTAR Electric Co.                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      190000 | PA      | $193953.63    | 0.03%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nufarm Australia Ltd.                                            | Nufarm Australia Ltd.                                                            | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      402000 | PA      | $369703.32    | 0.05%             | 2030-01-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                              | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      165000 | PA      | $165127.05    | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd.                                                  | Octagon 55 Ltd., Series 2021-1A, Class D1R                                       | CUSIP: 67577AAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2015000 | PA      | $2022328.56   | 0.27%             | 2038-03-20      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                                         | Octane Receivables Trust, Series 2024-2A, Class A2                               | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      207249 | PA      | $209020.46    | 0.03%             | 2032-07-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                                         | Octane Receivables Trust, Series 2025-1A, Class A2                               | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $450436.50    | 0.06%             | 2031-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                        | OHA Credit Funding 2 Ltd., Series 2019-2A, Class D1R2                            | CUSIP: 67707ECA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2850000 | PA      | $2859707.10   | 0.38%             | 2038-01-21      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                   | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193818.00    | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                   | Olympus Water US Holding Corp.                                                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      398000 | PA      | $406891.32    | 0.05%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      430000 | PA      | $437501.18    | 0.06%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                   | 1011778 BC ULC                                                                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      294000 | PA      | $289401.84    | 0.04%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                                   | 1011778 BC ULC                                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      207000 | PA      | $210763.26    | 0.03%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust, Series 2022-S1, Class A                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      368802 | PA      | $368764.63    | 0.05%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      440000 | PA      | $439981.70    | 0.06%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd.                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $208246.00    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                            | Ontario Gaming GTA LP                                                            | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |      324000 | PA      | $306585.00    | 0.04%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                   | Opal Bidco SAS                                                                   | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $204354.00    | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp.                                                  | Open Text Corp.                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $259835.00    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                         | Open Text Holdings, Inc.                                                         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      324000 | PA      | $302133.24    | 0.04%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $920551.53    | 0.12%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                       | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      327000 | PA      | $326460.45    | 0.04%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                             | Owens-Brockway Glass Container, Inc.                                             | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      288000 | PA      | $288489.60    | 0.04%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                             | Owens-Brockway Glass Container, Inc.                                             | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      211000 | PA      | $214835.98    | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                     | Blue Owl Credit Income Corp.                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      270000 | PA      | $285430.55    | 0.04%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp. II                                        | Blue Owl Capital Corp. II                                                        | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |      230000 | PA      | $236691.18    | 0.03%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                | Blue Owl Technology Finance Corp.                                                | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      335000 | PA      | $342060.80    | 0.05%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OWN Equipment Fund I LLC                                         | OWN Equipment Fund I LLC, Series 2024-2M, Class A                                | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      397205 | PA      | $403192.54    | 0.05%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| PPG Industries, Inc.                                             | PPG Industries, Inc.                                                             | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      505000 | PA      | $504462.12    | 0.07%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PVH Corp.                                                        | PVH Corp.                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      429000 | PA      | $435339.85    | 0.06%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      450000 | PA      | $445857.39    | 0.06%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152748.77    | 0.02%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                   | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      575000 | PA      | $587022.33    | 0.08%             | 2030-02-10      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                   | Park Intermediate Holdings LLC                                                   | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      183000 | PA      | $182736.48    | 0.02%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                        | Park River Holdings, Inc.                                                        | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      159000 | PA      | $163938.54    | 0.02%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                             | Pebblebrook Hotel LP                                                             | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      162000 | PA      | $165683.88    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                              | PenFed Auto Receivables Owner Trust, Series 2024-A, Class A3                     | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      190000 | PA      | $190821.29    | 0.03%             | 2029-06-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                     | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      159000 | PA      | $163776.36    | 0.02%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      204000 | PA      | $209165.28    | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                  | Plains All American Pipeline LP                                                  | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $252845.68    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                 | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2I                      | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $201169.70    | 0.03%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                      | Point Broadband Funding LLC, Series 2025-1A, Class A2                            | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3100000 | PA      | $3117295.52   | 0.42%             | 2055-07-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                      | Point Broadband Funding LLC, Series 2025-1A, Class B                             | CUSIP: 73052AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3930000 | PA      | $3976437.67   | 0.53%             | 2055-07-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Polaris, Inc.                                                    | Polaris, Inc.                                                                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202138.96    | 0.03%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                              | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      189000 | PA      | $194197.50    | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                              | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      192000 | PA      | $192318.72    | 0.03%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Post Road Equipment Finance LLC                                  | Post Road Equipment Finance LLC, Series 2024-1A, Class A2                        | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30556 | PA      | $30688.06     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                            | Prestige Brands, Inc.                                                            | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      132000 | PA      | $123397.56    | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                  | Prestige Auto Receivables Trust, Series 2023-1A, Class C                         | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      202677 | PA      | $203009.54    | 0.03%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                          | Pricoa Global Funding I                                                          | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |      480000 | PA      | $483264.48    | 0.06%             | 2032-08-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                       | Primo Water Holdings, Inc.                                                       | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      203000 | PA      | $197618.47    | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                 | Principal Life Global Funding II                                                 | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |      270000 | PA      | $272372.11    | 0.04%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                       | Procter & Gamble Co. (The)                                                       | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      533000 | PA      | $529242.14    | 0.07%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                           | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178568.57    | 0.02%             | 2031-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp.                                            | Protective Life Corp.                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |      295000 | PA      | $296027.46    | 0.04%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                              | Public Service Co. of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |      290000 | PA      | $292627.63    | 0.04%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                          | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      215000 | PA      | $222955.00    | 0.03%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RWE Finance US LLC                                               | RWE Finance US LLC                                                               | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      499000 | PA      | $488308.93    | 0.07%             | 2055-09-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $381277.60    | 0.05%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust, Series 2024-1, Class A                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $153069.81    | 0.02%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust, Series 2024-A, Class A                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235000 | PA      | $237309.98    | 0.03%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                            | Resideo Funding, Inc.                                                            | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      192000 | PA      | $196560.00    | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                               | RGA Global Funding                                                               | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      750000 | PA      | $755052.08    | 0.10%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                               | RGA Global Funding                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      473000 | PA      | $473020.91    | 0.06%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                         | RB Global Holdings, Inc.                                                         | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      374000 | PA      | $381719.36    | 0.05%             | 2028-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                         | RB Global Holdings, Inc.                                                         | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      196000 | PA      | $204698.48    | 0.03%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      197000 | PA      | $205425.69    | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software, Inc.                                            | Rocket Software, Inc.                                                            | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      166000 | PA      | $162577.08    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software, Inc.                                            | Rocket Software, Inc.                                                            | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      254000 | PA      | $261106.92    | 0.03%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce plc                                                  | Rolls-Royce plc                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205089.08    | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                         | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160561.47    | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      261000 | PA      | $263048.85    | 0.04%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      296000 | PA      | $304135.94    | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      255000 | PA      | $262507.81    | 0.03%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1045000 | PA      | $1054717.56   | 0.14%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2024-1A, Class A3                              | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      190000 | PA      | $193704.72    | 0.03%             | 2032-01-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                               | SBL Holdings, Inc.                                                               | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |      455000 | PA      | $440014.12    | 0.06%             | 2034-10-30      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                               | SBL Holdings, Inc.                                                               | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |      273000 | PA      | $271783.43    | 0.04%             | 2028-09-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                        | SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3              | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      208685 | PA      | $210009.36    | 0.03%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                            | SBNA Auto Lease Trust, Series 2024-C, Class A3                                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       91834 | PA      | $92063.82     | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                        | SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A3              | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      495000 | PA      | $499236.31    | 0.07%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp.                                         | SBA Communications Corp.                                                         | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65425.80     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                            | SBNA Auto Lease Trust, Series 2024-A, Class A3                                   | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       37933 | PA      | $38000.04     | 0.01%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SEB Funding LLC                                                  | SEB Funding LLC, Series 2024-1A, Class A2                                        | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $245971.92    | 0.03%             | 2054-04-30      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                        | SFS Auto Receivables Securitization Trust, Series 2024-3A, Class A3              | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      145000 | PA      | $145741.63    | 0.02%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2025-1A, Class A3                              | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      325000 | PA      | $330253.33    | 0.04%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                            | SBNA Auto Lease Trust, Series 2024-B, Class A3                                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      217201 | PA      | $218377.25    | 0.03%             | 2027-11-22      | Fixed         | 5.56%                 | 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        |      445000 | PA      | $446358.05    | 0.06%             | 2036-06-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust, Series 2021-D, Class A1A                       | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      127491 | PA      | $120800.97    | 0.02%             | 2053-03-17      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      275000 | PA      | $274980.75    | 0.04%             | 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        |      210000 | PA      | $218112.30    | 0.03%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SPGN Mortgage Trust                                              | SPGN Mortgage Trust, Series 2022-TFLM, Class A                                   | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      760000 | PA      | $758420.49    | 0.10%             | 2039-02-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| S&S Holdings LLC                                                 | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      394000 | PA      | $378035.12    | 0.05%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                 | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      234000 | PA      | $195055.38    | 0.03%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                      | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |       55200 | PA      | $276.00       | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                      | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     1472000 | PA      | $92000.00     | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                           | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |      675000 | PA      | $684163.80    | 0.09%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Sanofi SA                                                        | Sanofi SA                                                                        | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      439000 | PA      | $439008.78    | 0.06%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      275000 | PA      | $273461.18    | 0.04%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2023-3, Class C                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155000 | PA      | $157896.98    | 0.02%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2023-5, Class B                   | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      495000 | PA      | $502689.48    | 0.07%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2023-1, Class C                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      101455 | PA      | $102221.00    | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3                  | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      198383 | PA      | $199149.82    | 0.03%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2025-2, Class A3                  | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340000 | PA      | $341691.77    | 0.05%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2025-3, Class A2                  | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280761 | PA      | $281645.81    | 0.04%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2024-4, Class A3                  | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      202544 | PA      | $203072.67    | 0.03%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2025-4, Class A3                  | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290000 | PA      | $290766.67    | 0.04%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2023-4, Class B                   | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      325000 | PA      | $328129.17    | 0.04%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                              | Santos Finance Ltd.                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      210000 | PA      | $209218.09    | 0.03%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The), Series I                                             | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3122437.50   | 0.42%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                     | Scientific Games Holdings LP                                                     | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      267000 | PA      | $237212.81    | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SCOTT Trust                                                      | SCOTT Trust, Series 2023-SFS, Class A                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $491591.62    | 0.07%             | 2040-03-10      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                 | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $152250.00    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                      | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      202000 | PA      | $205666.30    | 0.03%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                         | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1088800 | PA      | $408300.00    | 0.05%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                        | SFS Auto Receivables Securitization Trust, Series 2025-1A, Class A3              | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      145000 | PA      | $146551.66    | 0.02%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Shentel Issuer LLC                                               | Shentel Issuer LLC, Series 2025-1A, Class A2                                     | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      545000 | PA      | $550019.61    | 0.07%             | 2055-12-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                              | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      481000 | PA      | $496252.51    | 0.07%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                         | Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class A                | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      178736 | PA      | $181108.41    | 0.02%             | 2041-06-20      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                              | Simmons Foods, Inc.                                                              | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $173430.00    | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                  | Sinclair Television Group, Inc.                                                  | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      222000 | PA      | $199564.68    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      112000 | PA      | $110895.68    | 0.01%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      474000 | PA      | $435748.20    | 0.06%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SiriusPoint Ltd.                                                 | SiriusPoint Ltd.                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |      332000 | PA      | $351673.09    | 0.05%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                    | Sixth Street Lending Partners                                                    | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |      350000 | PA      | $362502.46    | 0.05%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                    | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $302040.00    | 0.04%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                              | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $618894.96    | 0.08%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Corp.                                                   | SoftBank Corp.                                                                   | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |      220000 | PA      | $220886.97    | 0.03%             | 2030-07-09      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                             | SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX                  | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       34613 | PA      | $33518.79     | 0.00%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                 | SoFi Consumer Loan Program Trust, Series 2025-2, Class A                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115324 | PA      | $115818.61    | 0.02%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                | Solstice Advanced Materials, Inc.                                                | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      148000 | PA      | $149244.68    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co.                                           | Southwest Airlines Co.                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      350000 | PA      | $350851.10    | 0.05%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                  | Southwestern Public Service Co., Series 8                                        | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       75000 | PA      | $49488.86     | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                      | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      126000 | PA      | $129200.40    | 0.02%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                  | Stack Infrastructure Issuer LLC, Series 2023-2A, Class A2                        | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     6510000 | PA      | $6545798.49   | 0.87%             | 2048-07-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      235000 | PA      | $235641.55    | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                                | Star Parent, Inc.                                                                | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      286000 | PA      | $305279.26    | 0.04%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                    | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      138000 | PA      | $143985.06    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                    | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      118000 | PA      | $119460.84    | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      182000 | PA      | $180316.50    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      110000 | PA      | $104428.50    | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                      | Stellantis Finance US, Inc.                                                      | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      335000 | PA      | $349110.43    | 0.05%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust           | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class A3 | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      780000 | PA      | $781101.44    | 0.10%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                           | Stellantis Financial Services US Corp.                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $618121.24    | 0.08%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust           | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-BA, Class A3 | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      455000 | PA      | $457841.16    | 0.06%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | 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        |       63832 | PA      | $67358.49     | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                  | Sumitomo Mitsui Trust Bank Ltd.                                                  | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      415000 | PA      | $420974.30    | 0.06%             | 2027-03-07      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Summit Midstream Holdings LLC                                    | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $629995.80    | 0.08%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $215184.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3690222.66  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $145918.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      228000 | PA      | $240825.00    | 0.03%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      212000 | PA      | $216869.64    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Suntory Holdings Ltd.                                            | Suntory Holdings Ltd.                                                            | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |      240000 | PA      | $245988.72    | 0.03%             | 2029-06-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1229767.75   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                    | Surgery Center Holdings, Inc.                                                    | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      494000 | PA      | $500278.74    | 0.07%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1146632.23   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      520000 | PA      | $525407.64    | 0.07%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                      | Swedbank AB                                                                      | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      380000 | PA      | $385176.78    | 0.05%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                      | Swedbank AB                                                                      | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      360000 | PA      | $372824.64    | 0.05%             | 2029-03-14      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10363.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $465646.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                  | TD SYNNEX Corp.                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      305000 | PA      | $302617.83    | 0.04%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      285000 | PA      | $296870.76    | 0.04%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      185000 | PA      | $189785.38    | 0.03%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Synergy Infrastructure Holdings LLC                              | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      149000 | PA      | $154401.25    | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Secured Lending, Inc.                                    | Carlyle Secured Lending, Inc.                                                    | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |      245000 | PA      | $241188.44    | 0.03%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                                    | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $269999.87    | 0.04%             | 2039-12-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| TPG Operating Group II LP                                        | TPG Operating Group II LP                                                        | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      520000 | PA      | $517046.82    | 0.07%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                 | TRTX Issuer Ltd., Series 2025-FL7, Class A                                       | CUSIP: 87277LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3251017.90   | 0.43%             | 2043-06-18      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                              | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      360000 | PA      | $366799.32    | 0.05%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      595000 | PA      | $589105.63    | 0.08%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1042650.57   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $216874.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49893.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      230000 | PA      | $235823.60    | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $953151.79    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-720140.17   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-631807.13   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      194000 | PA      | $196547.22    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $333534.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-355242.58   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $71538.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-667203.24   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-69959.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-527885.88   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd.                                                | Toucan FinCo Ltd.                                                                | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      292000 | PA      | $291316.72    | 0.04%             | 2030-05-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-511136.81   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-112454.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      437000 | PA      | $440741.38    | 0.06%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                         | Toyota Lease Owner Trust, Series 2025-B, Class A3                                | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |      330000 | PA      | $331004.59    | 0.04%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-253345.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-282319.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-499851.74   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-560468.14   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                    | Transocean International Ltd.                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      176250 | PA      | $183257.70    | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                     | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $217000.00    | 0.03%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                     | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      262000 | PA      | $280070.14    | 0.04%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-114935.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-377101.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-276963.86   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1095338.89   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                 | TRTX Issuer Ltd., Series 2025-FL6, Class C                                       | CUSIP: 897764AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4060000 | PA      | $4059595.22   | 0.54%             | 2042-09-18      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Trustage Financial Group, Inc.                                   | Trustage Financial Group, Inc.                                                   | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |      290000 | PA      | $280094.35    | 0.04%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                      | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      600000 | PA      | $603360.72    | 0.08%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                      | Truist Bank                                                                      | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      430000 | PA      | $427661.32    | 0.06%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                  | Trust Fibra Uno                                                                  | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      699000 | PA      | $768669.33    | 0.10%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Trust 2401                                                       | Trust 2401                                                                       | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      351000 | PA      | $388012.95    | 0.05%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $115925.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                        | Tyco Electronics Group SA                                                        | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      540000 | PA      | $550623.10    | 0.07%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                     | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2350000 | PA      | $2328027.50   | 0.31%             | 2026-06-02      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                     | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      911000 | PA      | $912784.56    | 0.12%             | 2033-11-06      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc.                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      220000 | PA      | $226083.00    | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                   | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      166000 | PA      | $163478.46    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                   | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      177000 | PA      | $185671.23    | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                       | US Bank NA                                                                       | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |      510000 | PA      | $512101.25    | 0.07%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                      | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      558000 | PA      | $562185.00    | 0.07%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust                                             | USB Auto Owner Trust, Series 2025-1A, Class A3                                   | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70000 | PA      | $70710.85     | 0.01%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $193389.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12614.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $285431.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25014.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-100360.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37967.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-277248.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-187795.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21094.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-101888.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Unisys Corp.                                                     | Unisys Corp.                                                                     | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |      352000 | PA      | $358202.24    | 0.05%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32799.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $236109.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                               | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      230000 | PA      | $235961.60    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $101062.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-385160.54   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7255000 | PA      | $4592188.64   | 0.61%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15095000 | PA      | $10224504.66  | 1.36%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5505000 | PA      | $3856932.92   | 0.51%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1800000 | PA      | $1506656.16   | 0.20%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3370000 | PA      | $2857654.86   | 0.38%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      270000 | PA      | $243759.38    | 0.03%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1575000 | PA      | $1417746.02   | 0.19%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1095000 | PA      | $1049660.21   | 0.14%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1060000 | PA      | $1044928.07   | 0.14%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1105000 | PA      | $1108798.44   | 0.15%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1560000 | PA      | $1437122.08   | 0.19%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        5000 | PA      | $4917.19      | 0.00%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4015000 | PA      | $3884512.50   | 0.52%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      900000 | PA      | $898706.97    | 0.12%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43785000 | PA      | $43217161.09  | 5.76%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1095000 | PA      | $1128192.19   | 0.15%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      455000 | PA      | $461112.15    | 0.06%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1303000 | PA      | $1260448.97   | 0.17%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17710000 | PA      | $17719533.29  | 2.36%             | 2027-07-31      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41692400 | PA      | $42081577.71  | 5.60%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4457000 | PA      | $4442375.69   | 0.59%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23300000 | PA      | $23319728.11  | 3.11%             | 2027-10-31      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7374000 | PA      | $7282977.56   | 0.97%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      745000 | PA      | $743662.73    | 0.10%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1502000 | PA      | $1488388.13   | 0.20%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4859.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                  | Universal Health Services, Inc.                                                  | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      230000 | PA      | $230978.56    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                   | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      482000 | PA      | $502542.84    | 0.07%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-137216.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-119639.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                   | VT Topco, Inc.                                                                   | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |      259000 | PA      | $269885.77    | 0.04%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing BV                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      330000 | PA      | $298293.60    | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18824.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12263.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-53688.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Varex Imaging Corp.                                              | Varex Imaging Corp.                                                              | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |      208000 | PA      | $211569.28    | 0.03%             | 2027-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                       | Velocity Vehicle Group LLC                                                       | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      158000 | PA      | $149834.56    | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Veritiv Operating Co.                                            | Veritiv Operating Co.                                                            | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      458000 | PA      | $492386.64    | 0.07%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                               | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $190041.99    | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      225000 | PA      | $227365.22    | 0.03%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Viking Baked Goods Acquisition Corp.                             | Viking Baked Goods Acquisition Corp.                                             | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |      508000 | PA      | $510768.60    | 0.07%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                  | Virginia Electric and Power Co., Series D                                        | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      525000 | PA      | $510574.89    | 0.07%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      670000 | PA      | $683393.10    | 0.09%             | 2029-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Volofin Finance DAC                                              | Volofin Finance DAC, Series 2024-1A, Class A                                     | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |      236128 | PA      | $240654.32    | 0.03%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                                   | VStrong Auto Receivables Trust, Series 2024-A, Class B                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       48000 | PA      | $48757.45     | 0.01%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                               | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      168000 | PA      | $178177.44    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      641000 | PA      | $606597.53    | 0.08%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WBI Operating LLC                                                | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      386000 | PA      | $383946.48    | 0.05%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc.                                                               | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      216000 | PA      | $228201.84    | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                              | Waste Pro USA, Inc.                                                              | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |       86000 | PA      | $88399.40     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Watco Cos. LLC                                                   | Watco Cos. LLC                                                                   | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      443000 | PA      | $462926.14    | 0.06%             | 2032-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Weekley Homes LLC                                                | Weekley Homes LLC                                                                | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      196000 | PA      | $192521.00    | 0.03%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co., Series BB                                                     | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1690067.07   | 0.23%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      325000 | PA      | $341244.67    | 0.05%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A4                 | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $89725.35     | 0.01%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class A4                 | CUSIP: 95002XBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      355000 | PA      | $323088.84    | 0.04%             | 2053-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class A4                 | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1540000 | PA      | $1373542.63   | 0.18%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2022-C62, Class A4                 | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      715000 | PA      | $684867.83    | 0.09%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C61, Class A4                 | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $989495.10    | 0.13%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                         | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      314000 | PA      | $318094.56    | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                         | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      216000 | PA      | $225817.20    | 0.03%             | 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        |      189000 | PA      | $196934.22    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Western-Southern Global Funding                                  | Western-Southern Global Funding                                                  | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |      433000 | PA      | $436142.28    | 0.06%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Western-Southern Global Funding                                  | Western-Southern Global Funding                                                  | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |      685000 | PA      | $681415.94    | 0.09%             | 2032-12-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Western Union Co. (The)                                          | Western Union Co. (The)                                                          | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |      175000 | PA      | $174054.21    | 0.02%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                   | Westlake Corp.                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      410000 | PA      | $403864.06    | 0.05%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2023-3A, Class C                   | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      615000 | PA      | $621714.63    | 0.08%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2025-2A, Class A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $140946.83    | 0.02%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2024-2A, Class A3                  | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $200859.24    | 0.03%             | 2028-02-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2024-3A, Class A3                  | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      265000 | PA      | $265896.18    | 0.04%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2025-3A, Class A3                  | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      205000 | PA      | $205695.81    | 0.03%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2025-1A, Class A3                  | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      475000 | PA      | $477881.73    | 0.06%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                   | Wheels Fleet Lease Funding LLC, Series 2023-1A, Class A                          | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      219749 | PA      | $221189.94    | 0.03%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                   | Wheels Fleet Lease Funding LLC, Series 2024-1A, Class A1                         | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      171757 | PA      | $173954.09    | 0.02%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                   | Wheels Fleet Lease Funding LLC, Series 2024-2A, Class A1                         | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      198741 | PA      | $200743.11    | 0.03%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                   | Wheels Fleet Lease Funding LLC, Series 2024-3A, Class A1                         | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      187710 | PA      | $189724.86    | 0.03%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp.                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      262000 | PA      | $253448.32    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |      134000 | PA      | $138468.90    | 0.02%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| William Carter Co. (The)                                         | William Carter Co. (The)                                                         | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      248000 | PA      | $255449.92    | 0.03%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                          | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      362000 | PA      | $377747.00    | 0.05%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Willis North America, Inc.                                       | Willis North America, Inc.                                                       | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      350000 | PA      | $350502.53    | 0.05%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                         | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |      441000 | PA      | $465965.01    | 0.06%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC                                                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      221000 | PA      | $231848.89    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                   | Wisconsin Public Service Corp.                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |      175000 | PA      | $178087.51    | 0.02%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                | World Omni Auto Receivables Trust, Series 2024-C, Class A3                       | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $281455.75    | 0.04%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                | World Omni Auto Receivables Trust, Series 2025-C, Class A3                       | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      505000 | PA      | $507644.58    | 0.07%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      207000 | PA      | $204209.64    | 0.03%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| RXO, Inc.                                                        | RXO, Inc.                                                                        | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |      134000 | PA      | $136500.48    | 0.02%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                        | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      222000 | PA      | $231534.90    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                | Xcel Energy, Inc.                                                                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      125000 | PA      | $126476.20    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                   | ZF North America Capital, Inc.                                                   | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      190000 | PA      | $192067.20    | 0.03%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc.                                                        | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      397916 | PA      | $378020.20    | 0.05%             | 2030-03-09      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                  | Zayo Issuer LLC, Series 2025-1A, Class A2                                        | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1150000 | PA      | $1168109.17   | 0.16%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                  | Zayo Issuer LLC, Series 2025-2A, Class A2                                        | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8705000 | PA      | $8916036.19   | 1.19%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                  | Zayo Issuer LLC, Series 2025-3A, Class A2                                        | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      790000 | PA      | $791182.08    | 0.11%             | 2055-10-20      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                         | Zebra Technologies Corp.                                                         | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |      184000 | PA      | $190099.60    | 0.03%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                        | ZoomInfo Technologies LLC                                                        | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      605000 | PA      | $570992.95    | 0.08%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND                                     | BLACKROCK LIQUIDITY FEDFUND OPEN-END FUND USD                                    | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |      700000 | PA      | $700000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Bond                                            | Japan Government Bond                                                            | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2165000000 | PA      | $11338287.72  | 1.51%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mex Bonos Desarr Fix Rt                                          | Mex Bonos Desarr Fix Rt, Series M                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   366600000 | PA      | $17280380.89  | 2.30%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Titulos de Tesoreria                                             | Titulos de Tesoreria                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 54850000000 | PA      | $12881717.69  | 1.72%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Notas do Tesouro Nacional                                        | Notas do Tesouro Nacional                                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   143860000 | PA      | $21545342.84  | 2.87%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Titulos de Tesoreria                                             | Titulos de Tesoreria                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5980000000 | PA      | $1477088.27   | 0.20%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                              | Canada 10 Year Bond                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -1650 | NC      | $2165099.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                                   | Colombian Peso                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |      779608 | OU      | $206.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | EURO                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |         443 | OU      | $520.19       | 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        |        1378 | NC      | $-569416.27   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         617 | NC      | $186898.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                        | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                          | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |     1416416 | PA      | $1416416.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -30 | NC      | $191413.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mexican Pesos                                                | New Mexican Pesos                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |           0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   549100000 | PA      | $11245441.37  | 1.50%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   646200000 | PA      | $12594939.25  | 1.68%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Titulos de Tesoreria                                             | Titulos de Tesoreria                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5980000000 | PA      | $1573604.23   | 0.21%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Swedish Krona                                                    | Swedish Krona                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |           1 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing LLC, Series 2022-3, Class A2                          | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6251 | PA      | $6254.00      | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                     | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   302670000 | PA      | $7991634.98   | 1.06%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer