# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-26-009291
**Filing Date:** 2026-4
**Character Count:** 256887
**Document Hash:** c4437e65782a66e7112e978c04b8d05a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009291.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002071691-26-009291

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 26912532

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

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

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

## Series and Classes Contracts Data

### JPMorgan Strategic Income Opportunities Fund (Series ID: S000022994)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000066701 | Class I      | JSOSX           |
| C000066702 | Class A      | JSOAX           |
| C000066703 | Class C      | JSOCX           |
| C000066704 | Class R5     | JSORX           |
| C000195119 | Class R6     | JSOZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

- **a. Name of Series:** JPMorgan Strategic Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000022994

- **c. LEI of Series:** 7D65K6RFGRT1E0TUOV35

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14744424671.86

**Total Liabilities:** $5142852115.35

**Net Assets:** $9601572556.51

**Cash Not Reported:** $3059746.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -486576.18666000 | **1-Year:** 452394.91821000 | **5-Year:** -80311.18932000 | **10-Year:** 45519.12257000 | **30-Year:** 0.00000000

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

- **3-Month:** -15695.46336000 | **1-Year:** 28098.96065000 | **5-Year:** 43668.37729000 | **10-Year:** 3476.24563000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000066701 | 0.24%                | 0.31%                | 0.36%                |
| Class ID C000066702 | 0.31%                | 0.29%                | 0.26%                |
| Class ID C000066703 | 0.18%                | 0.25%                | 0.31%                |
| Class ID C000066704 | 0.34%                | 0.33%                | 0.29%                |
| Class ID C000195119 | 0.35%                | 0.33%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7099395.36              | $-6662797.15                               |
| Month 2  | $1975759.21              | $3448812.18                                |
| Month 3  | $4130584.91              | $-2956948.71                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANZ New Zealand Int'l Ltd.                           | ANZ New Zealand Int'l Ltd.                                                     | CUSIP: 00182EBW8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     1800000 | PA      | $1799028.00     | 0.02%             | 2029-01-22      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                            | CUSIP: 002824BY5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    27700000 | PA      | $27701108.00    | 0.29%             | 2029-03-09      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                         | AbbVie, Inc.                                                                   | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    13860000 | PA      | $13888274.40    | 0.14%             | 2028-03-03      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                       | Adjustable Rate Mortgage Trust, Series 2005-5, Class 5A1                       | CUSIP: 007036LS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           3 | PA      | $2.34           | 0.00%             | 2035-09-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                       | Adjustable Rate Mortgage Trust, Series 2005-10, Class 1A21                     | CUSIP: 007036TB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337471 | PA      | $320934.61      | 0.00%             | 2036-01-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings, Inc.                                | Affirm Holdings, Inc.                                                          | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5335000 | PA      | $5059714.00     | 0.05%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                | Ahead DB Holdings LLC                                                          | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      900000 | PA      | $870534.36      | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Airbnb, Inc.                                         | Airbnb, Inc.                                                                   | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     7571000 | PA      | $7533145.00     | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                            | Akamai Technologies, Inc.                                                      | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     5594000 | PA      | $5995649.20     | 0.06%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                           | Allison Transmission, Inc.                                                     | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1867829.68     | 0.02%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                           | FNMA/FHLMC UMBS, Single Family, 30 Year                                        | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    92000000 | PA      | $90974217.48    | 0.95%             | 2056-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                           | FNMA/FHLMC UMBS, Single Family, 30 Year                                        | CUSIP: 01F052631<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -552000000 | PA      | $-560850100.08  | -5.84%            | 2056-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                           | FNMA/FHLMC UMBS, Single Family, 30 Year                                        | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -185000000 | PA      | $-187828761.00  | -1.96%            | 2056-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                           | FNMA/FHLMC UMBS, Single Family, 30 Year                                        | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  1242000000 | PA      | $1273904831.34  | 13.27%            | 2056-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                           | FNMA/FHLMC UMBS, Single Family, 30 Year                                        | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   370000000 | PA      | $379475751.80   | 3.95%             | 2056-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                           | FNMA/FHLMC UMBS, Single Family, 30 Year                                        | CUSIP: 01F062630<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -1104000000 | PA      | $-1146623806.08 | -11.94%           | 2056-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                           | FNMA/FHLMC UMBS, Single Family, 30 Year                                        | CUSIP: 01F062648<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -185000000 | PA      | $-192250975.10  | -2.00%            | 2056-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                       | Alphabet, Inc.                                                                 | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    18350000 | PA      | $18468887.82    | 0.19%             | 2028-11-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2006-J3, Class 2A1                              | CUSIP: 021469AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      152545 | PA      | $141488.34      | 0.00%             | 2020-12-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2006-24CB, Class A1                             | CUSIP: 02146TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00           | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2006-24CB, Class A23                            | CUSIP: 02146TAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $0.82           | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2006-28CB, Class A17                            | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $0.99           | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2006-25CB, Class A9                             | CUSIP: 02147VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00           | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2006-31CB, Class A3                             | CUSIP: 02148HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00           | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2006-41CB, Class 2A17                           | CUSIP: 02149CBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285538 | PA      | $141593.20      | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2007-5CB, Class 1A31                            | CUSIP: 02150EBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $0.65           | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                           | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     2966000 | PA      | $2973637.57     | 0.03%             | 2027-07-28      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                           | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    34583000 | PA      | $34773306.10    | 0.36%             | 2028-02-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                           | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    32950000 | PA      | $32965217.96    | 0.34%             | 2027-04-23      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                           | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    20625000 | PA      | $20718637.50    | 0.22%             | 2028-07-26      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                 | American Express Co.                                                           | CUSIP: 025816EQ8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     9230000 | PA      | $9228707.80     | 0.10%             | 2029-02-09      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                  | American Home Mortgage Assets Trust, Series 2006-2, Class 2A1                  | CUSIP: 02660XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.31           | 0.00%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13450000 | PA      | $13481284.83    | 0.14%             | 2027-03-12      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    11950000 | PA      | $12000863.38    | 0.12%             | 2027-07-09      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13408000 | PA      | $13445523.76    | 0.14%             | 2026-10-05      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    32905000 | PA      | $32929222.03    | 0.34%             | 2026-05-11      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    17380000 | PA      | $17399509.22    | 0.18%             | 2026-05-21      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     5469000 | PA      | $5493036.26     | 0.06%             | 2028-03-03      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp., Series A                                         | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    21980000 | PA      | $22008689.61    | 0.23%             | 2026-05-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WGC9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    22900000 | PA      | $22940146.22    | 0.24%             | 2026-07-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WGG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    15862000 | PA      | $15925147.57    | 0.17%             | 2027-01-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    18830000 | PA      | $18915389.34    | 0.20%             | 2028-09-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    33350000 | PA      | $33491275.94    | 0.35%             | 2027-03-08      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp.                                                   | CUSIP: 02665WGN5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    16540000 | PA      | $16572557.17    | 0.17%             | 2026-10-06      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                         | American Honda Finance Corp., Series A                                         | CUSIP: 02665WGP0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    15450000 | PA      | $15470742.55    | 0.16%             | 2027-11-19      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2024-11, Class A1                             | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |     4606559 | PA      | $4654428.28     | 0.05%             | 2069-08-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2024-11, Class A3                             | CUSIP: 03463QAC0<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |     1752796 | PA      | $1770374.04     | 0.02%             | 2069-08-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2022-2, Class A1                              | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6424257 | PA      | $6275143.36     | 0.07%             | 2067-01-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2020-1, Class A1                              | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      885665 | PA      | $868183.60      | 0.01%             | 2059-12-25      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2020-1, Class B1                              | CUSIP: 03464RAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2907000 | PA      | $2715942.66     | 0.03%             | 2059-12-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2022-3, Class A1                              | CUSIP: 03464TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8494109 | PA      | $8458502.41     | 0.09%             | 2067-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2020-3, Class A1                              | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6546203 | PA      | $6306384.85     | 0.07%             | 2065-04-25      | Variable      | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2024-1, Class A1                              | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     5610530 | PA      | $5614395.86     | 0.06%             | 2068-08-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2024-9, Class A1                              | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |     7368238 | PA      | $7394500.53     | 0.08%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust, Series 2024-10, Class A1                             | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |     1632192 | PA      | $1642482.63     | 0.02%             | 2069-10-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| AOMT                                                 | AOMT, Series 2024-6, Class A1                                                  | CUSIP: 034944AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4198149 | PA      | $4192722.43     | 0.04%             | 2067-11-25      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.           | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    22500000 | PA      | $22614750.00    | 0.24%             | 2027-01-18      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.           | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2000000 | PA      | $2000360.00     | 0.02%             | 2026-03-18      | Floating      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.           | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     5128000 | PA      | $5156245.23     | 0.05%             | 2027-07-16      | Floating      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.           | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADP3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    18400000 | PA      | $18460768.02    | 0.19%             | 2026-12-16      | Floating      | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.           | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     7560000 | PA      | $7581996.05     | 0.08%             | 2028-12-08      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                           | Avis Budget Car Rental LLC                                                     | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      759000 | PA      | $757986.96      | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                           | Axalta Coating Systems LLC                                                     | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      730000 | PA      | $729626.46      | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                   | BMW US Capital LLC                                                             | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    27402000 | PA      | $27410220.60    | 0.29%             | 2026-04-02      | Floating      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                   | BMW US Capital LLC                                                             | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    14100000 | PA      | $14138775.00    | 0.15%             | 2026-08-13      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                   | BMW US Capital LLC                                                             | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    23581000 | PA      | $23735235.54    | 0.25%             | 2027-08-13      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                   | BMW US Capital LLC                                                             | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    24360000 | PA      | $24477171.60    | 0.25%             | 2027-03-19      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                   | BMW US Capital LLC                                                             | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    20240000 | PA      | $20306566.73    | 0.21%             | 2027-08-11      | Floating      | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                        | Banc of America Funding Trust, Series 2006-D, Class 5A2                        | CUSIP: 058933AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      258855 | PA      | $223933.89      | 0.00%             | 2036-05-20      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                        | Banc of America Funding Trust, Series 2006-1, Class 2A1                        | CUSIP: 05949TBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      151661 | PA      | $136467.70      | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust               | Banc of America Alternative Loan Trust, Series 2006-4, Class 2A1               | CUSIP: 05950AAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      206363 | PA      | $189097.13      | 0.00%             | 2029-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                       | Banc of America Mortgage Trust, Series 2007-3, Class 1A1                       | CUSIP: 05954CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.10           | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp., Series DD                                               | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1068000 | PA      | $1067622.57     | 0.01%             | 2026-03-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                          | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6740000 | PA      | $6754360.38     | 0.07%             | 2027-07-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                          | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    24282000 | PA      | $24413261.94    | 0.25%             | 2028-02-04      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                          | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6591000 | PA      | $6624255.55     | 0.07%             | 2027-09-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                     | Bank of Montreal                                                               | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     8850000 | PA      | $8893276.50     | 0.09%             | 2027-06-04      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                     | Bank of Montreal                                                               | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    24820000 | PA      | $24888391.76    | 0.26%             | 2027-09-10      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                     | Bank of Montreal                                                               | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    17500000 | PA      | $17552582.25    | 0.18%             | 2026-06-05      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                     | Bank of Montreal                                                               | CUSIP: 06376JHC8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    18440000 | PA      | $18474613.54    | 0.19%             | 2028-01-13      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                            | Bank of Nova Scotia (The)                                                      | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     7472000 | PA      | $7472000.00     | 0.08%             | 2026-03-02      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                            | Bank of Nova Scotia (The)                                                      | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     9100000 | PA      | $9149285.60     | 0.10%             | 2027-06-04      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                   | Bank of America NA                                                             | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |     4017000 | PA      | $4028886.30     | 0.04%             | 2026-08-18      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                    | Barclays Bank plc, Series MSFT                                                 | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    11518000 | PA      | $11824586.22    | 0.12%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                         | Barclays Mortgage Loan Trust, Series 2021-NQM1, Class A1                       | CUSIP: 06744UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3391725 | PA      | $3147590.57     | 0.03%             | 2051-09-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust           | Bear Stearns Asset-Backed Securities Trust, Series 2004-SD1, Class M2          | CUSIP: 07384YSG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      783562 | PA      | $725912.68      | 0.01%             | 2042-12-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                               | Bear Stearns ARM Trust, Series 2005-12, Class 22A1                             | CUSIP: 07387AGC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.44           | 0.00%             | 2036-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CDSABX                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     6600000 | PA      | $-1758881.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CDSABX                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    13370000 | PA      | $-3809283.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CDSABX                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    13230000 | PA      | $-3203567.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BILL Holdings, Inc.                                  | BILL Holdings, Inc.                                                            | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     4141000 | PA      | $3809720.00     | 0.04%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                        | BioMarin Pharmaceutical, Inc.                                                  | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     6774000 | PA      | $6538264.80     | 0.07%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CDSABX                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    14170000 | PA      | $-2597445.33    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CDSABX                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6970000 | PA      | $-1223918.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Finance LLC                                     | BofA Finance LLC                                                               | CUSIP: 09709UV70<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |     5837000 | PA      | $7115303.00     | 0.07%             | 2027-05-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                | BofA Securities, Inc.                                                          | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |    65000000 | PA      | $65000000.00    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust, Series 2023-NQM1, Class A1                    | CUSIP: 10568MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5657579 | PA      | $5640936.66     | 0.06%             | 2063-01-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust, Series 2023-NQM1, Class A2                    | CUSIP: 10568MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1490405 | PA      | $1485776.66     | 0.02%             | 2063-01-25      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Bravo Residential Funding Trust                      | Bravo Residential Funding Trust, Series 2025-NQM3, Class A1                    | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |     7884527 | PA      | $7965811.00     | 0.08%             | 2065-03-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                     | CCO Holdings LLC                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $86980.54       | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                     | CCO Holdings LLC                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4140000 | PA      | $4131073.75     | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                      | CHL Mortgage Pass-Through Trust, Series 2006-15, Class A1                      | CUSIP: 12543UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           4 | PA      | $1.67           | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                      | CHL Mortgage Pass-Through Trust, Series 2006-20, Class 1A36                    | CUSIP: 12544ABM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      348933 | PA      | $143867.27      | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                      | CHL Mortgage Pass-Through Trust, Series 2007-5, Class A6                       | CUSIP: 12544VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $0.65           | 0.00%             | 2037-05-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC                                                               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $679131.57      | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC                                                               | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $616250.10      | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2004-5CB, Class 2A1                             | CUSIP: 12667FDC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35049 | PA      | $35043.96       | 0.00%             | 2019-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2005-J6, Class 2A1                              | CUSIP: 12667GVN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13719 | PA      | $13397.59       | 0.00%             | 2025-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2005-J11, Class 5A1                             | CUSIP: 12668AJT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167234 | PA      | $139820.68      | 0.00%             | 2020-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                               | Alternative Loan Trust, Series 2005-50CB, Class 4A1                            | CUSIP: 12668ALL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30553 | PA      | $29379.95       | 0.00%             | 2020-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                      | CHL Mortgage Pass-Through Trust, Series 2005-21, Class A2                      | CUSIP: 126694CE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235853 | PA      | $124680.48      | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                   | Canadian Imperial Bank of Commerce                                             | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    13200000 | PA      | $13270810.74    | 0.14%             | 2026-10-02      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                   | Canadian Imperial Bank of Commerce                                             | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    23060000 | PA      | $23130138.60    | 0.24%             | 2027-09-11      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                   | Canadian Imperial Bank of Commerce                                             | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     9170000 | PA      | $9187583.66     | 0.10%             | 2028-01-13      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                       | Carrington Mortgage Loan Trust, Series 2006-NC1, Class M2                      | CUSIP: 144531EZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18441000 | PA      | $16814444.79    | 0.18%             | 2036-01-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                 | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    19484000 | PA      | $19559315.21    | 0.20%             | 2027-05-14      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                 | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    28200000 | PA      | $28289948.98    | 0.29%             | 2026-10-16      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                 | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UAT7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23087156.20    | 0.24%             | 2027-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                 | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UAW0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    12574000 | PA      | $12597842.19    | 0.13%             | 2027-01-07      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                 | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     9764000 | PA      | $9796201.67     | 0.10%             | 2028-03-03      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                 | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UBA7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     8260000 | PA      | $8272332.18     | 0.09%             | 2027-07-07      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                 | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UBG4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    13770000 | PA      | $13790045.26    | 0.14%             | 2028-01-10      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                 | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    13850000 | PA      | $13895566.50    | 0.14%             | 2029-02-23      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                         | Chase Mortgage Finance Trust, Series 2005-S1, Class 1A15                       | CUSIP: 16162WKV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.05           | 0.00%             | 2035-05-25      | Fixed         | 6.00%                 | 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      | $381425.08      | 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      | $442522.93      | 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      | $-25149.33      | -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      | $-1960.26       | -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      | $639.42         | 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      | $-1011.63       | -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      | $-18239.37      | -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      | $2049.77        | 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      | $11578.12       | 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      | $3135.54        | 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      | $-7594.94       | -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      | $37725.13       | 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      | $-40107.21      | -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      | $-179104.25     | -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      | $158957.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                  | Expand Energy Corp., Escrow                                                    | CUSIP: 165ESCAC8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     5690000 | PA      | $0.06           | 0.00%             | 2026-09-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Chevron USA, Inc.                                    | Chevron USA, Inc.                                                              | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    27222000 | PA      | $27282187.84    | 0.28%             | 2027-02-26      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                    | Chevron USA, Inc.                                                              | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    15209000 | PA      | $15309090.12    | 0.16%             | 2028-02-26      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                    | Chevron USA, Inc.                                                              | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    19750000 | PA      | $19889930.53    | 0.21%             | 2028-08-13      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                                | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    18370000 | PA      | $18383154.57    | 0.19%             | 2027-06-09      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                      | Citigroup, Inc.                                                                | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30620000 | PA      | $30795740.12    | 0.32%             | 2028-05-07      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                        | Citigroup Mortgage Loan Trust, Series 2014-10, Class 4A1                       | CUSIP: 17323FAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263273 | PA      | $262765.21      | 0.00%             | 2037-02-25      | Floating      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                          | Citibank NA                                                                    | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    37728000 | PA      | $37742649.41    | 0.39%             | 2026-04-30      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Citibank NA                                                                    | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    27670000 | PA      | $27709734.12    | 0.29%             | 2026-08-06      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Citibank NA                                                                    | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    27500000 | PA      | $27569065.98    | 0.29%             | 2027-11-19      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Citibank NA                                                                    | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     8270000 | PA      | $8323672.30     | 0.09%             | 2027-05-29      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                             | COLT Mortgage Loan Trust, Series 2023-3, Class A1                              | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |     5759181 | PA      | $5814181.05     | 0.06%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                             | COLT Mortgage Loan Trust, Series 2025-6, Class A1                              | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17901583 | PA      | $18101678.31    | 0.19%             | 2070-08-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     9250000 | PA      | $9252220.00     | 0.10%             | 2026-03-13      | Floating      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                       | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     6140000 | PA      | $6150568.97     | 0.06%             | 2026-11-27      | Floating      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Commvault Systems, Inc.                              | Commvault Systems, Inc.                                                        | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     2823000 | PA      | $2367085.50     | 0.02%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1                | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2663964 | PA      | $2664789.91     | 0.03%             | 2044-05-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1                | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375216 | PA      | $375331.82      | 0.00%             | 2044-01-25      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1                | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10580148 | PA      | $10729714.36    | 0.11%             | 2039-10-25      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12435000 | PA      | $12702949.38    | 0.13%             | 2042-03-25      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19577317 | PA      | $19664853.06    | 0.20%             | 2041-12-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10180692 | PA      | $10339667.49    | 0.11%             | 2042-01-25      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M1                | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      464825 | PA      | $465449.70      | 0.00%             | 2042-04-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3836941 | PA      | $3836941.03     | 0.04%             | 2044-02-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1                | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2523813 | PA      | $2523810.66     | 0.03%             | 2041-12-25      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1                | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6557863 | PA      | $6695416.82     | 0.07%             | 2043-05-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M2                | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6335049 | PA      | $6361072.83     | 0.07%             | 2041-10-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430750 | PA      | $430749.38      | 0.00%             | 2044-07-25      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7566124 | PA      | $7755588.33     | 0.08%             | 2043-01-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1                | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2648335 | PA      | $2653153.93     | 0.03%             | 2043-10-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                  | Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1                | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6425863 | PA      | $6591251.46     | 0.07%             | 2042-12-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.            | Consolidated Edison Co. of New York, Inc.                                      | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    24585000 | PA      | $24621337.12    | 0.26%             | 2027-11-18      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                  | Constellation Energy Generation LLC                                            | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     6440000 | PA      | $6451544.41     | 0.07%             | 2028-01-08      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                     | Cooper-Standard Automotive, Inc.                                               | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    10324591 | PA      | $10554788.08    | 0.11%             | 2027-03-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                     | Cooper-Standard Automotive, Inc.                                               | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     3028603 | PA      | $3068801.65     | 0.03%             | 2027-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                             | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    30000000 | PA      | $30122340.00    | 0.31%             | 2027-03-05      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                             | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    19000000 | PA      | $19035530.00    | 0.20%             | 2026-08-28      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                             | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    23980000 | PA      | $24072496.86    | 0.25%             | 2028-01-21      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                             | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    20250000 | PA      | $20311522.34    | 0.21%             | 2027-05-27      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                      | CoreCivic, Inc.                                                                | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1055443.69     | 0.01%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                   | Credit Agricole SA                                                             | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    13125000 | PA      | $13177802.93    | 0.14%             | 2026-07-05      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                   | Credit Agricole SA                                                             | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    22360000 | PA      | $22479402.40    | 0.23%             | 2027-03-11      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp. | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-5, Class 4A1 | CUSIP: 22541SZL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.13           | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp. | Credit Suisse First Boston Mortgage Securities Corp., Series 2005-7, Class 3A1 | CUSIP: 225458G28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6733 | PA      | $6554.89        | 0.00%             | 2020-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC              | Daimler Truck Finance North America LLC                                        | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     9560000 | PA      | $9599097.53     | 0.10%             | 2027-09-25      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC              | Daimler Truck Finance North America LLC                                        | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    13750000 | PA      | $13765024.49    | 0.14%             | 2028-01-13      | Floating      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Datadog, Inc.                                        | Datadog, Inc.                                                                  | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     6987000 | PA      | $6738961.50     | 0.07%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                 | Deephaven Residential Mortgage Trust, Series 2021-3, Class A1                  | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10329943 | PA      | $9279936.11     | 0.10%             | 2066-08-25      | Variable      | 1.19%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp.                             | John Deere Capital Corp.                                                       | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    11766000 | PA      | $11766153.31    | 0.12%             | 2026-03-03      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                             | John Deere Capital Corp.                                                       | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    14634000 | PA      | $14660109.98    | 0.15%             | 2026-06-08      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                             | John Deere Capital Corp.                                                       | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    13993000 | PA      | $14045346.41    | 0.15%             | 2027-04-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                             | John Deere Capital Corp.                                                       | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    13966000 | PA      | $14030683.67    | 0.15%             | 2027-06-11      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                             | John Deere Capital Corp.                                                       | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    23650000 | PA      | $23787997.75    | 0.25%             | 2027-07-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                             | John Deere Capital Corp.                                                       | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     4430000 | PA      | $4449882.50     | 0.05%             | 2028-03-06      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                             | John Deere Capital Corp.                                                       | CUSIP: 24422EYB9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    23720000 | PA      | $23739972.24    | 0.25%             | 2027-01-05      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust  | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 1A1  | CUSIP: 251510CV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.06           | 0.00%             | 2035-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust  | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 2A1  | CUSIP: 251510CX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47306 | PA      | $46303.46       | 0.00%             | 2020-02-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust        | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2, Class A1       | CUSIP: 25151UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $2.33           | 0.00%             | 2037-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                         | Dexcom, Inc.                                                                   | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     8714000 | PA      | $8160661.00     | 0.08%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                | Walt Disney Co. (The)                                                          | CUSIP: 254687GB6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    36910000 | PA      | $36920334.80    | 0.38%             | 2029-03-14      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                       | DISH DBS Corp.                                                                 | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1797455.11     | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                       | DISH DBS Corp.                                                                 | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2282628.56     | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DoorDash, Inc.                                       | DoorDash, Inc.                                                                 | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     6201000 | PA      | $5974663.50     | 0.06%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DraftKings Holdings, Inc.                            | DraftKings Holdings, Inc.                                                      | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |     5066000 | PA      | $4572065.00     | 0.05%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                        | Dropbox, Inc.                                                                  | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |     2842000 | PA      | $2839158.00     | 0.03%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                        | Dropbox, Inc.                                                                  | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |     4862000 | PA      | $4796363.00     | 0.05%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT                                                 | EFMT, Series 2025-NQM1, Class A1                                               | CUSIP: 26846CAA4<br>LEI: 254900TJEVLCYF1H3X71 | Long             | ABS-MBS          | CORP              | US        |     6651655 | PA      | $6722383.61     | 0.07%             | 2070-01-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                      | Permian Resources Operating LLC                                                | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1574635.71     | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                      | Permian Resources Operating LLC                                                | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      779000 | PA      | $833484.04      | 0.01%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                       | EchoStar Corp.                                                                 | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      236995 | PA      | $837184.84      | 0.01%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp.                               | Envista Holdings Corp.                                                         | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     4201000 | PA      | $4292896.88     | 0.04%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                 | Exact Sciences Corp.                                                           | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     4466000 | PA      | $4637941.00     | 0.05%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                 | FNMA, REMIC, Series 2021-47, Class QI                                          | CUSIP: 3136BH3G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33818356 | PA      | $3922567.41     | 0.04%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                 | Federal Realty OP LP                                                           | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1611480.00     | 0.02%             | 2029-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                            | Ford Motor Credit Co. LLC                                                      | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2695000 | PA      | $2673040.36     | 0.03%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                              | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                            | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     3993351 | PA      | $4010719.86     | 0.04%             | 2034-01-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                              | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                            | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    20713163 | PA      | $20769594.10    | 0.22%             | 2041-10-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                           | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |     1405665 | PA      | $1420607.24     | 0.01%             | 2043-03-25      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1A                           | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |     3307949 | PA      | $3310033.08     | 0.03%             | 2042-02-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1B                           | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |     3510000 | PA      | $3551698.80     | 0.04%             | 2042-02-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1A                           | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |     2117069 | PA      | $2120893.09     | 0.02%             | 2042-03-25      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                           | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    16894100 | PA      | $17242625.28    | 0.18%             | 2042-04-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M1                            | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |     1748307 | PA      | $1751666.89     | 0.02%             | 2044-02-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M1                            | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |     5939866 | PA      | $5946194.79     | 0.06%             | 2044-03-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                              | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class M1                            | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |    11641249 | PA      | $11648762.23    | 0.12%             | 2044-05-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC STACR REMIC Trust, Series 2024-DNA3, Class M2                            | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |     1941816 | PA      | $1942955.39     | 0.02%             | 2044-10-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class M1                            | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |     6572431 | PA      | $6572428.72     | 0.07%             | 2045-01-25      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                 | Frontier Communications Holdings LLC                                           | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505735 | PA      | $511073.03      | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                           | GCAT Trust, Series 2020-NQM1, Class A1                                         | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1309455 | PA      | $1296720.46     | 0.01%             | 2060-01-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                           | GCAT Trust, Series 2019-NQM3, Class A1                                         | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1575767 | PA      | $1556512.79     | 0.02%             | 2059-11-25      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                           | GCAT Trust, Series 2025-NQM1, Class A1                                         | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4913731 | PA      | $4953854.28     | 0.05%             | 2069-11-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| GSAMP Trust                                          | GSAMP Trust, Series 2007-HE1, Class A2C                                        | CUSIP: 3622MDAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8015414 | PA      | $7555958.85     | 0.08%             | 2047-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                              | GSR Mortgage Loan Trust, Series 2006-3F, Class 2A7                             | CUSIP: 362334JV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $1.71           | 0.00%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                          | GSAMP Trust, Series 2006-FM3, Class A1                                         | CUSIP: 36245TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           1 | PA      | $0.67           | 0.00%             | 2036-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                           | GCAT Trust, Series 2025-NQM5, Class A1                                         | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13419467 | PA      | $13469281.34    | 0.14%             | 2070-08-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co.                                    | Georgia Power Co.                                                              | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    33293000 | PA      | $33298317.23    | 0.35%             | 2026-09-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital plc                          | GlaxoSmithKline Capital plc                                                    | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    36800000 | PA      | $36912240.00    | 0.38%             | 2027-03-12      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                 | Glencore Funding LLC                                                           | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    13390000 | PA      | $13449335.24    | 0.14%             | 2027-04-04      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                 | Glencore Funding LLC                                                           | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    13850000 | PA      | $13878060.10    | 0.14%             | 2026-10-01      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                | Global Payments, Inc.                                                          | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1496127.50     | 0.02%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13750000 | PA      | $13854144.29    | 0.14%             | 2028-04-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    18440000 | PA      | $18443504.52    | 0.19%             | 2029-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    41284000 | PA      | $41675440.85    | 0.43%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9390000 | PA      | $9390469.50     | 0.10%             | 2027-03-09      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10886000 | PA      | $10905895.04    | 0.11%             | 2027-09-10      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4535000 | PA      | $4546971.86     | 0.05%             | 2027-10-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                      | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38151FUC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    18460000 | PA      | $18468468.71    | 0.19%             | 2029-02-16      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                               | Goldman Sachs Bank USA                                                         | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     1768000 | PA      | $1768348.30     | 0.02%             | 2027-03-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                               | Goldman Sachs Bank USA                                                         | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    50327000 | PA      | $50382497.60    | 0.52%             | 2027-05-21      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                | Gulfport Energy Corp.                                                          | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        2070 | NS      | $431926.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                            | HCA, Inc.                                                                      | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    15822000 | PA      | $15898527.37    | 0.17%             | 2028-03-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                              | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7320000 | PA      | $7357039.20     | 0.08%             | 2027-08-14      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                       | HSBC USA, Inc.                                                                 | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    31192000 | PA      | $31379619.88    | 0.33%             | 2027-03-04      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                       | HSBC USA, Inc.                                                                 | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    13740000 | PA      | $13832184.68    | 0.14%             | 2028-06-03      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                          | Halozyme Therapeutics, Inc.                                                    | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     7239000 | PA      | $7768351.88     | 0.08%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                       | HarborView Mortgage Loan Trust, Series 2006-9, Class 2A1A                      | CUSIP: 41161XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00           | 0.00%             | 2036-11-19      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                       | HarborView Mortgage Loan Trust, Series 2007-1, Class 2A1A                      | CUSIP: 41164MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.25           | 0.00%             | 2037-03-19      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                | Harvest Commercial Capital Loan Trust, Series 2019-1, Class M4                 | CUSIP: 41753CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3555000 | PA      | $3500485.50     | 0.04%             | 2046-09-25      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                       | Hewlett Packard Enterprise Co.                                                 | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    18340000 | PA      | $18424124.66    | 0.19%             | 2028-09-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                    | Hertz Corp. (The), Escrow                                                      | CUSIP: 428ESCAB3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1753000 | PA      | $175.30         | 0.00%             | 2024-10-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| ESC SANCHEZ                                          | ESC SANCHEZ                                                                    | CUSIP: 429ESCAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3888000 | PA      | $0.04           | 0.00%             | 2070-03-15      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Hyundai Capital America                              | Hyundai Capital America                                                        | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    18310000 | PA      | $18441520.73    | 0.19%             | 2027-06-23      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Match Group Financeco 3, Inc.                        | Match Group Financeco 3, Inc.                                                  | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |     9042000 | PA      | $8142321.00     | 0.08%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                          | IQVIA, Inc.                                                                    | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      275000 | PA      | $274702.31      | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                           | iHeartCommunications, Inc.                                                     | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     2601119 | PA      | $2311016.20     | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                           | iHeartCommunications, Inc.                                                     | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      900000 | PA      | $667638.00      | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                    | iHeartMedia, Inc., Class A                                                     | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       70579 | NS      | $230793.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Impac CMB Trust                                      | Impac CMB Trust, Series 2004-6, Class 1A2                                      | CUSIP: 45254NKD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.49           | 0.00%             | 2034-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                | Incora Top Holdco LLC                                                          | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         611 | NS      | $17083.56       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                          | Crescent Energy Finance LLC                                                    | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      734000 | PA      | $755338.85      | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust         | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M2          | CUSIP: 456606FB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      185664 | PA      | $184275.27      | 0.00%             | 2034-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                         | ING Groep NV                                                                   | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2375000 | PA      | $2376079.63     | 0.02%             | 2027-04-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                         | ING Groep NV                                                                   | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1534000 | PA      | $1543418.76     | 0.02%             | 2027-09-11      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp.                               | Integer Holdings Corp.                                                         | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     3027000 | PA      | $3553698.00     | 0.04%             | 2028-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                          | IQVIA, Inc.                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     3935000 | PA      | $3926394.55     | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Itron, Inc.                                          | Itron, Inc.                                                                    | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $2030437.50     | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                     | JPMorgan Prime Money Market Fund, Class IM                                     | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  5012685676 | NS      | $5014690750.29  | 52.23%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Seasoned Mortgage Trust                     | JPMorgan Seasoned Mortgage Trust, Series 2014-1, Class A2                      | CUSIP: 46643VAC1<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |     1724067 | PA      | $1705548.25     | 0.02%             | 2033-05-25      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods Backstop Equity                          | Moran Foods Backstop Equity                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 21191575117 | NS      | $21191.58       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jazz Investments I Ltd.                              | Jazz Investments I Ltd.                                                        | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2595000 | PA      | $3169792.50     | 0.03%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                         | JD.com, Inc.                                                                   | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      793000 | PA      | $783880.50      | 0.01%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                       | JELD-WEN, Inc.                                                                 | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      900000 | PA      | $736597.26      | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                               | Keurig Dr Pepper, Inc.                                                         | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    38100000 | PA      | $38156785.00    | 0.40%             | 2027-03-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                               | Keurig Dr Pepper, Inc.                                                         | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    55401000 | PA      | $55464403.12    | 0.58%             | 2026-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                | Lehman Mortgage Trust, Series 2006-4, Class 3A1                                | CUSIP: 52520RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4499 | PA      | $4261.19        | 0.00%             | 2021-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                      | Eli Lilly & Co.                                                                | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    19608000 | PA      | $19725294.66    | 0.21%             | 2028-10-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                                                | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     3690000 | PA      | $3687637.29     | 0.04%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                                                | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     3255000 | PA      | $3270428.70     | 0.03%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc.                                                | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     5420000 | PA      | $6070400.00     | 0.06%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                             | Lloyds Banking Group plc                                                       | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4320000 | PA      | $4342958.25     | 0.05%             | 2027-08-07      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                            | MKS, Inc.                                                                      | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      872000 | PA      | $1516844.00     | 0.02%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                      | MYT Holding LLC                                                                | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1412191 | NS      | $353047.75      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MYT Holding LLC                                      | MYT Holding LLC, Series A                                                      | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     2223481 | NS      | $2834938.28     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Macquarie Bank Ltd.                                  | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBN3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    11056000 | PA      | $11089553.85    | 0.12%             | 2026-06-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                  | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     8900000 | PA      | $8962594.59     | 0.09%             | 2026-12-07      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                  | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     9100000 | PA      | $9166794.00     | 0.10%             | 2027-07-02      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                  | Macquarie Bank Ltd.                                                            | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    13830000 | PA      | $13842447.00    | 0.14%             | 2028-02-03      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Mastercard, Inc.                                     | Mastercard, Inc.                                                               | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     1649000 | PA      | $1657809.93     | 0.02%             | 2028-03-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                         | MASTR Alternative Loan Trust, Series 2005-5, Class 3A1                         | CUSIP: 576434T20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $0.73           | 0.00%             | 2035-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.               | Mauser Packaging Solutions Holding Co.                                         | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      845000 | PA      | $865068.75      | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | CDI                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   115000000 | PA      | $-314633.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CDI                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   549850000 | PA      | $-303133.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CDI                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    44200000 | PA      | $-333969.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CDI                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    37000000 | PA      | $-269345.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC              | Mercedes-Benz Finance North America LLC                                        | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    39551000 | PA      | $39620538.17    | 0.41%             | 2026-07-31      | Floating      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC              | Mercedes-Benz Finance North America LLC                                        | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    28405000 | PA      | $28551798.74    | 0.30%             | 2027-11-15      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC              | Mercedes-Benz Finance North America LLC                                        | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    25170000 | PA      | $25280269.77    | 0.26%             | 2027-04-01      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC              | Mercedes-Benz Finance North America LLC                                        | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    17540000 | PA      | $17624751.18    | 0.18%             | 2028-03-31      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                              | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     6909000 | PA      | $6942134.73     | 0.07%             | 2027-09-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                    | Merck & Co., Inc.                                                              | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     9160000 | PA      | $9185428.16     | 0.10%             | 2029-03-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                 | Meritage Homes Corp.                                                           | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1561000 | PA      | $1606195.38     | 0.02%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                          | CUSIP: 5901886X1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100180.19      | 0.00%             | 2026-12-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                | Bank of America Corp.                                                          | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9649000 | PA      | $9671301.15     | 0.10%             | 2026-09-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                   | Metropolitan Life Global Funding I                                             | CUSIP: 592179KK0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $13906076.80    | 0.14%             | 2026-04-09      | Floating      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                  | CDI                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    68750000 | PA      | $-1092440.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                            | MFA Trust, Series 2023-INV2, Class A1                                          | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3726578 | PA      | $3759428.79     | 0.04%             | 2058-10-25      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology, Inc.                           | Microchip Technology, Inc.                                                     | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    10238000 | PA      | $10435127.88    | 0.11%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CDI                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   276690000 | PA      | $319263.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                        | Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1                      | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6287626 | PA      | $6268889.32     | 0.07%             | 2067-10-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                             | Mizuho Markets Cayman LP                                                       | CUSIP: 60700JFT7<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |    18360000 | PA      | $18380028.92    | 0.19%             | 2026-10-09      | Floating      | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                               | Morgan Stanley Bank NA                                                         | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    10150000 | PA      | $10208216.34    | 0.11%             | 2026-10-30      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                               | Morgan Stanley Bank NA                                                         | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    21535000 | PA      | $21652482.25    | 0.23%             | 2028-01-14      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                               | Morgan Stanley Bank NA                                                         | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    24400000 | PA      | $24449288.00    | 0.25%             | 2027-10-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                 | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    25244000 | PA      | $25368598.58    | 0.26%             | 2028-04-13      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                       | Morgan Stanley Private Bank NA                                                 | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    18400000 | PA      | $18443424.00    | 0.19%             | 2028-07-06      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| NACC Reperforming Loan REMIC Trust                   | NACC Reperforming Loan REMIC Trust, Series 2004-R1, Class A1                   | CUSIP: 62951MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      645218 | PA      | $598632.16      | 0.01%             | 2034-03-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NYMT Loan Trust                                      | NYMT Loan Trust, Series 2024-INV1, Class A1                                    | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     4187723 | PA      | $4213994.92     | 0.04%             | 2069-06-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NMG Parent LLC                                       | NMG Parent LLC, Escrow                                                         | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       46864 | NS      | $23432.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                                   | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    13630000 | PA      | $13691530.86    | 0.14%             | 2027-06-11      | Floating      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                                   | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    25400000 | PA      | $25482331.05    | 0.27%             | 2027-10-26      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                         | National Australia Bank Ltd.                                                   | CUSIP: 6325C0EC1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     3275000 | PA      | $3290772.37     | 0.03%             | 2027-01-12      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                              | National Bank of Canada                                                        | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    18050000 | PA      | $18055749.29    | 0.19%             | 2027-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    24035000 | PA      | $24141234.70    | 0.25%             | 2027-02-05      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $13879400.51    | 0.14%             | 2027-09-16      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    36240000 | PA      | $36337578.74    | 0.38%             | 2026-11-22      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 63743HGA4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    16400000 | PA      | $16403522.06    | 0.17%             | 2026-10-30      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.   | National Rural Utilities Cooperative Finance Corp., Series D                   | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    13850000 | PA      | $13864113.15    | 0.14%             | 2027-08-09      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                         | Constellation Renewables LLC, 1st Lien Term Loan                               | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      788009 | PA      | $788252.90      | 0.01%             | 2027-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                   | National Securities Clearing Corp.                                             | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    39731000 | PA      | $39837112.76    | 0.41%             | 2027-05-20      | Floating      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                  | NatWest Markets plc                                                            | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     9170000 | PA      | $9195344.69     | 0.10%             | 2026-09-29      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                  | NatWest Markets plc                                                            | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     9100000 | PA      | $9142223.64     | 0.10%             | 2027-05-17      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                   | New Century Home Equity Loan Trust, Series 2003-5, Class AI7                   | CUSIP: 64352VEF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         230 | PA      | $230.50         | 0.00%             | 2033-11-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                   | New Century Home Equity Loan Trust, Series 2005-1, Class M6                    | CUSIP: 64352VKF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3954858 | PA      | $3993682.43     | 0.04%             | 2035-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                       | RealPage, Inc., 1st Lien Term Loan                                             | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      277675 | PA      | $255924.72      | 0.00%             | 2028-04-24      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                    | DCert Buyer, Inc., 2nd Lien Term Loan                                          | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      220000 | PA      | $176367.40      | 0.00%             | 2029-02-16      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                   | Arches Buyer, Inc., 1st Lien Term Loan                                         | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      192861 | PA      | $191936.91      | 0.00%             | 2027-12-06      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                  | New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1                | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7348841 | PA      | $7206885.76     | 0.08%             | 2057-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Enviri Corp.                                         | Enviri Corp., 1st Lien Term Loan B-3                                           | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |      459673 | PA      | $458331.12      | 0.00%             | 2028-06-09      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Thoughtworks, Inc.                                   | Thoughtworks, Inc., 1st Lien Term Loan B                                       | CUSIP: 90010LAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      178747 | PA      | $168617.13      | 0.00%             | 2028-03-24      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                  | Nexstar Media, Inc.                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2089711.89     | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     9190000 | PA      | $9294211.38     | 0.10%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    37826000 | PA      | $38062412.50    | 0.40%             | 2028-02-04      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                  | Nexstar Media, Inc.                                                            | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1705160.27     | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                        | Nomura Resecuritization Trust, Series 2015-2R, Class 4A1                       | CUSIP: 65540UAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3971 | PA      | $3965.58        | 0.00%             | 2036-12-26      | Floating      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                                | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    18360000 | PA      | $18451710.77    | 0.19%             | 2027-03-19      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                                | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    49611000 | PA      | $49696479.75    | 0.52%             | 2026-03-26      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Conair Holdings LLC                                  | Conair Holdings LLC, 1st Lien Term Loan B                                      | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      585745 | PA      | $316302.53      | 0.00%             | 2028-05-17      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                    | Hertz Corp. (The), 1st Lien Term Loan B                                        | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     1051311 | PA      | $808048.45      | 0.01%             | 2028-06-30      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                    | Hertz Corp. (The), 1st Lien Term Loan C                                        | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      207468 | PA      | $159461.83      | 0.00%             | 2028-06-30      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                      | Madison IAQ LLC, 1st Lien Term Loan                                            | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     2637668 | PA      | $2638169.54     | 0.03%             | 2028-06-21      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| St. George's University Scholastic Services LLC      | St. George's University Scholastic Services LLC, 1st Lien Term Loan            | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      717492 | PA      | $682815.67      | 0.01%             | 2029-02-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                | DIRECTV Financing LLC, 1st Lien Term Loan                                      | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       10831 | PA      | $10830.77       | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                               | Novartis Capital Corp.                                                         | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    12370000 | PA      | $12458318.83    | 0.13%             | 2028-11-05      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                        | Nutanix, Inc.                                                                  | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     7152000 | PA      | $6576264.00     | 0.07%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                  | NuStar Logistics LP                                                            | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      845000 | PA      | $845136.05      | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2021-NQM1, Class A1                                          | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7556683 | PA      | $6814179.73     | 0.07%             | 2066-02-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2022-NQM7, Class A1                                          | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6059669 | PA      | $6054497.83     | 0.06%             | 2062-08-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2023-NQM3, Class A1                                          | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6979555 | PA      | $6969025.88     | 0.07%             | 2063-02-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2024-NQM11, Class A3                                         | CUSIP: 67119EAC0<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |     6436141 | PA      | $6505640.37     | 0.07%             | 2064-06-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2024-NQM13, Class A3                                         | CUSIP: 67119PAC5<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |     2405942 | PA      | $2413045.43     | 0.03%             | 2064-06-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2025-NQM15, Class A1F                                        | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     5072530 | PA      | $5077251.33     | 0.05%             | 2065-07-27      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2025-NQM16, Class A1F                                        | CUSIP: 67122DAD5<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |     3170178 | PA      | $3172823.32     | 0.03%             | 2065-08-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2026-NQM1, Class A1F                                         | CUSIP: 67123HAG8<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |     9337264 | PA      | $9361968.56     | 0.10%             | 2065-11-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| DexKo Global, Inc.                                   | DexKo Global, Inc., 1st Lien Term Loan                                         | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      992268 | PA      | $986602.19      | 0.01%             | 2028-10-04      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2025-NQM18, Class A1                                         | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |     2914290 | PA      | $2935153.08     | 0.03%             | 2065-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2023-NQM5, Class A1A                                         | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2952449 | PA      | $2959913.93     | 0.03%             | 2063-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2025-NQM14, Class A1F                                        | CUSIP: 673924AP1<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |     4199458 | PA      | $4203365.11     | 0.04%             | 2065-07-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2024-NQM12, Class A1                                         | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |     4953386 | PA      | $4988475.70     | 0.05%             | 2064-07-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                            | OBX Trust, Series 2023-NQM10, Class A1                                         | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |     1347713 | PA      | $1360324.87     | 0.01%             | 2063-10-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Oddity Finance LLC                                   | Oddity Finance LLC                                                             | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3268750.00     | 0.03%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                               | ON Semiconductor Corp.                                                         | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     9143000 | PA      | $9184143.50     | 0.10%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                    | Altar Bidco, Inc., 2nd Lien Term Loan                                          | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      251250 | PA      | $235546.88      | 0.00%             | 2030-02-01      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                      | 1261229 BC Ltd.                                                                | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2860000 | PA      | $2957619.38     | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                       | Option One Mortgage Loan Trust, Series 2004-3, Class M2                        | CUSIP: 68389FFU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      328817 | PA      | $361642.07      | 0.00%             | 2034-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                         | Oracle Corp.                                                                   | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    44560000 | PA      | $44088287.84    | 0.46%             | 2028-08-03      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                             | AthenaHealth Group, Inc., 1st Lien Term Loan                                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      258048 | PA      | $250951.42      | 0.00%             | 2029-02-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                           | PRPM Trust, Series 2024-NQM1, Class A1                                         | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1881420 | PA      | $1900876.79     | 0.02%             | 2068-12-25      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                | PayPal Holdings, Inc.                                                          | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    25917000 | PA      | $25979822.81    | 0.27%             | 2028-03-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.              | Pepsico Singapore Financing I Pte. Ltd.                                        | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    22350000 | PA      | $22428832.25    | 0.23%             | 2027-02-16      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                         | Pfizer, Inc.                                                                   | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     6426000 | PA      | $6448619.52     | 0.07%             | 2027-11-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                    | Philip Morris International, Inc.                                              | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10057872.70    | 0.10%             | 2028-04-28      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                  | Altice Financing SA, 1st Lien Term Loan                                        | CUSIP: L0178UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      171684 | PA      | $126187.59      | 0.00%             | 2027-10-29      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                         | Public Storage Operating Co.                                                   | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    48082000 | PA      | $48281309.03    | 0.50%             | 2027-04-16      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                           | RALI Trust, Series 2006-QS18, Class 3A3                                        | CUSIP: 74922RAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7731 | PA      | $3475.98        | 0.00%             | 2036-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                              | RHP Hotel Properties LP                                                        | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2824356.78     | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                          | RFMSI Trust, Series 2006-SA4, Class 2A1                                        | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346875 | PA      | $293836.09      | 0.00%             | 2036-11-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                          | RFMSI Trust, Series 2006-S10, Class 1A1                                        | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $1.45           | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC                               | Guardian US Holdco LLC, 1st Lien Term Loan                                     | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |      341285 | PA      | $332967.88      | 0.00%             | 2030-01-31      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                 | INEOS US Finance LLC, 1st Lien Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     1780982 | PA      | $1491572.73     | 0.02%             | 2030-02-18      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                          | Asurion LLC, 1st Lien Term Loan B-11                                           | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      609275 | PA      | $608702.04      | 0.01%             | 2028-08-21      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| RAMP Trust                                           | RAMP Trust, Series 2005-EFC6, Class M4                                         | CUSIP: 76112BK58<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2540000 | PA      | $2427023.09     | 0.03%             | 2035-11-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust               | Residential Asset Securitization Trust, Series 2006-R1, Class A2               | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $0.36           | 0.00%             | 2046-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                         | Rexford Industrial Realty LP                                                   | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     4984000 | PA      | $4971540.00     | 0.05%             | 2029-03-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                               | Shutterfly Finance LLC, 1st Lien Term Loan B                                   | CUSIP: 82568TAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98908 | PA      | $98908.00       | 0.00%             | 2027-10-01      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                 | Roche Holdings, Inc.                                                           | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    16227000 | PA      | $16308128.67    | 0.17%             | 2026-11-13      | Floating      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                               | Shutterfly Finance LLC, 2nd Lien Term Loan                                     | CUSIP: 82568TAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      230445 | PA      | $212634.36      | 0.00%             | 2027-10-01      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                 | Royal Bank of Canada                                                           | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    13720000 | PA      | $13762502.64    | 0.14%             | 2026-11-02      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                 | Royal Bank of Canada                                                           | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    33077000 | PA      | $33094255.61    | 0.34%             | 2026-04-27      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                 | Royal Bank of Canada                                                           | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    36740000 | PA      | $36861944.10    | 0.38%             | 2026-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                 | Royal Bank of Canada                                                           | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    36750000 | PA      | $36813697.67    | 0.38%             | 2027-07-23      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                 | Royal Bank of Canada                                                           | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    18400000 | PA      | $18418929.74    | 0.19%             | 2026-08-03      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                 | Royal Bank of Canada                                                           | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     9220000 | PA      | $9249923.79     | 0.10%             | 2028-03-27      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                 | Royal Bank of Canada                                                           | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     9150000 | PA      | $9175471.50     | 0.10%             | 2027-10-18      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                            | Serta Simmons Bedding LLC, 1st Lien Term Loan                                  | CUSIP: 81753HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       89394 | PA      | $83550.82       | 0.00%             | 2028-06-29      | Variable      | 11.29%                | No            |                  2 | On Loan: No      |
| US Renal Care, Inc.                                  | US Renal Care, Inc., 1st Lien Term Loan C                                      | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     1104326 | PA      | $1042627.38     | 0.01%             | 2028-06-28      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                        | SG Residential Mortgage Trust, Series 2022-2, Class A1                         | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13909512 | PA      | $13901531.70    | 0.14%             | 2062-08-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                        | SG Residential Mortgage Trust, Series 2022-2, Class A2                         | CUSIP: 78434KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4091265 | PA      | $4086320.61     | 0.04%             | 2062-08-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                              | SS&C Technologies, Inc.                                                        | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289563.87      | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sanofi SA                                            | Sanofi SA                                                                      | CUSIP: 801060AF1<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     4600000 | PA      | $4619528.33     | 0.05%             | 2027-11-03      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust            | Santander Mortgage Asset Receivable Trust, Series 2025-NQM1, Class A1          | CUSIP: 80262BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7879728 | PA      | $7949000.65     | 0.08%             | 2065-01-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust            | Santander Mortgage Asset Receivable Trust, Series 2025-NQM2, Class A1          | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6717106 | PA      | $6797236.77     | 0.07%             | 2065-02-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                      | Moran Foods LLC, 2nd Lien PIK Term Loan                                        | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4186208 | PA      | $0.04           | 0.00%             | 2026-06-30      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                      | TransDigm, Inc., 1st Lien Term Loan J                                          | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      423804 | PA      | $423697.94      | 0.00%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                         | Saxon Asset Securities Trust, Series 2002-3, Class AF6                         | CUSIP: 805564MG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      452083 | PA      | $448096.36      | 0.00%             | 2031-05-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                         | Scotts Miracle-Gro Co. (The)                                                   | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499519.65      | 0.01%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust       | Securitized Asset-Backed Receivables LLC Trust, Series 2006-WM2, Class A2A     | CUSIP: 81376GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           3 | PA      | $1.90           | 0.00%             | 2036-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust       | Securitized Asset-Backed Receivables LLC Trust, Series 2006-NC3, Class A1      | CUSIP: 81377CAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           1 | PA      | $0.68           | 0.00%             | 2036-09-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                      | Moran Foods LLC, 1st Lien PIK Term Loan                                        | CUSIP: 61647DAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3014916 | PA      | $749206.72      | 0.01%             | 2026-06-30      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| WEC US Holdings, Inc.                                | WEC US Holdings, Inc., 1st Lien Term Loan                                      | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     1508412 | PA      | $1503434.65     | 0.02%             | 2031-01-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                        | Adient US LLC, 1st Lien Term Loan B-2                                          | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      565509 | PA      | $564451.96      | 0.01%             | 2031-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                            | UKG, Inc., 1st Lien Term Loan                                                  | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     1161455 | PA      | $1096994.05     | 0.01%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                       | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      570339 | PA      | $571884.73      | 0.01%             | 2028-08-23      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                | Shift4 Payments, Inc.                                                          | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1191735.00     | 0.01%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                               | Shutterfly Finance LLC                                                         | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2753260 | PA      | $2575234.21     | 0.03%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                               | Shutterfly Finance LLC                                                         | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      307144 | PA      | $305608.28      | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding BV                                   | Siemens Funding BV                                                             | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    16380000 | PA      | $16458607.62    | 0.17%             | 2028-05-26      | Floating      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                              | Quikrete Holdings, Inc., 1st Lien Term Loan B-2                                | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      807029 | PA      | $806609.09      | 0.01%             | 2029-03-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                     | Skandinaviska Enskilda Banken AB                                               | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     8960000 | PA      | $9026536.96     | 0.09%             | 2027-03-05      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Snap, Inc.                                           | Snap, Inc.                                                                     | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     3508000 | PA      | $3382764.40     | 0.04%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                           | Snap, Inc.                                                                     | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     2659000 | PA      | $2155119.50     | 0.02%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                      | Snowflake, Inc.                                                                | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     1291000 | PA      | $1627951.00     | 0.02%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                  | Societe Generale SA                                                            | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    13750000 | PA      | $13808025.00    | 0.14%             | 2027-02-19      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                              | SoFi Technologies, Inc.                                                        | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |     3008000 | PA      | $3177952.00     | 0.03%             | 2026-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                        | Staples, Inc., 1st Lien Term Loan                                              | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     1138564 | PA      | $1016167.98     | 0.01%             | 2029-08-23      | Variable      | 9.41%                 | No            |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                    | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                          | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |      614425 | PA      | $614234.40      | 0.01%             | 2031-06-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                        | White Cap Supply Holdings LLC, 1st Lien Term Loan C                            | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      645073 | PA      | $636873.72      | 0.01%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                        | Virtusa Corp., 1st Lien Term Loan B-2                                          | CUSIP: 92828KAP7<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |      230376 | PA      | $210985.62      | 0.00%             | 2029-02-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                | Venator Materials LLC, 1st Lien Term Loan                                      | CUSIP: L9632YAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      618393 | PA      | $49471.44       | 0.00%             | 2028-10-12      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                              | Jazz Financing Lux SARL, 1st Lien Term Loan B-2                                | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      365689 | PA      | $366654.89      | 0.00%             | 2028-05-05      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                          | Project Boost Purchaser LLC, 1st Lien Term Loan                                | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      743118 | PA      | $706890.87      | 0.01%             | 2031-07-16      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                          | Block, Inc.                                                                    | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     5295000 | PA      | $5249992.50     | 0.05%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                  | Starwood Mortgage Residential Trust, Series 2022-4, Class A1                   | CUSIP: 85571YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9104202 | PA      | $9086779.75     | 0.09%             | 2067-05-25      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                  | Starwood Mortgage Residential Trust, Series 2019-INV1, Class A3                | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      236213 | PA      | $234835.52      | 0.00%             | 2049-09-27      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                  | Starwood Mortgage Residential Trust, Series 2022-2, Class A1                   | CUSIP: 85573UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3361943 | PA      | $3290712.80     | 0.03%             | 2067-02-25      | Variable      | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                | Sumitomo Mitsui Financial Group, Inc.                                          | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    17550000 | PA      | $17618824.26    | 0.18%             | 2026-07-13      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                      | Sumitomo Mitsui Trust Bank Ltd.                                                | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    18650000 | PA      | $18653257.97    | 0.19%             | 2026-03-09      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                      | Sumitomo Mitsui Trust Bank Ltd.                                                | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     7800000 | PA      | $7840259.93     | 0.08%             | 2026-09-14      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp., 1st Lien Term Loan B                                    | CUSIP: 92929LBA5<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |     1177608 | PA      | $1179080.14     | 0.01%             | 2031-01-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                             | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    13125000 | PA      | $13161098.61    | 0.14%             | 2026-06-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                             | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     4450000 | PA      | $4463009.00     | 0.05%             | 2027-05-28      | Floating      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                          | Swedbank AB                                                                    | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    16800000 | PA      | $16856285.88    | 0.18%             | 2026-06-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                           | Trident TPI Holdings, Inc., 1st Lien Term Loan B-7                             | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      581817 | PA      | $560848.26      | 0.01%             | 2028-09-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                      | Moran Foods LLC, 1st Lien Term Loan A                                          | CUSIP: 61647DAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      799605 | PA      | $759624.67      | 0.01%             | 2029-01-02      | Variable      | 6.13%                 | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                      | Moran Foods LLC, 1st Lien Term Loan                                            | CUSIP: 61647DAY8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      753855 | PA      | $716162.21      | 0.01%             | 2029-01-02      | Variable      | 12.13%                | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                               | Tenet Healthcare Corp.                                                         | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     6530000 | PA      | $6533801.96     | 0.07%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                | Terwin Mortgage Trust, Series 2006-3, Class 2A2                                | CUSIP: 881561V92<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      547981 | PA      | $541496.38      | 0.01%             | 2037-04-25      | Floating      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                 | Prime Security Services Borrower LLC, 1st Lien Term Loan B-1                   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      433531 | PA      | $432495.12      | 0.00%             | 2030-10-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                      | Whatabrands LLC, 1st Lien Term Loan B                                          | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      911809 | PA      | $909301.92      | 0.01%             | 2028-08-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                            | USI, Inc., 1st Lien Term Loan D                                                | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      409745 | PA      | $407696.70      | 0.00%             | 2029-11-21      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC                          | Skopima Consilio Parent LLC, 1st Lien Term Loan                                | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      131483 | PA      | $103674.04      | 0.00%             | 2028-05-12      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Whitewater Whistler Holdings LLC                     | Whitewater Whistler Holdings LLC, 1st Lien Term Loan B-3                       | CUSIP: 96620EAF4<br>LEI: 549300FRGKJP12ZORL46 | Long             | LON              | CORP              | US        |      550026 | PA      | $548375.55      | 0.01%             | 2030-02-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                    | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    24160000 | PA      | $24240316.30    | 0.25%             | 2026-07-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                    | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    19772000 | PA      | $19855457.61    | 0.21%             | 2027-04-05      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                    | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    19300000 | PA      | $19345548.00    | 0.20%             | 2026-12-17      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                          | Toronto-Dominion Bank (The)                                                    | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    18400000 | PA      | $18498582.05    | 0.19%             | 2028-01-31      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                           | iHeartCommunications, Inc., 1st Lien Term Loan B                               | CUSIP: 45174UAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1678687 | PA      | $1449260.80     | 0.02%             | 2029-05-01      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust, Series 2019-HY2, Class A1                           | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2847850 | PA      | $2907687.60     | 0.03%             | 2058-05-25      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                            | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    29808000 | PA      | $29858733.22    | 0.31%             | 2026-05-18      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                            | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23081546.04    | 0.24%             | 2027-03-19      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                            | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2634000 | PA      | $2634735.20     | 0.03%             | 2026-04-10      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                            | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TMZ5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     9123000 | PA      | $9146639.79     | 0.10%             | 2027-01-08      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                            | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    21331000 | PA      | $21434050.06    | 0.22%             | 2027-05-14      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                            | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TNP6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    25596000 | PA      | $25637556.39    | 0.27%             | 2027-08-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                            | Toyota Motor Credit Corp., Series B                                            | CUSIP: 89236TPG4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    25390000 | PA      | $25449920.15    | 0.27%             | 2028-01-12      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                | Venator Materials LLC, 1st Lien Term Loan B                                    | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      385118 | PA      | $308094.10      | 0.00%             | 2026-07-16      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| HUB International Ltd.                               | HUB International Ltd., 1st Lien Term Loan                                     | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      538849 | PA      | $532339.35      | 0.01%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                      | Transocean Titan Financing Ltd.                                                | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      268976 | PA      | $274963.87      | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                | Utz Quality Foods LLC, 1st Lien Term Loan B                                    | CUSIP: 91809EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      210679 | PA      | $210151.94      | 0.00%             | 2032-01-29      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                   | Primo Brands Corp., 1st Lien Term Loan                                         | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |      847658 | PA      | $846751.37      | 0.01%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                   | APi Group DE, Inc., 1st Lien Term Loan                                         | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |      476717 | PA      | $477503.13      | 0.00%             | 2029-01-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS AG                                               | UBS AG                                                                         | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    36670000 | PA      | $36697502.50    | 0.38%             | 2027-05-17      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                               | TK Elevator Midco GmbH, 1st Lien Term Loan B-1                                 | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      355131 | PA      | $354971.29      | 0.00%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                           | US Bank NA                                                                     | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    17277000 | PA      | $17303606.06    | 0.18%             | 2027-10-22      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Bills                                                            | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6161000 | PA      | $6133106.07     | 0.06%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    36855000 | PA      | $36897531.04    | 0.38%             | 2026-07-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Unity Software, Inc.                                 | Unity Software, Inc.                                                           | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     3768000 | PA      | $3641772.00     | 0.04%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                 | EW Scripps Co. (The), 1st Lien Term Loan B-3                                   | CUSIP: 26928BAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      173336 | PA      | $167789.61      | 0.00%             | 2029-11-30      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                         | Verizon Communications, Inc.                                                   | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4848000 | PA      | $4849289.42     | 0.05%             | 2026-03-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust, Series 2024-7, Class A1                            | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     6911287 | PA      | $6938442.37     | 0.07%             | 2069-09-25      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust, Series 2021-6, Class A1                            | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7381590 | PA      | $6627294.36     | 0.07%             | 2066-10-25      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Proofpoint, Inc.                                     | Proofpoint, Inc., 1st Lien Term Loan                                           | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      547424 | PA      | $523217.33      | 0.01%             | 2028-08-31      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                          | Visio Trust, Series 2022-1, Class A1                                           | CUSIP: 92838CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1946486 | PA      | $1946197.29     | 0.02%             | 2057-08-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Trust                     | Vista Point Securitization Trust, Series 2020-2, Class A1                      | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1286835 | PA      | $1254622.68     | 0.01%             | 2065-04-25      | Variable      | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Crown Finance US, Inc.                               | Crown Finance US, Inc., 1st Lien Term Loan                                     | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      992506 | PA      | $962909.73      | 0.01%             | 2031-12-02      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC              | Volkswagen Group of America Finance LLC                                        | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    22956000 | PA      | $22963677.63    | 0.24%             | 2026-03-20      | Floating      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC              | Volkswagen Group of America Finance LLC                                        | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    13760000 | PA      | $13805545.60    | 0.14%             | 2026-08-14      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Wix.com Ltd.                                         | Wix.com Ltd.                                                                   | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     5866000 | PA      | $4843556.20     | 0.05%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Walmart, Inc.                                        | Walmart, Inc.                                                                  | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    35753000 | PA      | $35855929.67    | 0.37%             | 2027-04-28      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                   | Vertiv Group Corp., 1st Lien Term Loan B-4                                     | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |     1142624 | PA      | $1142624.02     | 0.01%             | 2032-08-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Indy US Holdco LLC                                   | Indy US Holdco LLC, 1st Lien Term Loan                                         | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      403233 | PA      | $389120.25      | 0.00%             | 2030-10-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                            | First Student Bidco, Inc., 1st Lien Term Loan B                                | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      702953 | PA      | $701638.56      | 0.01%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                            | First Student Bidco, Inc., 1st Lien Term Loan C                                | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      128623 | PA      | $128382.39      | 0.00%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Knowlton Development Corp., Inc.                     | Knowlton Development Corp., Inc., 1st Lien Term Loan                           | CUSIP: C4953EAH8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      329271 | PA      | $325636.21      | 0.00%             | 2028-08-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                  | Buckeye Partners LP, 1st Lien Term Loan B-7                                    | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      435478 | PA      | $436384.14      | 0.00%             | 2032-11-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                  | Wells Fargo Bank NA                                                            | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    17560000 | PA      | $17609519.20    | 0.18%             | 2026-08-07      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                  | Wells Fargo Bank NA                                                            | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |      450000 | PA      | $453028.50      | 0.00%             | 2026-12-11      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                    | Wells Fargo & Co.                                                              | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    27496000 | PA      | $27566939.68    | 0.29%             | 2028-01-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                     | Altice France SA, 1st Lien Term Loan B-14                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      214123 | PA      | $214336.87      | 0.00%             | 2031-05-30      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.               | Mauser Packaging Solutions Holding Co., 1st Lien Term Loan                     | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |       50000 | PA      | $49148.50       | 0.00%             | 2030-04-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| AWS Claire's LLC                                     | AWS Claire's LLC, 1st Lien Term Loan                                           | CUSIP: 05455VAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      656493 | PA      | $656492.73      | 0.01%             | 2030-09-18      | Variable      | 10.00%                | No            |                  3 | On Loan: No      |
| Westpac Banking Corp.                                | Westpac Banking Corp.                                                          | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    20300000 | PA      | $20306902.00    | 0.21%             | 2026-04-16      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                | Westpac Banking Corp.                                                          | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    23000000 | PA      | $23059590.70    | 0.24%             | 2026-10-20      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                      | MED ParentCo LP, 1st Lien Term Loan B                                          | CUSIP: 58401DAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      354122 | PA      | $353601.47      | 0.00%             | 2031-04-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp.                          | PAREXEL International Corp., 1st Lien Term Loan                                | CUSIP: 71911KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      970525 | PA      | $958393.85      | 0.01%             | 2031-12-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                  | Bausch + Lomb Corp., 1st Lien Term Loan                                        | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      713638 | PA      | $713280.71      | 0.01%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                           | Garda World Security Corp., 1st Lien Term Loan                                 | CUSIP: C4000KAH7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      288350 | PA      | $287450.08      | 0.00%             | 2029-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries, Inc.                           | Winnebago Industries, Inc.                                                     | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1302030.00     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                        | Workiva, Inc.                                                                  | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1246825.00     | 0.01%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                      | Wynn Macau Ltd.                                                                | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2305000 | PA      | $2324592.50     | 0.02%             | 2029-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Zoetis, Inc.                                         | Zoetis, Inc.                                                                   | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     4106000 | PA      | $4301035.00     | 0.04%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ZTO Express Cayman, Inc.                             | ZTO Express Cayman, Inc.                                                       | CUSIP: 98980AAB1<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |     1454000 | PA      | $1433644.00     | 0.01%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                        | Zscaler, Inc.                                                                  | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     5183000 | PA      | $4747628.00     | 0.05%             | 2028-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FGI Operating Co. LLC                                | FGI Operating Co. LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2242562 | PA      | $22425.62       | 0.00%             | 2026-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                      | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       92623 | PA      | $87992.29       | 0.00%             | 2026-06-30      | Variable      | 15.23%                | No            |                  3 | On Loan: No      |
| Venator Materials LLC                                | Venator Materials LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      385876 | PA      | $308701.00      | 0.00%             | 2026-03-16      | Variable      | 13.89%                | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                  | Medline Borrower LP, 1st Lien Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       69762 | PA      | $69837.09       | 0.00%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ICITII                                               | ICITII                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      415299 | PA      | $185991.60      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| New Evhc Physical Equity                             | New Evhc Physical Equity                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       36258 | NS      | $557466.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mallinckrodt plc                                     | Mallinckrodt plc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4790 | NS      | $480319.65      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| International Oncology Care, Inc.                    | International Oncology Care, Inc.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      157709 | NS      | $2490225.11     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Serta Simmons Bedding LLC                            | Serta Simmons Bedding LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       21927 | NS      | $198439.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSB Equipment Co., Inc.                              | SSB Equipment Co., Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       21927 | NS      | $0.02           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Keenova Therapeutics plc                             | Keenova Therapeutics plc                                                       | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |   218251560 | NS      | $218.25         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nmg Escrow                                           | Nmg Escrow                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        5214 | NS      | $2607.00        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Escrow Rite Aid                                      | Escrow Rite Aid                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      128656 | PA      | $0.00           | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Incora Intermediate LLC                              | Incora Intermediate LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       18906 | NS      | $211558.14      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Remington LLC                                        | Remington LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    10425437 | NS      | $10.43          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                                | CUSIP: 65559D2A6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    22030000 | PA      | $22067957.69    | 0.23%             | 2026-03-26      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Cellnex Telecom SA                                   | Cellnex Telecom SA                                                             | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     3800000 | PA      | $4745651.22     | 0.05%             | 2028-07-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| LEG Immobilien SE                                    | LEG Immobilien SE                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      700000 | PA      | $780770.49      | 0.01%             | 2028-06-30      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                   | ANA Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | DBT              | CORP              | JP        |   400000000 | PA      | $3137706.91     | 0.03%             | 2031-12-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| STMicroelectronics NV                                | STMicroelectronics NV, Series B                                                | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | DBT              | CORP              | NL        |     5400000 | PA      | $5509976.72     | 0.06%             | 2027-08-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                | Nissan Motor Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |   340000000 | PA      | $2772644.32     | 0.03%             | 2031-07-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Xero Investments Ltd.                                | Xero Investments Ltd.                                                          | CUSIP: N/A<br>LEI: 25490002CIY32NFE4689       | Long             | DBT              | CORP              | NZ        |     3462000 | PA      | $3245625.00     | 0.03%             | 2031-06-12      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                   | JFE Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | DBT              | CORP              | JP        |   740000000 | PA      | $4904428.01     | 0.05%             | 2028-09-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                              | Eni SpA                                                                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     3800000 | PA      | $5357976.72     | 0.06%             | 2030-09-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.              | Citigroup Global Markets Holdings, Inc.                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | DBT              | CORP              | US        |     8000000 | PA      | $10024195.10    | 0.10%             | 2030-02-05      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Baidu, Inc.                                          | Baidu, Inc.                                                                    | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | DBT              | CORP              | KY        |     5100000 | PA      | $4771050.00     | 0.05%             | 2032-03-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                | Kansai Paint Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | DBT              | CORP              | JP        |   820000000 | PA      | $5731309.83     | 0.06%             | 2029-03-08      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE, Series SUFP                                             | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     6900000 | PA      | $9284965.93     | 0.10%             | 2031-06-28      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets Funding Luxembourg SCA      | Citigroup Global Markets Funding Luxembourg SCA                                | CUSIP: N/A<br>LEI: 549300EVRWDWFJUNNP53       | Long             | DBT              | CORP              | LU        |     6400000 | PA      | $8105398.57     | 0.08%             | 2028-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Taiyo Yuden Co. Ltd.                                 | Taiyo Yuden Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800V9G3X5PLB9AD43       | Long             | DBT              | CORP              | JP        |   740000000 | PA      | $5899529.34     | 0.06%             | 2030-10-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Orpar SA                                             | Orpar SA                                                                       | CUSIP: N/A<br>LEI: 969500Q51JTZKFW62B83       | Long             | DBT              | CORP              | FR        |     4700000 | PA      | $5286997.19     | 0.06%             | 2031-02-07      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                           | Morgan Stanley Finance LLC, Series 0001                                        | CUSIP: N/A<br>LEI: 5493003FCPSE9RKT4B56       | Long             | DBT              | CORP              | US        |     3000000 | PA      | $4893750.00     | 0.05%             | 2028-03-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.              | Citigroup Global Markets Holdings, Inc.                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4593219.03     | 0.05%             | 2029-04-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Vinci SA                                             | Vinci SA                                                                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |     2900000 | PA      | $3845442.84     | 0.04%             | 2030-02-18      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Rohm Co. Ltd.                                        | Rohm Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | DBT              | CORP              | JP        |   600000000 | PA      | $4408798.39     | 0.05%             | 2029-04-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| QIAGEN NV                                            | QIAGEN NV                                                                      | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $3362190.18     | 0.04%             | 2031-09-10      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Anllian Capital 2 Ltd.                               | Anllian Capital 2 Ltd.                                                         | CUSIP: N/A<br>LEI: 529900ESV3CEMDZ51067       | Long             | DBT              | CORP              | VG        |     7500000 | PA      | $8862000.00     | 0.09%             | 2029-12-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                           | Vonovia SE, Series A                                                           | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     2900000 | PA      | $3492244.32     | 0.04%             | 2030-05-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                              | Fresenius SE & Co. KGaA                                                        | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     2600000 | PA      | $3014871.53     | 0.03%             | 2028-03-11      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.       | Goldman Sachs Finance Corp. International Ltd.                                 | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |     4400000 | PA      | $4222119.39     | 0.04%             | 2028-11-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Legrand SA                                           | Legrand SA                                                                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |     6300000 | PA      | $8836832.90     | 0.09%             | 2033-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                                      | Canadian Dollar                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |         770 | OU      | $564.77         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                 | EURO                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      524668 | OU      | $619947.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 5 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        4214 | NC      | $1275391.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 5 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -10 | NC      | $-3374.07       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Venator Materials plc                                | Venator Materials plc                                                          | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |         294 | NS      | $3234.00        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| British Pound                                        | British Pound                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |          87 | OU      | $117.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                         | Japanese Yen                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |      171516 | OU      | $1098.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SES SA                                               | SES SA                                                                         | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |      129505 | NS      | $1950669.06     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Norwegian Krone                                      | Norwegian Krone                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |         101 | OU      | $10.67          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | 3 Month SOFR                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -1840 | NC      | $-1012000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | 3 Month SOFR                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -920 | NC      | $-379500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | 3 Month SOFR                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -1840 | NC      | $-1483500.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | 3 Month SOFR                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        1840 | NC      | $776480.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | 3 Month SOFR                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        1840 | NC      | $247480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | 3 Month SOFR                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         920 | NC      | $92000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                        | Swedish Krona                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |           0 | OU      | $0.00           | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 2 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         557 | NC      | $99267.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury 10 Year Note                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -47 | NC      | $-23255.81      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                  | U.S. Treasury Ultra Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -886 | NC      | $-1006317.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                          | Euronext NV                                                                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1690747.75     | 0.02%             | 2032-05-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer