# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001410368-26-006418
**Filing Date:** 2026-1
**Character Count:** 520758
**Document Hash:** bc3982a51d0ad71b47459d8d18223110
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006418.hdr.sgml**: 20260122

**ACCESSION NUMBER**: 0001410368-26-006418

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260122

**DATE AS OF CHANGE**: 20260122

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 26551792

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

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

## Series and Classes Contracts Data

### Lord Abbett Short Duration Income Fund (Series ID: S000007279)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000019991 | Class I      | LLDYX           |
| C000019992 | Class A      | LALDX           |
| C000019994 | Class C      | LDLAX           |
| C000054891 | Class F      | LDLFX           |
| C000054892 | Class R2     | LDLQX           |
| C000054893 | Class R3     | LDLRX           |
| C000156626 | Class R4     | LDLKX           |
| C000156627 | Class R5     | LDLTX           |
| C000156628 | Class R6     | LDLVX           |
| C000188238 | Class F3     | LOLDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT INVESTMENT TRUST

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

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

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

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Lord Abbett Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000007279

- **c. LEI of Series:** 0O8RLNVRD61T45VNF625

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $46845900858.50

**Total Liabilities:** $3950603214.59

**Net Assets:** $42895297643.91

**Delayed Delivery Securities:** $3070531744.17

**Cash Not Reported:** $338798423.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -157220.89000000 | **1-Year:** -2924551.59000000 | **5-Year:** -3111613.70000000 | **10-Year:** -72777.68000000 | **30-Year:** -25446.97000000

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

- **3-Month:** -86452.21000000 | **1-Year:** -780421.00000000 | **5-Year:** -1023951.77000000 | **10-Year:** -39468.65000000 | **30-Year:** 9159.71000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019991 | 0.43%                | 0.43%                | 0.41%                |
| Class ID C000019992 | 0.41%                | 0.41%                | 0.40%                |
| Class ID C000019994 | 0.36%                | 0.36%                | 0.34%                |
| Class ID C000054891 | 0.42%                | 0.42%                | 0.40%                |
| Class ID C000054892 | 0.38%                | 0.38%                | 0.36%                |
| Class ID C000054893 | 0.38%                | 0.39%                | 0.37%                |
| Class ID C000156626 | 0.40%                | 0.41%                | 0.39%                |
| Class ID C000156627 | 0.42%                | 0.17%                | 0.67%                |
| Class ID C000156628 | 0.43%                | 0.44%                | 0.42%                |
| Class ID C000188238 | 0.43%                | 0.44%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25030831.47             | $-11987702.67                              |
| Month 2  | $42953320.70             | $19650907.32                               |
| Month 3  | $5470538.70              | $10848566.69                               |

**Designated Index Information**

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

- **Index Identifier:** BC706T

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                                                           | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   48000000 | PA      | $48049120.80  | 0.11%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                          | AG Issuer LLC                                                                                                              | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30514000 | PA      | $30638680.20  | 0.07%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                           | AGL CLO 17 Ltd                                                                                                             | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |    8700000 | PA      | $8687124.00   | 0.02%             | 2035-01-21      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                           | AES Corp/The                                                                                                               | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   61750000 | PA      | $63209609.45  | 0.15%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                          | AIB Group PLC                                                                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   43907000 | PA      | $46723125.17  | 0.11%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                          | AIB Group PLC                                                                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   10053000 | PA      | $10399661.42  | 0.02%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                                                                                  | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   14170000 | PA      | $14551864.07  | 0.03%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                 | AS Mileage Plan IP Ltd                                                                                                     | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   15559000 | PA      | $15615800.00  | 0.04%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ASP WHCO PARTN 2025 2 LP                               | ASP WHCO PARTN 2025 2 LP                                                                                                   | CUSIP: 00218YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   85000000 | PA      | $84996838.00  | 0.20%             | 2029-03-29      | Variable      | 6.53%                 | No            |                  3 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                               | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   13225121 | PA      | $13264835.58  | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ACREC 2021-FL1 Ltd.                                    | ACREC 2021-FL1 Ltd                                                                                                         | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17479012 | PA      | $17480340.62  | 0.04%             | 2036-10-16      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                                    | Activision Blizzard Inc                                                                                                    | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12689154.15  | 0.03%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                  | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   33329000 | PA      | $33744313.34  | 0.08%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                                   | AEGON Funding Co LLC                                                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   31375000 | PA      | $31887299.16  | 0.07%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   65727000 | PA      | $66293178.95  | 0.15%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust Series 2025-3                                                                                          | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   64550000 | PA      | $64738195.53  | 0.15%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-A                                                                                   | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32865000 | PA      | $32949725.97  | 0.08%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-A                                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   73620000 | PA      | $73806862.28  | 0.17%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-B                                                                                   | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16765000 | PA      | $16808233.58  | 0.04%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14, LTD.                                       | AGL CLO 14 Ltd                                                                                                             | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15007470.00  | 0.03%             | 2034-12-02      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                             | Air Canada                                                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   62132000 | PA      | $61845708.17  | 0.14%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                                                                                             | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10558179.77  | 0.02%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                          | Aircastle Ltd                                                                                                              | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   32497000 | PA      | $33942036.95  | 0.08%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                | Aircastle Ltd / Aircastle Ireland DAC                                                                                      | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   10533000 | PA      | $10786871.84  | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                | Aircastle Ltd / Aircastle Ireland DAC                                                                                      | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   18811000 | PA      | $19040897.13  | 0.04%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                              | ALA Trust 2025-OANA                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33700000 | PA      | $33881690.18  | 0.08%             | 2040-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                 | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                      | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   37265000 | PA      | $37363565.93  | 0.09%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                 | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                      | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |  129404000 | PA      | $129450688.96 | 0.30%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                 | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                      | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   72850000 | PA      | $74241435.00  | 0.17%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                | Alexander Funding Trust II                                                                                                 | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   55927000 | PA      | $59730806.11  | 0.14%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                | Algonquin Power & Utilities Corp                                                                                           | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   68347000 | PA      | $68702450.88  | 0.16%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                | Allegany Park CLO Ltd                                                                                                      | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   33090000 | PA      | $33106478.82  | 0.08%             | 2035-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                | ATI Inc                                                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   34710000 | PA      | $34791151.98  | 0.08%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                 | Alliant Energy Finance LLC                                                                                                 | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   15507000 | PA      | $15714047.14  | 0.04%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                               | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  147558000 | PA      | $148160036.64 | 0.35%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  316393000 | PA      | $316368147.33 | 0.74%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  721607000 | PA      | $729955718.78 | 1.70%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F052417<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  198827000 | PA      | $203508912.58 | 0.47%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F060410<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41171000 | PA      | $42614912.67  | 0.10%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                                           | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17898333 | PA      | $17982636.23  | 0.04%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                                           | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23448538 | PA      | $23549068.52  | 0.05%             | 2033-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                               | Amcor Flexibles North America Inc                                                                                          | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   10701000 | PA      | $10853123.06  | 0.03%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                              | Hess Corp                                                                                                                  | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   21328000 | PA      | $24262400.08  | 0.06%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                            | Ameren Corp                                                                                                                | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    7563000 | PA      | $7745550.70   | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                  | American Airlines Inc 2017 1st Lien Term Loan                                                                              | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   55554912 | PA      | $55510467.73  | 0.13%             | 2027-01-29      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines Inc 2025 Term Loan                                                                                       | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   37513902 | PA      | $37543163.25  | 0.09%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2024-1                                                                            | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39019000 | PA      | $39342799.17  | 0.09%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2023-2                                                                            | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15870311 | PA      | $15989011.65  | 0.04%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | Americredit Automobile Receivables Trust 2023-1                                                                            | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26509968 | PA      | $26600181.64  | 0.06%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | Americredit Automobile Receivables Trust 2023-1                                                                            | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27200000 | PA      | $27640607.36  | 0.06%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                             | Amgen Inc 2022 Term Loan                                                                                                   | CUSIP: 03116HAP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | LON              | CORP              | US        |   37943000 | PA      | $37990428.75  | 0.09%             | 2026-10-06      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                                                                                 | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   22530000 | PA      | $22713274.79  | 0.05%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                                                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   41549000 | PA      | $41848200.17  | 0.10%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                 | Anglo American Capital PLC                                                                                                 | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    8570000 | PA      | $8473720.16   | 0.02%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                  | Antero Resources Corp                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   35391000 | PA      | $36073338.48  | 0.08%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                  | Antero Resources Corp                                                                                                      | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   37579000 | PA      | $37951746.10  | 0.09%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON CORP                                               | Aon Corp                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   71754000 | PA      | $74699785.85  | 0.17%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| APA CORP                                               | APA Corp                                                                                                                   | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   45219000 | PA      | $44877229.82  | 0.10%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APA CORP                                               | APA Corp                                                                                                                   | CUSIP: 03743QAY4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   10941000 | PA      | $12098497.30  | 0.03%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                    | Apex Credit Clo 2021 Ltd                                                                                                   | CUSIP: 03754CAQ8<br>LEI: 549300PKXRJW5V5VW357 | Long             | ABS-CBDO         | CORP              | KY        |   78130000 | PA      | $78061636.25  | 0.18%             | 2034-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                    | APEX CREDIT CLO 2018-II LTD                                                                                                | CUSIP: 03754LBC8<br>LEI: 254900U9YTKPL76CYP79 | Long             | ABS-CBDO         | CORP              | KY        |   19103974 | PA      | $19070618.82  | 0.04%             | 2031-10-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                    | APEX CREDIT CLO 2018-II LTD                                                                                                | CUSIP: 03754LBE4<br>LEI: 254900U9YTKPL76CYP79 | Long             | ABS-CBDO         | CORP              | KY        |   16500000 | PA      | $16511847.00  | 0.04%             | 2031-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                         | Apidos Clo Xxv                                                                                                             | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |   47000000 | PA      | $47006580.00  | 0.11%             | 2037-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                         | Apidos CLO XXXI                                                                                                            | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   40937659 | PA      | $40957513.98  | 0.10%             | 2031-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                          | AppLovin Corp                                                                                                              | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   60922000 | PA      | $62334914.60  | 0.15%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                     | Aqua Finance Trust 2019-A                                                                                                  | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4780487 | PA      | $4674970.48   | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                     | Aqua Finance Trust 2021-A                                                                                                  | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12867124 | PA      | $11861466.74  | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                   | Aramark Services Inc 2024 Term Loan B8                                                                                     | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   58913819 | PA      | $59169504.50  | 0.14%             | 2030-06-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                   | Aramark Services Inc 2025 Repriced Term Loan                                                                               | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   27066044 | PA      | $27150760.36  | 0.06%             | 2028-04-06      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd        | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                     | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21581109 | PA      | $21585260.15  | 0.05%             | 2037-01-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes              | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                                                                     | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   46480000 | PA      | $46614850.10  | 0.11%             | 2043-01-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                       | Arches Buyer Inc 2021 Term Loan B                                                                                          | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |   64124725 | PA      | $64334092.21  | 0.15%             | 2027-12-06      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                               | Archrock Partners LP / Archrock Partners Finance Corp                                                                      | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23642000 | PA      | $23866362.58  | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                          | ARDN 2025-ARCP Mortgage Trust                                                                                              | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40190000 | PA      | $40334659.89  | 0.09%             | 2035-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                           | ARES XLIV CLO Ltd                                                                                                          | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   28250000 | PA      | $28241214.25  | 0.07%             | 2034-04-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                           | ARES LX CLO LTD                                                                                                            | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  153475000 | PA      | $153591794.48 | 0.36%             | 2034-07-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                           | Ares LXV CLO Ltd                                                                                                           | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  111970000 | PA      | $112014564.06 | 0.26%             | 2034-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                               | Western Midstream Operating LP                                                                                             | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   91322000 | PA      | $97163777.02  | 0.23%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                    | Ashtead Capital Inc                                                                                                        | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   19023000 | PA      | $19025345.16  | 0.04%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC 2021 Term Loan B9                                                                                              | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  188209939 | PA      | $188222172.93 | 0.44%             | 2027-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                                      | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   10704000 | PA      | $10030445.02  | 0.02%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                                      | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   40242000 | PA      | $41403051.72  | 0.10%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                                      | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $40589528.40  | 0.09%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                                      | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   29969000 | PA      | $30001651.82  | 0.07%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                                      | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   49427000 | PA      | $50556845.86  | 0.12%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                   | Atlas Warehouse Lending Co LP                                                                                              | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   32247000 | PA      | $33312141.95  | 0.08%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                   | Atlas Warehouse Lending Co LP                                                                                              | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   39768000 | PA      | $41931830.17  | 0.10%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                   | Atlas Warehouse Lending Co LP                                                                                              | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   36535000 | PA      | $36650397.62  | 0.09%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                  | Atlassian Corp                                                                                                             | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   46591000 | PA      | $47833595.95  | 0.11%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                | Ausgrid Finance Pty Ltd                                                                                                    | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   12691000 | PA      | $12744864.54  | 0.03%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                                                                 | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   30432000 | PA      | $31664580.30  | 0.07%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                                                                 | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   21957000 | PA      | $22564774.15  | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                                   | Avilease Capital Ltd                                                                                                       | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |   36290000 | PA      | $36117226.58  | 0.08%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   11612500 | PA      | $11573147.62  | 0.03%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                                                                   | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   10765000 | PA      | $10886522.86  | 0.03%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                         | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                                           | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   30900227 | PA      | $31043603.91  | 0.07%             | 2030-06-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   21656000 | PA      | $21387876.20  | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   20268000 | PA      | $20277097.09  | 0.05%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   11308000 | PA      | $11238825.80  | 0.03%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   46867000 | PA      | $45289590.82  | 0.11%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   14789000 | PA      | $14315792.08  | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   15827000 | PA      | $16506812.38  | 0.04%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   61712000 | PA      | $63980814.53  | 0.15%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   68703000 | PA      | $71458578.40  | 0.17%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   32146000 | PA      | $32538681.71  | 0.08%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Press Ganey Holdings Inc                               | Press Ganey Holdings Inc 2025 Repriced Term Loan B                                                                         | CUSIP: 05477JAE1<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |  106420927 | PA      | $106711987.98 | 0.25%             | 2031-04-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2020-C7                                                                                               | CUSIP: 05492VAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12040217 | PA      | $11473783.00  | 0.03%             | 2053-04-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2020-C7                                                                                               | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17121000 | PA      | $15483362.65  | 0.04%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Trust 2015-VFM                                                                                                       | CUSIP: 05546JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1463460 | PA      | $1455533.75   | 0.00%             | 2036-03-10      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2024-5C29                                                                                             | CUSIP: 05555PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   64300000 | PA      | $65221682.63  | 0.15%             | 2057-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                | BDS 2025-FL15 LLC                                                                                                          | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   57330000 | PA      | $57378690.37  | 0.13%             | 2043-03-19      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                | BDS 2025-FL16 LLC                                                                                                          | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   42710000 | PA      | $42750040.63  | 0.10%             | 2043-07-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                             | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11186000 | PA      | $11183747.92  | 0.03%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                                    | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   22232000 | PA      | $22261277.99  | 0.05%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                                    | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   21834000 | PA      | $21433793.70  | 0.05%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-ROIC                                                                                                         | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29599557 | PA      | $29577760.12  | 0.07%             | 2030-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                       | BOF URSA VI Funding Trust I                                                                                                | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9019180 | PA      | $9076786.88   | 0.02%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                    | BWAY 2013-1515 Mortgage Trust                                                                                              | CUSIP: 05604FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  103040000 | PA      | $962352.38    | 0.00%             | 2033-03-10      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2021-ACNT                                                                                     | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14136536 | PA      | $14122621.39  | 0.03%             | 2038-11-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-XL5                                                                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26296317 | PA      | $26324086.36  | 0.06%             | 2041-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2024-CNYN                                                                                                         | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56341721 | PA      | $56404779.10  | 0.13%             | 2041-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                     | BSPRT 2025-FL12 Issuer LLC                                                                                                 | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36470000 | PA      | $36504011.92  | 0.09%             | 2043-01-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VOLT                                                                                                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  112610000 | PA      | $112747744.55 | 0.26%             | 2044-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                     | Bacardi-Martini BV                                                                                                         | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   40549000 | PA      | $42027577.52  | 0.10%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2020-5 Ltd                                                                                         | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   20930000 | PA      | $20931004.64  | 0.05%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2021-3 Ltd                                                                                         | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   27710000 | PA      | $27707229.00  | 0.06%             | 2034-07-24      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limited                        | Bain Capital Credit Clo 2019-3 Ltd                                                                                         | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9990770.00   | 0.02%             | 2034-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2022-3 Ltd                                                                                         | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   81230000 | PA      | $81270533.77  | 0.19%             | 2035-07-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                               | Baiterek National Managing Holding JSC                                                                                     | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |   31310000 | PA      | $31812430.00  | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                               | Baiterek National Managing Holding JSC                                                                                     | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |   32819000 | PA      | $32576039.30  | 0.08%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                          | Ballyrock CLO 2019-1 Ltd                                                                                                   | CUSIP: 05875JAJ8<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |   35238976 | PA      | $35250005.75  | 0.08%             | 2032-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust              | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                                                         | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33513049 | PA      | $4678.42      | 0.00%             | 2049-07-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group PLC                                                                                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  114211000 | PA      | $112240961.90 | 0.26%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group PLC                                                                                                  | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   55106000 | PA      | $57412459.43  | 0.13%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2019-BNK18                                                                                                            | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12577767 | PA      | $12131187.09  | 0.03%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2019-BNK21                                                                                                            | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30373000 | PA      | $28764354.80  | 0.07%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2017-BNK4                                                                                                             | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11935860 | PA      | $11826196.75  | 0.03%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2018-BNK12                                                                                                            | CUSIP: 06541KAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41020485 | PA      | $40824058.50  | 0.10%             | 2061-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR8                                                                                                            | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  119825000 | PA      | $126022253.14 | 0.29%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 Trust 2024-5YR6                                                                                                      | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6838885 | PA      | $7232743.23   | 0.02%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR11                                                                                                           | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43590000 | PA      | $46018564.54  | 0.11%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2017-BNK8                                                                                                             | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6149155 | PA      | $6069939.56   | 0.01%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                            | Bacardi Ltd                                                                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   19219000 | PA      | $19386658.68  | 0.05%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                               | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10192000 | PA      | $10258110.92  | 0.02%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                               | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4346000 | PA      | $4265430.42   | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   30351000 | PA      | $32123746.67  | 0.07%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                               | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   27713000 | PA      | $28720697.06  | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                         | Barings Clo Ltd 2021-III                                                                                                   | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   71770000 | PA      | $71755717.77  | 0.17%             | 2035-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO IX Ltd                                                                                                       | CUSIP: 07132EAU9<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20014080.00  | 0.05%             | 2031-07-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO XI Ltd                                                                                                       | CUSIP: 07132LAU3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |   58000000 | PA      | $57981672.00  | 0.14%             | 2034-04-24      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                               | Baxter International Inc                                                                                                   | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   11625000 | PA      | $10950146.55  | 0.03%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                               | Baxter International Inc                                                                                                   | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   11161000 | PA      | $11212752.89  | 0.03%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                               | Baxter International Inc                                                                                                   | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   57037000 | PA      | $57381796.65  | 0.13%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                   | Bayer US Finance LLC                                                                                                       | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   43020000 | PA      | $43733032.84  | 0.10%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                   | Bayer US Finance LLC                                                                                                       | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   78064000 | PA      | $82012313.19  | 0.19%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                   | Bayer US Finance LLC                                                                                                       | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   29647000 | PA      | $31717009.28  | 0.07%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                | Bayer US Finance II LLC                                                                                                    | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   46119000 | PA      | $46094792.14  | 0.11%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C33                                                                                             | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31800000 | PA      | $33616180.68  | 0.08%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                     | Baytex Energy Corp                                                                                                         | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   30588000 | PA      | $32284468.29  | 0.08%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                    | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                                                          | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |   19113320 | PA      | $19175209.13  | 0.04%             | 2031-12-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2025-5C34                                                                                             | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54500000 | PA      | $57349826.80  | 0.13%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2019-B9 Mortgage Trust                                                                                           | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22439000 | PA      | $22096663.88  | 0.05%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2018-B2 Mortgage Trust                                                                                           | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30550000 | PA      | $30290804.64  | 0.07%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2019-B11 Mortgage Trust                                                                                          | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7900000 | PA      | $7665119.57   | 0.02%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2021-B23 Mortgage Trust                                                                                          | CUSIP: 08162RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27740983 | PA      | $26289774.52  | 0.06%             | 2054-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2020-B22 Mortgage Trust                                                                                          | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27364000 | PA      | $24087081.64  | 0.06%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V7 Mortgage Trust                                                                                           | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58829000 | PA      | $62313276.95  | 0.15%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V14 Mortgage Trust                                                                                          | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42626000 | PA      | $44804576.50  | 0.10%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V18 Mortgage Trust                                                                                          | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  105290000 | PA      | $109114575.02 | 0.25%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V16 Mortgage Trust                                                                                          | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47180000 | PA      | $49259911.43  | 0.11%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V12 Mortgage Trust                                                                                          | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47150000 | PA      | $49574509.58  | 0.12%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V9 Mortgage Trust                                                                                           | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  100594199 | PA      | $104906300.11 | 0.24%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V6 Mortgage Trust                                                                                           | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50950000 | PA      | $53415684.49  | 0.12%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                  | Black Diamond CLO 2021-1 Ltd                                                                                               | CUSIP: 09204WAF1<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |   54530000 | PA      | $54250969.99  | 0.13%             | 2034-11-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                       | Black Hills Corp                                                                                                           | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   36563000 | PA      | $37948900.04  | 0.09%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                 | Blackstone Private Credit Fund                                                                                             | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   56920000 | PA      | $55777733.42  | 0.13%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                 | Blackstone Private Credit Fund                                                                                             | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    4008000 | PA      | $3936798.20   | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                 | Blackstone Private Credit Fund                                                                                             | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   11337000 | PA      | $11411656.64  | 0.03%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                | Blackstone Secured Lending Fund                                                                                            | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   63344000 | PA      | $63252856.85  | 0.15%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                | Blackstone Secured Lending Fund                                                                                            | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   22196000 | PA      | $21526001.98  | 0.05%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                | Blackstone Secured Lending Fund                                                                                            | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   15567000 | PA      | $15894942.36  | 0.04%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                               | Blue Owl Technology Finance Corp                                                                                           | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15040187.55  | 0.04%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                             | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   36783389 | PA      | $35252557.04  | 0.08%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                             | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  150439000 | PA      | $147706067.96 | 0.34%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                             | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   15214000 | PA      | $15679308.48  | 0.04%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2024-5C8 Mortgage Trust                                                                                                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   57700000 | PA      | $60344968.00  | 0.14%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-5C12 Mortgage Trust                                                                                               | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56127000 | PA      | $57995086.17  | 0.14%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                | BMW Vehicle Owner Trust 2024-A                                                                                             | CUSIP: 096919AD7<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |   22660000 | PA      | $22878614.62  | 0.05%             | 2029-02-26      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2025-5C11 Mortgage Trust                                                                                               | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   80380000 | PA      | $84566640.53  | 0.20%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   21366000 | PA      | $20670874.71  | 0.05%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   31410000 | PA      | $30905590.89  | 0.07%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   20038000 | PA      | $20238373.99  | 0.05%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   20632000 | PA      | $21271739.52  | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                              | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   45505000 | PA      | $44711033.31  | 0.10%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  146439000 | PA      | $145854106.53 | 0.34%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   51466000 | PA      | $52899865.92  | 0.12%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   63282000 | PA      | $67319138.47  | 0.16%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                         | Bombardier Inc                                                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    5421000 | PA      | $5440423.44   | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                         | Bombardier Inc                                                                                                             | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3045000 | PA      | $3056610.59   | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                         | Bombardier Inc                                                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    8980000 | PA      | $9378909.56   | 0.02%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                  | Civitas Resources Inc                                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   64609000 | PA      | $64528348.59  | 0.15%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                | Booz Allen Hamilton Inc                                                                                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   10695000 | PA      | $10526593.21  | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                                                                       | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   59746000 | PA      | $60623065.90  | 0.14%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                                                                       | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   51015000 | PA      | $52283383.39  | 0.12%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                  | Brooklyn Union Gas Co/The                                                                                                  | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   54747000 | PA      | $55088609.24  | 0.13%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                                                                                          | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    9341000 | PA      | $9438094.28   | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                                                                                          | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   12025000 | PA      | $12192418.18  | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-TAIL                                                                                                         | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31330000 | PA      | $31374654.65  | 0.07%             | 2035-06-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2022-LBA6                                                                                                         | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8840000 | PA      | $8833717.41   | 0.02%             | 2039-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2025-BCAT                                                                                     | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38733873 | PA      | $38789115.34  | 0.09%             | 2042-08-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2021-RISE                                                                                                         | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32207039 | PA      | $32161462.50  | 0.07%             | 2036-11-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                       | Paramount Global                                                                                                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   12003000 | PA      | $11804687.75  | 0.03%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                       | Paramount Global                                                                                                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   12863000 | PA      | $12643182.78  | 0.03%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                       | Paramount Global                                                                                                           | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   28635000 | PA      | $28163343.47  | 0.07%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                 | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   54774000 | PA      | $54789878.98  | 0.13%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                           | CD 2016-CD1 Mortgage Trust                                                                                                 | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   92878875 | PA      | $208401.62    | 0.00%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                           | CD 2017-CD5 Mortgage Trust                                                                                                 | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12700703 | PA      | $12504270.12  | 0.03%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                        | CFCRE Commercial Mortgage Trust 2016-C4                                                                                    | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27561555 | PA      | $34515.34     | 0.00%             | 2058-05-10      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                        | CFCRE Commercial Mortgage Trust 2016-C6                                                                                    | CUSIP: 12532ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  135954912 | PA      | $657015.71    | 0.00%             | 2049-11-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                        | CFCRE Commercial Mortgage Trust 2016-C7                                                                                    | CUSIP: 12532BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  129114702 | PA      | $494974.12    | 0.00%             | 2054-12-10      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                 | CNH Industrial Capital LLC                                                                                                 | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   10647000 | PA      | $10790485.25  | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2014-UBS5 Mortgage Trust                                                                                              | CUSIP: 12592KBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9193921 | PA      | $400.85       | 0.00%             | 2047-09-10      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                                  | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $5719624.18   | 0.01%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                                  | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12300000 | PA      | $11999993.16  | 0.03%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2020-C19 Commercial Mortgage Trust                                                                                   | CUSIP: 12597NAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14150000 | PA      | $13184820.01  | 0.03%             | 2053-03-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2012-CCRE4 Mortgage Trust                                                                                             | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40900034 | PA      | $762511.60    | 0.00%             | 2045-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | Consumer Portfolio Services Auto Trust 2025-A                                                                              | CUSIP: 12633SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14430000 | PA      | $14582559.73  | 0.03%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2016-C6 Commercial Mortgage Trust                                                                                    | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   82897947 | PA      | $11829.54     | 0.00%             | 2049-01-15      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2016-C7 Commercial Mortgage Trust                                                                                    | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   30065993 | PA      | $29806325.04  | 0.07%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2016-C7 Commercial Mortgage Trust                                                                                    | CUSIP: 12637UAY5<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |  157665472 | PA      | $382149.57    | 0.00%             | 2049-11-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2014-USA OA LLC                                                                                                       | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |  113021624 | PA      | $974302.91    | 0.00%             | 2037-09-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                     | Coterra Energy Inc                                                                                                         | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   33728000 | PA      | $33609933.45  | 0.08%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                     | Coterra Energy Inc                                                                                                         | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   30495000 | PA      | $30566050.30  | 0.07%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                               | California Resources Corp                                                                                                  | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14658560.00  | 0.03%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                           | Calpine Corp                                                                                                               | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   43368000 | PA      | $43612595.52  | 0.10%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                    | Calpine Corporation 2024 Term Loan B10                                                                                     | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   68429081 | PA      | $68449609.31  | 0.16%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                    | Calpine Corporation 2024 Term Loan B5                                                                                      | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |  117942387 | PA      | $117987205.47 | 0.28%             | 2032-02-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                 | Canyon CLO 2020-2 Ltd                                                                                                      | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   17350000 | PA      | $17346373.85  | 0.04%             | 2034-10-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                 | Canyon Capital CLO 2019-2 Ltd                                                                                              | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10500000 | PA      | $10481163.00  | 0.02%             | 2034-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                 | Canyon Capital CLO 2019-2 Ltd                                                                                              | CUSIP: 13887WAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13500000 | PA      | $13510881.00  | 0.03%             | 2034-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                               | Capital Power US Holdings Inc                                                                                              | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   52478000 | PA      | $53518552.15  | 0.12%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle Global Market Strategies CLO 2015-1 Ltd                                                                            | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13102037 | PA      | $13102312.12  | 0.03%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle Global Market Strategies CLO 2015-4 Ltd                                                                            | CUSIP: 14311NBE3<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8006496.00   | 0.02%             | 2032-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle Global Market Strategies CLO 2016-1 Ltd                                                                            | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |   47960000 | PA      | $47984075.92  | 0.11%             | 2034-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                            | CUSIP: 14312JBS0<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   16220000 | PA      | $16234711.54  | 0.04%             | 2032-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2020-2 Ltd                                                                                                  | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   35055000 | PA      | $35019699.62  | 0.08%             | 2035-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2021-9 Ltd                                                                                                  | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  189550000 | PA      | $189606675.45 | 0.44%             | 2034-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-2                                                                                             | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45330000 | PA      | $45888057.63  | 0.11%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-2                                                                                             | CUSIP: 14319EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24545000 | PA      | $25245823.57  | 0.06%             | 2029-11-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2025-B                                                                                     | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43685000 | PA      | $43718702.98  | 0.10%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2025-B                                                                                     | CUSIP: 14320BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25750000 | PA      | $25909088.65  | 0.06%             | 2031-06-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                          | Carnival Corp                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  188404000 | PA      | $185275702.30 | 0.43%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                          | Carnival Corp                                                                                                              | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   42258000 | PA      | $44470755.65  | 0.10%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                         | CarVal CLO I Ltd                                                                                                           | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6170978 | PA      | $6179135.60   | 0.01%             | 2031-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2022-P2                                                                                     | CUSIP: 14686JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39752125 | PA      | $39835516.79  | 0.09%             | 2028-02-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                         | CarVal CLO III Ltd                                                                                                         | CUSIP: 14686WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16000000 | PA      | $15968560.00  | 0.04%             | 2032-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-N1                                                                                     | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1749628 | PA      | $1729446.13   | 0.00%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                                     | Cathedral Lake VI Ltd                                                                                                      | CUSIP: 14919LAU8<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |   55590000 | PA      | $55469870.01  | 0.13%             | 2034-04-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                   | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                             | CUSIP: 150190AB2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5954803.80   | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                      | Cedar Funding VI CLO Ltd                                                                                                   | CUSIP: 15032DAZ4<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |  110000000 | PA      | $109965900.00 | 0.26%             | 2034-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                               | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   64227000 | PA      | $66152653.91  | 0.15%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC 2022 5-Year Delayed Draw Term Loan                                                                | CUSIP: 15089XAH2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | LON              | CORP              | US        |    6808258 | PA      | $6740174.99   | 0.02%             | 2027-03-18      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                           | Centene Corp                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  243796000 | PA      | $240992516.66 | 0.56%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                           | Centene Corp                                                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   59546000 | PA      | $55560645.77  | 0.13%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                 | CenterPoint Energy Inc                                                                                                     | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   12678000 | PA      | $13151721.84  | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                 | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   15615000 | PA      | $15331348.84  | 0.04%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                   | Chart Industries Inc                                                                                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   50408000 | PA      | $52585071.11  | 0.12%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC 2023 Term Loan B4                                                                     | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   24553972 | PA      | $24479941.56  | 0.06%             | 2030-12-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2024-1                                                                                              | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41411016 | PA      | $41795326.75  | 0.10%             | 2029-05-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2024-2                                                                                              | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14212804 | PA      | $14406340.00  | 0.03%             | 2029-06-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2024-3                                                                                              | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   54635000 | PA      | $55288396.36  | 0.13%             | 2029-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2024-5                                                                                              | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25000000 | PA      | $25075045.00  | 0.06%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                    | Cheniere Energy Inc                                                                                                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   22107000 | PA      | $22108474.76  | 0.05%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                            | Cherry Securitization Trust 2024-1                                                                                         | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28215000 | PA      | $28417589.34  | 0.07%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                            | Cherry Securitization Trust 2025-1                                                                                         | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46190000 | PA      | $46910554.76  | 0.11%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                     | Expand Energy Corp                                                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  102362000 | PA      | $102466237.27 | 0.24%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                                                                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   72681355 | PA      | $73485167.42  | 0.17%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                    | Churchill Downs Inc                                                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   48527000 | PA      | $48646522.00  | 0.11%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                               | Citadel Securities Global Holdings LLC                                                                                     | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   75262000 | PA      | $77347010.28  | 0.18%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC37                                                                              | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45021588 | PA      | $44917673.39  | 0.10%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC37                                                                              | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31297160 | PA      | $3790.09      | 0.00%             | 2049-04-10      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   79375000 | PA      | $81670747.25  | 0.19%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   35514000 | PA      | $35774271.10  | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                   | CITGO Petroleum Corp                                                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   74532000 | PA      | $77844649.27  | 0.18%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2012-GC8                                                                               | CUSIP: 17318UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  125603054 | PA      | $10186.41     | 0.00%             | 2045-09-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2015-GC31                                                                              | CUSIP: 17323YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   46667240 | PA      | $466.67       | 0.00%             | 2048-06-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2015-GC35                                                                              | CUSIP: 17324KAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39596838 | PA      | $19465.81     | 0.00%             | 2048-11-10      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC36                                                                              | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21033077 | PA      | $20922650.88  | 0.05%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC36                                                                              | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44938317 | PA      | $3662.47      | 0.00%             | 2049-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | CGMS Commercial Mortgage Trust 2017-B1                                                                                     | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5709553 | PA      | $5617372.68   | 0.01%             | 2050-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   64496000 | PA      | $65418452.75  | 0.15%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2023-1                                                                                     | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31349081 | PA      | $31533006.43  | 0.07%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2024-2                                                                                     | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  102038127 | PA      | $102753026.20 | 0.24%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                               | Citizens Financial Group Inc                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   65099000 | PA      | $67842514.03  | 0.16%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                               | Citizens Financial Group Inc                                                                                               | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   36493000 | PA      | $37427662.37  | 0.09%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                  | Civitas Resources Inc                                                                                                      | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  151446000 | PA      | $156382079.48 | 0.36%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                             | Clover CLO 2021-3 LLC                                                                                                      | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   46460000 | PA      | $46488944.58  | 0.11%             | 2035-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                                                                         | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   60042000 | PA      | $61524715.57  | 0.14%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   16244000 | PA      | $16573165.33  | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                                                                         | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   31500000 | PA      | $31886213.63  | 0.07%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                                                                         | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   23490000 | PA      | $23563483.06  | 0.05%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                               | Permian Resources Operating LLC                                                                                            | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2398000 | PA      | $2407548.84   | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                               | Colonial Enterprises Inc                                                                                                   | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28037000 | PA      | $26413288.45  | 0.06%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                            | Columbia Cent CLO 30 Ltd                                                                                                   | CUSIP: 19736WBG4<br>LEI: 549300EPPYTG18BLNK44 | Long             | ABS-CBDO         | CORP              | KY        |   39391000 | PA      | $39408607.78  | 0.09%             | 2034-01-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                            | Columbia Cent CLO 31 Ltd                                                                                                   | CUSIP: 19737LAS2<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |   98430000 | PA      | $97985982.27  | 0.23%             | 2034-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                            | Columbia Cent CLO 32 Ltd                                                                                                   | CUSIP: 19737TBG0<br>LEI: 549300NBGVSLUALOY827 | Long             | ABS-CBDO         | CORP              | KY        |   89220000 | PA      | $89273175.12  | 0.21%             | 2034-07-24      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                               | Columbia Pipelines Holding Co LLC                                                                                          | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41269000 | PA      | $42982863.60  | 0.10%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                               | Comision Federal de Electricidad                                                                                           | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   67473000 | PA      | $66773952.73  | 0.16%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                    | CommonSpirit Health                                                                                                        | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   15390000 | PA      | $15414826.38  | 0.04%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                          | CommScope LLC                                                                                                              | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6029010.00   | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| COMMSCOPE TECH LLC                                     | CommScope Technologies LLC                                                                                                 | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   36575000 | PA      | $36553471.96  | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                          | CommScope LLC                                                                                                              | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   41500000 | PA      | $42135365.00  | 0.10%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                                     | Conagra Brands Inc                                                                                                         | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   93876000 | PA      | $95187102.26  | 0.22%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CART                                                   | CONE Trust 2024-DFW1                                                                                                       | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32000000 | PA      | $32005267.20  | 0.07%             | 2041-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9603606 | PA      | $9795082.10   | 0.02%             | 2043-05-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23533216 | PA      | $23583104.26  | 0.05%             | 2045-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9355162 | PA      | $9368518.74   | 0.02%             | 2045-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27675504 | PA      | $27708604.10  | 0.06%             | 2045-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31744763 | PA      | $31865313.95  | 0.07%             | 2044-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15032211 | PA      | $15358635.21  | 0.04%             | 2042-12-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11084311 | PA      | $11088552.62  | 0.03%             | 2044-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                 | Constellation Software Inc/Canada                                                                                          | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   13250000 | PA      | $13557357.07  | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   80948000 | PA      | $80687930.27  | 0.19%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   55194000 | PA      | $56945109.68  | 0.13%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  156101000 | PA      | $152918564.23 | 0.36%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-A                                                                                          | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7883000 | PA      | $8025087.92   | 0.02%             | 2030-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2024-2                                                                                   | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42940000 | PA      | $43724603.97  | 0.10%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                               | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   57857000 | PA      | $57516532.38  | 0.13%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                                                                         | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  104661000 | PA      | $104665466.93 | 0.24%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                                                                         | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  100151000 | PA      | $101326391.16 | 0.24%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                                                                         | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   32027000 | PA      | $33330502.10  | 0.08%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crosby US Acquisition Corp                             | Crosby US Acquisition Corp 2024 1st Lien Term Loan B                                                                       | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |   18991994 | PA      | $19119525.10  | 0.04%             | 2029-08-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                               | Crowdstrike Holdings Inc                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   51889000 | PA      | $49778632.86  | 0.12%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   12669000 | PA      | $12556362.45  | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                                                           | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   30651000 | PA      | $31118374.42  | 0.07%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                                                                           | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   21905000 | PA      | $22206078.97  | 0.05%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                       | Crown Castle Inc                                                                                                           | CUSIP: 22823PZJ5<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   45815000 | PA      | $45720671.95  | 0.11%             | 2025-12-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                            | DBC 2025-DBC Mortgage Trust                                                                                                | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37120000 | PA      | $37174254.59  | 0.09%             | 2042-11-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                    | DBWF Mortgage Trust                                                                                                        | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1521610 | PA      | $1502035.28   | 0.00%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                    | DBWF Mortgage Trust                                                                                                        | CUSIP: 23306NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3006762 | PA      | $2458.30      | 0.00%             | 2034-06-10      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                    | DBGS 2018-C1 Mortgage Trust                                                                                                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42483000 | PA      | $42547701.61  | 0.10%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                | DBJPM 2016-C3 Mortgage Trust                                                                                               | CUSIP: 23312VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  152612227 | PA      | $385055.91    | 0.00%             | 2049-08-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                       | DT Midstream Inc                                                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   94027000 | PA      | $92339382.72  | 0.22%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT 2024-1 LLC                                                                                                           | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10670000 | PA      | $10770612.77  | 0.03%             | 2028-08-21      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                                                            | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   32816000 | PA      | $33134030.03  | 0.08%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                        | SkyMiles IP Ltd 2025 Repriced Term Loan B                                                                                  | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   22692000 | PA      | $22844490.24  | 0.05%             | 2028-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                               | Development Bank of Kazakhstan JSC                                                                                         | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   13844000 | PA      | $14204409.85  | 0.03%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                               | Devon Energy Corp                                                                                                          | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   78874000 | PA      | $78875410.27  | 0.18%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                               | Devon Energy Corp                                                                                                          | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   27374000 | PA      | $27382740.79  | 0.06%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                  | Dick's Sporting Goods Inc                                                                                                  | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   29994000 | PA      | $29482876.75  | 0.07%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                  | DirecTV Financing LLC Term Loan                                                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6630500 | PA      | $6646612.00   | 0.02%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                  | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   62583000 | PA      | $62650276.73  | 0.15%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                         | Capital One NA                                                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   28430000 | PA      | $29437041.77  | 0.07%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                               | Discovery Communications LLC                                                                                               | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   50921000 | PA      | $49920911.56  | 0.12%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2025-1                                                                                        | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24306774 | PA      | $24363521.00  | 0.06%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 43 Senior Loan Fund                                                                                                 | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |  105530000 | PA      | $105534854.38 | 0.25%             | 2034-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 86 CLO Ltd                                                                                                          | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  124920000 | PA      | $125148478.68 | 0.29%             | 2034-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 95 CLO Ltd                                                                                                          | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   69410000 | PA      | $69395701.54  | 0.16%             | 2034-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 104 CLO Ltd                                                                                                         | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   95700000 | PA      | $95880968.70  | 0.22%             | 2034-08-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  103261000 | PA      | $102588383.66 | 0.24%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                                   | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   17949000 | PA      | $17967911.96  | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                                   | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   47956000 | PA      | $49664229.17  | 0.12%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                                   | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   18148000 | PA      | $20042525.80  | 0.05%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                                   | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   36207000 | PA      | $36780514.54  | 0.09%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                                                             | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   28430000 | PA      | $28501973.96  | 0.07%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                                                             | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   54181000 | PA      | $54240692.29  | 0.13%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                                                             | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   38596000 | PA      | $38470225.67  | 0.09%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                               | Eagle Funding Luxco Sarl                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  217069000 | PA      | $220637614.36 | 0.51%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                               | Permian Resources Operating LLC                                                                                            | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   95263000 | PA      | $96547049.98  | 0.23%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                           | Ecopetrol SA                                                                                                               | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  117323000 | PA      | $126284130.74 | 0.29%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                               | Electricite de France SA                                                                                                   | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   98145000 | PA      | $101517865.79 | 0.24%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                                     | Empire Resorts Inc                                                                                                         | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1893972.34   | 0.00%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                                                         | CUSIP: 29277EZ15<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |   12000000 | PA      | $12000000.00  | 0.03%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                                                                              | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   42961000 | PA      | $44181230.30  | 0.10%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                                                                              | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   23270000 | PA      | $23246547.80  | 0.05%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                           | Entegris Inc                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   91909000 | PA      | $91818469.64  | 0.21%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-3 LLC                                                                                      | CUSIP: 29375UAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   39750000 | PA      | $39946993.05  | 0.09%             | 2028-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-3 LLC                                                                                      | CUSIP: 29375UAD1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   22748000 | PA      | $23219679.78  | 0.05%             | 2032-03-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                               | Equinix Europe 2 Financing Corp LLC                                                                                        | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   30603000 | PA      | $30810521.09  | 0.07%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                               | Equitable America Global Funding                                                                                           | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   23580000 | PA      | $23863345.06  | 0.06%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                               | Equitable Financial Life Global Funding                                                                                    | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   47266000 | PA      | $48547666.27  | 0.11%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                               | Evergy Missouri West Inc                                                                                                   | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   23835000 | PA      | $24269126.16  | 0.06%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                      | Eversource Energy                                                                                                          | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   33504000 | PA      | $35070641.68  | 0.08%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-3                                                                                 | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35643000 | PA      | $36249401.49  | 0.08%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2021-1                                                                                 | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2680731 | PA      | $2662773.25   | 0.01%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2021-3                                                                                 | CUSIP: 30166AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40830000 | PA      | $40517307.53  | 0.09%             | 2028-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-2                                                                                 | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16473000 | PA      | $16615250.94  | 0.04%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-2                                                                                 | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10950000 | PA      | $11150150.67  | 0.03%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-4                                                                                 | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15325000 | PA      | $15572814.45  | 0.04%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2023-2                                                                                 | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23480000 | PA      | $23970121.52  | 0.06%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-2                                                                                 | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29455000 | PA      | $30233910.97  | 0.07%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                               | F&G Annuities & Life Inc                                                                                                   | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39860000 | PA      | $41819119.40  | 0.10%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                     | F&G Global Funding                                                                                                         | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   36106000 | PA      | $35582388.26  | 0.08%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                     | F&G Global Funding                                                                                                         | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   16130000 | PA      | $15088348.31  | 0.04%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                     | F&G Global Funding                                                                                                         | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   20918000 | PA      | $21367703.74  | 0.05%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                     | F&G Global Funding                                                                                                         | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   15369000 | PA      | $15423764.20  | 0.04%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                 | FWD Group Holdings Ltd                                                                                                     | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |   14797000 | PA      | $14898558.77  | 0.03%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                   | FS Rialto 2025-FL10 Issuer LLC                                                                                             | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18320000 | PA      | $18324140.32  | 0.04%             | 2042-08-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RET1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41069526 | PA      | $42212984.89  | 0.10%             | 2055-05-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288REV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19469741 | PA      | $20063281.69  | 0.05%             | 2054-08-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RFU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51535619 | PA      | $52462704.26  | 0.12%             | 2055-07-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28777559 | PA      | $29403999.29  | 0.07%             | 2055-08-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RGV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49440884 | PA      | $50174354.16  | 0.12%             | 2055-08-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31288RGW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20353594 | PA      | $20724311.34  | 0.05%             | 2055-08-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                                                               | CUSIP: 3137BTUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  479589292 | PA      | $732380.81    | 0.00%             | 2026-11-25      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                            | CUSIP: 3140BN2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11348590 | PA      | $11560974.71  | 0.03%             | 2055-10-01      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                            | CUSIP: 3140JCGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11834225 | PA      | $12187245.59  | 0.03%             | 2054-02-01      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                            | CUSIP: 3140JCHN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6837175 | PA      | $6990668.09   | 0.02%             | 2053-10-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                            | CUSIP: 3140JCV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  153580881 | PA      | $158693177.28 | 0.37%             | 2055-09-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                            | CUSIP: 3140QWBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28256016 | PA      | $28663792.62  | 0.07%             | 2055-02-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                                                            | CUSIP: 3140Y7BA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43444652 | PA      | $44535851.05  | 0.10%             | 2055-08-01      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 3142BBHP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28798651 | PA      | $29252541.09  | 0.07%             | 2055-10-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                 | Fells Point Funding Trust                                                                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  114348000 | PA      | $112826368.88 | 0.26%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                   | Fidelity Investments Money Market Government Portfolio                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   19332833 | NS      | $19332832.63  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV                                | Fidelity National Information Services Inc                                                                                 | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   73018000 | PA      | $71646226.17  | 0.17%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                               | First Citizens BancShares Inc/NC                                                                                           | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   80856000 | PA      | $82151251.67  | 0.19%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                     | First Horizon Corp                                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   32102000 | PA      | $33300508.27  | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                       | First National Master Note Trust                                                                                           | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20402000 | PA      | $20824478.50  | 0.05%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                               | First Quantum Minerals Ltd                                                                                                 | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   16804000 | PA      | $17782043.21  | 0.04%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                                                                                 | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   23314000 | PA      | $23854103.78  | 0.06%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                       | Flatiron RR CLO 22 LLC                                                                                                     | CUSIP: 33883QAQ8<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |   34000000 | PA      | $33954304.00  | 0.08%             | 2034-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC              | Corpay Technologies Operating Company LLC Term Loan B5                                                                     | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   85099936 | PA      | $85206311.25  | 0.20%             | 2028-04-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                   | Flutter Treasury DAC                                                                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   66919000 | PA      | $69061679.46  | 0.16%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2023-C                                                                                        | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36805551 | PA      | $37154872.81  | 0.09%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2022-REV1                                                                                     | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   60000000 | PA      | $59962884.00  | 0.14%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2023-REV1                                                                                     | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   47464000 | PA      | $48406411.96  | 0.11%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   20620000 | PA      | $20531625.77  | 0.05%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   74461000 | PA      | $73488911.65  | 0.17%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   36924000 | PA      | $38563901.18  | 0.09%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10224000 | PA      | $10269837.46  | 0.02%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   30378000 | PA      | $30691683.84  | 0.07%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   64650000 | PA      | $65921520.04  | 0.15%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   39899000 | PA      | $40460812.63  | 0.09%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  135435000 | PA      | $136113812.41 | 0.32%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   64994000 | PA      | $65323664.52  | 0.15%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                | FTAI Aviation Investors LLC                                                                                                | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   49960000 | PA      | $50245671.28  | 0.12%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust        | FORTIVA RETAIL PRIME MASTER                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   92200000 | PA      | $92661000.00  | 0.22%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  140444000 | PA      | $147760567.82 | 0.34%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   36244000 | PA      | $37715609.33  | 0.09%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                               | Fox Corp                                                                                                                   | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   57787000 | PA      | $58660590.93  | 0.14%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                    | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   13280000 | PA      | $13367130.08  | 0.03%             | 2041-11-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                    | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |   27425000 | PA      | $27784237.33  | 0.06%             | 2042-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-HQA1                                                                                    | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |   22295000 | PA      | $23433926.70  | 0.05%             | 2042-03-25      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2023-HQA1                                                                                    | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |   10850363 | PA      | $11128195.57  | 0.03%             | 2043-05-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                    | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |   23462000 | PA      | $24847402.95  | 0.06%             | 2042-05-25      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                                    | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |   10670392 | PA      | $10673270.78  | 0.02%             | 2044-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                    | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   58043985 | PA      | $58365037.95  | 0.14%             | 2044-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                    | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |   17967156 | PA      | $18072689.88  | 0.04%             | 2044-08-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                    | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |   22464000 | PA      | $22524816.79  | 0.05%             | 2044-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                    | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    1531175 | PA      | $1530851.29   | 0.00%             | 2044-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                 | Fresenius Medical Care US Finance III Inc                                                                                  | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   15676000 | PA      | $15332636.97  | 0.04%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                 | Fresenius Medical Care US Finance III Inc                                                                                  | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    9688000 | PA      | $9462677.27   | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   54251000 | PA      | $54368230.44  | 0.13%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   57222000 | PA      | $57472575.14  | 0.13%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   43291000 | PA      | $43734516.30  | 0.10%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp                           | Frontier Communications Corp 2025 Term Loan B                                                                              | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   40763390 | PA      | $40846343.20  | 0.10%             | 2031-07-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   20120474 | PA      | $20435057.61  | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                | Frontier Communications Holdings LLC                                                                                       | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    6303000 | PA      | $6404850.18   | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                                                                                    | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   70072000 | PA      | $72279436.87  | 0.17%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                                                                                    | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   58359000 | PA      | $58527227.99  | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                                                                                    | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   62872000 | PA      | $62132366.88  | 0.14%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                      | GEO Group Inc/The                                                                                                          | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   54087000 | PA      | $57184292.06  | 0.13%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                       | GGAM Finance Ltd                                                                                                           | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   40098000 | PA      | $41086014.72  | 0.10%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                | GLP Capital LP / GLP Financing II Inc                                                                                      | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |   15722000 | PA      | $16022415.98  | 0.04%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2012-GCJ9                                                                                     | CUSIP: 36192PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35598909 | PA      | $355.99       | 0.00%             | 2045-11-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                     | Frontier North Inc                                                                                                         | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13106000 | PA      | $13507371.25  | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2015-GC34                                                                                     | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     890638 | PA      | $882036.44    | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2017-GS5                                                                                      | CUSIP: 36252HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12371910 | PA      | $12273950.44  | 0.03%             | 2050-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2016-GS2                                                                                      | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28917000 | PA      | $28793622.73  | 0.07%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2016-GS2                                                                                      | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  109745168 | PA      | $14760.73     | 0.00%             | 2049-05-10      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2017-GS8                                                                                      | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21635000 | PA      | $21314691.66  | 0.05%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2018-GS9                                                                                      | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26083452 | PA      | $25936015.29  | 0.06%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2019-GC42                                                                                     | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32957000 | PA      | $31151213.46  | 0.07%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2020-GC45                                                                                     | CUSIP: 36258YBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6001691 | PA      | $5848083.24   | 0.01%             | 2053-02-13      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2019-GSA1                                                                                     | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21127000 | PA      | $20079369.11  | 0.05%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2021-2                                                                                   | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13015000 | PA      | $12969710.40  | 0.03%             | 2028-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                      | GXO Logistics Inc                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   72957000 | PA      | $76652450.79  | 0.18%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                            | Gartner Inc                                                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   86313000 | PA      | $86050644.73  | 0.20%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $15044661.04  | 0.04%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8286000 | PA      | $8425949.13   | 0.02%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   47067000 | PA      | $48805554.26  | 0.11%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   23103000 | PA      | $23064643.01  | 0.05%             | 2030-01-07      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   23184000 | PA      | $23472485.93  | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   15601000 | PA      | $15612503.09  | 0.04%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                  | Genesis Energy LP / Genesis Energy Finance Corp                                                                            | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45549000 | PA      | $45887884.56  | 0.11%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                  | Genesis Energy LP / Genesis Energy Finance Corp                                                                            | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17768684.24  | 0.04%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                                       | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   10525000 | PA      | $10483956.18  | 0.02%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                                       | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   13575000 | PA      | $13949011.21  | 0.03%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                                       | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   31335000 | PA      | $32957716.19  | 0.08%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                                       | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   43341000 | PA      | $44046081.36  | 0.10%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  120235000 | PA      | $124327103.24 | 0.29%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                                       | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   11805000 | PA      | $12024387.43  | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   34632000 | PA      | $35710707.84  | 0.08%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                                                                        | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   45868000 | PA      | $46032051.49  | 0.11%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                                                                        | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   76678000 | PA      | $76897734.61  | 0.18%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-2                                                                                   | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7364000 | PA      | $7560639.42   | 0.02%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-2                                                                                   | CUSIP: 37989BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19841000 | PA      | $19956327.80  | 0.05%             | 2029-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-3                                                                                   | CUSIP: 37989YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30000000 | PA      | $30113976.00  | 0.07%             | 2031-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16537000 | PA      | $17141143.08  | 0.04%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   39256000 | PA      | $40681218.52  | 0.09%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   87177000 | PA      | $87374005.20  | 0.20%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   89929000 | PA      | $88170493.26  | 0.21%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                                                                   | CUSIP: 38378N4W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6604718 | PA      | $66.05        | 0.00%             | 2056-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                                                                   | CUSIP: 38378NMX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     478646 | PA      | $870.61       | 0.00%             | 2055-01-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                                                                   | CUSIP: 38378XX30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1648544 | PA      | $1600361.67   | 0.00%             | 2050-04-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                                                                   | CUSIP: 38379KAP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1153022 | PA      | $1133820.29   | 0.00%             | 2055-10-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                       | Greenko Dutch BV                                                                                                           | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |   32835400 | PA      | $32583679.55  | 0.08%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust 2024-2                                                                              | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3702301 | PA      | $3712937.79   | 0.01%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                       | GREYWOLF CLO VII Ltd                                                                                                       | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |    6189609 | PA      | $6191422.11   | 0.01%             | 2031-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                 | Greystone CRE Notes 2021-FL3 Ltd                                                                                           | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5332049 | PA      | $5332309.72   | 0.01%             | 2039-07-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                       | Greywolf CLO IV Ltd                                                                                                        | CUSIP: 39809TAY3<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   14770000 | PA      | $14777385.00  | 0.03%             | 2034-04-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                               | HLF Financing Sarl LLC / Herbalife International Inc                                                                       | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   66293000 | PA      | $71758128.63  | 0.17%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                       | HF Sinclair Corp                                                                                                           | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   52437000 | PA      | $52488619.51  | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   42494000 | PA      | $43163393.11  | 0.10%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                | HPS Loan Management 2021-16 Ltd                                                                                            | CUSIP: 40440XAL5<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |  112575000 | PA      | $112620030.00 | 0.26%             | 2035-01-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2025-1                                                                                               | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   55480000 | PA      | $55896449.52  | 0.13%             | 2032-09-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                             | Hasbro Inc                                                                                                                 | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |  114845000 | PA      | $112835621.35 | 0.26%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                 | HAT Holdings I LLC / HAT Holdings II LLC                                                                                   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22433000 | PA      | $22264860.85  | 0.05%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                 | HAT Holdings I LLC / HAT Holdings II LLC                                                                                   | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38970000 | PA      | $40442460.80  | 0.09%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                               | Health Care Service Corp A Mutual Legal Reserve Co                                                                         | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   19924000 | PA      | $20521186.24  | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                  | Heartland Dental LLC / Heartland Dental Finance Corp                                                                       | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20518000 | PA      | $21609475.53  | 0.05%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                  | Helmerich & Payne Inc                                                                                                      | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   32608000 | PA      | $32862480.98  | 0.08%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                                  | Helmerich & Payne Inc                                                                                                      | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   36626000 | PA      | $36787849.93  | 0.09%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                      | Herc Holdings Inc                                                                                                          | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   53492000 | PA      | $53523485.39  | 0.12%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LP                                                                                             | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  120499000 | PA      | $117847841.25 | 0.27%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                               | Hess Midstream Operations LP                                                                                               | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14795000 | PA      | $15053808.94  | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                               | Hess Midstream Operations LP                                                                                               | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13355000 | PA      | $13366885.95  | 0.03%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                               | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                   | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36170000 | PA      | $36468221.65  | 0.09%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP Term Loan B                                                                                            | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   23850705 | PA      | $23910331.87  | 0.06%             | 2030-02-11      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                        | Hillenbrand Inc                                                                                                            | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   15944000 | PA      | $16346059.85  | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                    | Hilton Grand Vacations Borrower LLC 2024 Term Loan A                                                                       | CUSIP: 43283LAL5<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |   20000000 | PA      | $20150000.00  | 0.05%             | 2028-01-10      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                            | Honeywell International Inc Term Loan A1                                                                                   | CUSIP: 43852TCF0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | LON              | CORP              | US        |   42281250 | PA      | $42334101.56  | 0.10%             | 2027-05-07      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                            | Host Hotels & Resorts LP 2023 Term Loan A2                                                                                 | CUSIP: 44107UBN2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | LON              |  | US        |   33002333 | PA      | $32816695.21  | 0.08%             | 2028-01-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                             | Hudsons Bay Simon JV Trust 2015-HBS                                                                                        | CUSIP: 44422PBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  150785000 | PA      | $31108.45     | 0.00%             | 2034-08-05      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                | Hungary Government International Bond                                                                                      | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   59860000 | PA      | $61324247.43  | 0.14%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                  | Huntington Auto Trust 2024-1                                                                                               | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   68902999 | PA      | $69569511.46  | 0.16%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                               | Huntington Ingalls Industries Inc                                                                                          | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9454398.80   | 0.02%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                                     | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28490371 | PA      | $28965747.08  | 0.07%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                     | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22516685 | PA      | $22762289.88  | 0.05%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   34420000 | PA      | $36270075.00  | 0.08%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                           | Hudson Yards 2025-SPRL Mortgage Trust                                                                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   55550000 | PA      | $57746819.19  | 0.13%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                      | Hyatt Hotels Corp                                                                                                          | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   22978000 | PA      | $23660419.72  | 0.06%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                                    | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   42180000 | PA      | $39933721.39  | 0.09%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                                    | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36654819.60  | 0.09%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                                    | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   23600000 | PA      | $24236299.42  | 0.06%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                                    | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   27940000 | PA      | $28236263.75  | 0.07%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                                    | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   39232000 | PA      | $39894061.58  | 0.09%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-C                                                                             | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   83420000 | PA      | $84048019.13  | 0.20%             | 2028-07-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-A                                                                             | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30000000 | PA      | $30306396.00  | 0.07%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                              | IQVIA Inc 2022 Term Loan A2                                                                                                | CUSIP: 44969CBM1<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   74644549 | PA      | $74761367.65  | 0.17%             | 2027-06-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                               | Icon Investments Six DAC                                                                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   23601000 | PA      | $24077529.92  | 0.06%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                               | Icon Investments Six DAC                                                                                                   | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   48779000 | PA      | $50948726.02  | 0.12%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                                                                               | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   11413000 | PA      | $10343579.53  | 0.02%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                                                                               | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   63913000 | PA      | $65649693.89  | 0.15%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                                                                               | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   26121000 | PA      | $26199345.24  | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                                                                               | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   53233000 | PA      | $53530905.71  | 0.12%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                                | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    2199000 | PA      | $2188859.66   | 0.01%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   58025000 | PA      | $59732635.13  | 0.14%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                                | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   34448000 | PA      | $35851082.20  | 0.08%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                                | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   15495000 | PA      | $15644519.47  | 0.04%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                | Crescent Energy Finance LLC                                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   95174000 | PA      | $98785472.60  | 0.23%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                                                                 | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   20548000 | PA      | $19202646.00  | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                                                                 | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   13258000 | PA      | $13168163.00  | 0.03%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                    | Intesa Sanpaolo SpA                                                                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  100244000 | PA      | $100365598.98 | 0.23%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP              | Invitation Homes Operating Partnership LP 2024 Term Loan                                                                   | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |  128573933 | PA      | $128573932.98 | 0.30%             | 2028-09-09      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                              | IQVIA Inc                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3126972.50   | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                              | IQVIA Inc                                                                                                                  | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   10509000 | PA      | $10868670.53  | 0.03%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                              | IQVIA Inc                                                                                                                  | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   37982000 | PA      | $40069414.76  | 0.09%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                      | Iron Mountain Inc                                                                                                          | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    9242000 | PA      | $9216311.86   | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                      | Iron Mountain Inc                                                                                                          | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   43100000 | PA      | $43056822.42  | 0.10%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                      | ITC Holdings Corp                                                                                                          | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   25656000 | PA      | $25981449.44  | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                               | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                 | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   33905000 | PA      | $32697466.64  | 0.08%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2025-VIS3                                                                                         | CUSIP: 46594EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37995011 | PA      | $38068018.40  | 0.09%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                        | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     406677 | PA      | $401744.83    | 0.00%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                        | CUSIP: 465968AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  196264168 | PA      | $2262768.85   | 0.01%             | 2050-09-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                             | CUSIP: 46642MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  163798100 | PA      | $37837361.10  | 0.09%             | 2027-06-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                             | CUSIP: 46642MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  102274000 | PA      | $51137.00     | 0.00%             | 2027-06-10      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                             | CUSIP: 46642MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45476000 | PA      | $45.48        | 0.00%             | 2027-06-10      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                             | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20772000 | PA      | $872205.89    | 0.00%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                             | CUSIP: 46642MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14352000 | PA      | $225877.52    | 0.00%             | 2027-06-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                             | CUSIP: 46642MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25795381 | PA      | $231900.48    | 0.00%             | 2027-06-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                                        | CUSIP: 46643GAG5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   12322108 | PA      | $767.67       | 0.00%             | 2047-11-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2014-C25                                                                        | CUSIP: 46643PBG4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   25399658 | PA      | $850.89       | 0.00%             | 2047-11-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2015-C30                                                                        | CUSIP: 46644UBC1<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   13818085 | PA      | $138.18       | 0.00%             | 2048-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                                                              | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  126970375 | PA      | $401721.57    | 0.00%             | 2049-12-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                                                              | CUSIP: 46645WAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  155900000 | PA      | $1827444.21   | 0.00%             | 2033-07-05      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25634000 | PA      | $26599727.63  | 0.06%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust Series 2025-NQM4                                                                                  | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48974983 | PA      | $48982343.63  | 0.11%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                  | Jackson Financial Inc                                                                                                      | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   25281000 | PA      | $25577660.65  | 0.06%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                                                                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   56094000 | PA      | $56669873.34  | 0.13%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                                                                       | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   14912000 | PA      | $15232845.10  | 0.04%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                                                                       | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   24478000 | PA      | $24661995.25  | 0.06%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                                                                       | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   16847000 | PA      | $17499525.42  | 0.04%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                                                                       | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   40063000 | PA      | $40151618.15  | 0.09%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                               | Jacobs Engineering Group Inc                                                                                               | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   52295000 | PA      | $55237565.39  | 0.13%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                | Jane Street Group / JSG Finance Inc                                                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   87805000 | PA      | $86497153.31  | 0.20%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                      | Japan Tobacco Inc                                                                                                          | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   62276000 | PA      | $64896428.35  | 0.15%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                               | Jefferson Capital Holdings LLC                                                                                             | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   57034000 | PA      | $57036596.76  | 0.13%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                               | Jefferson Capital Holdings LLC                                                                                             | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5932466.40   | 0.01%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                               | Development Bank of Kazakhstan JSC                                                                                         | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   40840000 | PA      | $42265919.62  | 0.10%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 15 Ltd                                                                                                             | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |    7890000 | PA      | $7897826.88   | 0.02%             | 2032-01-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR Clo 24 Ltd                                                                                                             | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |   68443267 | PA      | $68501101.77  | 0.16%             | 2032-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 23 Ltd                                                                                                             | CUSIP: 48252YAQ2<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |   17910000 | PA      | $17931456.18  | 0.04%             | 2031-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 23 Ltd                                                                                                             | CUSIP: 48252YAS8<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |    7750000 | PA      | $7756920.75   | 0.02%             | 2031-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 40 Ltd                                                                                                             | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   17670000 | PA      | $17677880.82  | 0.04%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 43 Ltd                                                                                                             | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |    6000000 | PA      | $6009594.00   | 0.01%             | 2036-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                   | Keurig Dr Pepper Inc                                                                                                       | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   19540000 | PA      | $19751698.12  | 0.05%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                   | Keurig Dr Pepper Inc                                                                                                       | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   29985000 | PA      | $30085747.20  | 0.07%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEY COMMERCIAL MORTGAGE TRUST 2019-S2                  | Key Commercial Mortgage Securities Trust 2019-S2                                                                           | CUSIP: 49307XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   86161082 | PA      | $2996330.91   | 0.01%             | 2052-06-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                    | Kinetik Holdings LP                                                                                                        | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   69615000 | PA      | $71662311.02  | 0.17%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                         | KIND Commercial Mortgage Trust 2024-1                                                                                      | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34670000 | PA      | $34767235.48  | 0.08%             | 2041-08-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                    | LCM 33 Ltd                                                                                                                 | CUSIP: 50202CAJ3<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   65550000 | PA      | $65569468.35  | 0.15%             | 2034-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                    | LCM 35 Ltd                                                                                                                 | CUSIP: 50202QAL7<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   66710000 | PA      | $66727611.44  | 0.16%             | 2034-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                    | LCM 34 Ltd                                                                                                                 | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |  122750000 | PA      | $122868699.25 | 0.29%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   13040000 | PA      | $13044979.45  | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   88110000 | PA      | $86377478.97  | 0.20%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   45532000 | PA      | $48605891.73  | 0.11%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   16168000 | PA      | $16476942.51  | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   12243000 | PA      | $12549187.27  | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   19338000 | PA      | $19622705.83  | 0.05%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   28602000 | PA      | $29252785.60  | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                        | Lstar Commercial Mortgage Trust 2016-4                                                                                     | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5754156 | PA      | $704.31       | 0.00%             | 2049-03-10      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Liberty Tire Recycling Holdco LLC                      | Liberty Tire Recycling Holdco LLC 2021 Term Loan                                                                           | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |   16500000 | PA      | $16546447.50  | 0.04%             | 2028-05-05      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-3                                                                                          | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10398426 | PA      | $10404355.67  | 0.02%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-3                                                                                          | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20000000 | PA      | $20081440.00  | 0.05%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                               | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                         | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |   49146000 | PA      | $48715893.87  | 0.11%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                               | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                         | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |   65812000 | PA      | $64926019.11  | 0.15%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                   | Las Vegas Sands Corp                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   74117000 | PA      | $73605377.76  | 0.17%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                   | Las Vegas Sands Corp                                                                                                       | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4138000 | PA      | $4215891.60   | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                              | LBA Trust 2024-7IND                                                                                                        | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22518249 | PA      | $22560615.19  | 0.05%             | 2041-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                    | Leggett & Platt Inc                                                                                                        | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    2992000 | PA      | $2932945.10   | 0.01%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust 2024-1                                                                                              | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32801000 | PA      | $33264241.96  | 0.08%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust 2021-2                                                                                              | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  138926000 | PA      | $134215047.13 | 0.31%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust 2025-1                                                                                              | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32902000 | PA      | $33340484.95  | 0.08%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                   | Liberty Utilities Co                                                                                                       | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |   51528000 | PA      | $53395895.67  | 0.12%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                               | Lincoln Financial Global Funding                                                                                           | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   32519000 | PA      | $33672259.99  | 0.08%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                                                                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   18348000 | PA      | $18346160.25  | 0.04%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                                                                   | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   29589000 | PA      | $29606601.90  | 0.07%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                         | LoanCore 2022-CRE7 Issuer Ltd                                                                                              | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17358010 | PA      | $17362174.30  | 0.04%             | 2037-01-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                  | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   48000000 | PA      | $48009744.00  | 0.11%             | 2042-08-17      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                          | LOWES COS INC DELAYED DRAW TERM LOAN                                                                                       | CUSIP: 54865PAX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | LON              | CORP              | US        |  174458000 | PA      | $173803782.50 | 0.41%             | 2028-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                        | LSTAR Commercial Mortgage Trust 2017-5                                                                                     | CUSIP: 54910TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17951542 | PA      | $17948510.41  | 0.04%             | 2050-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                 | Lumen Technologies Inc 2024 Extended Term Loan B1                                                                          | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   47464759 | PA      | $47277985.34  | 0.11%             | 2029-04-16      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                 | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                          | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |  124756354 | PA      | $124249842.76 | 0.29%             | 2030-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                   | M&T Bank Corp                                                                                                              | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   43711000 | PA      | $43947779.43  | 0.10%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                   | MGIC Investment Corp                                                                                                       | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   49260000 | PA      | $49261241.84  | 0.11%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2021-FL7 Ltd                                                                                                           | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6629796 | PA      | $6630918.41   | 0.02%             | 2036-10-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust            | MF1 2022-FL9 LLC                                                                                                           | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   37977123 | PA      | $38000528.52  | 0.09%             | 2037-06-19      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                        | M&T Bank Auto Receivables Trust 2025-1                                                                                     | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23320000 | PA      | $23648121.73  | 0.06%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                               | MSCI Inc                                                                                                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   48874000 | PA      | $47980158.56  | 0.11%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                               | MSCI Inc                                                                                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   29788000 | PA      | $28520352.30  | 0.07%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                               | MSCI Inc                                                                                                                   | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    8160000 | PA      | $7836255.67   | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment 2024-LEAF1 Notes                                                                                             | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20885000 | PA      | $21162998.15  | 0.05%             | 2031-08-18      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                      | Ma'aden Sukuk Ltd                                                                                                          | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   22470000 | PA      | $23090364.34  | 0.05%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                     | Macquarie Bank Ltd                                                                                                         | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   23243000 | PA      | $22273762.02  | 0.05%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                    | Macquarie Group Ltd                                                                                                        | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   38587000 | PA      | $38272929.22  | 0.09%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                               | Macquarie Airfinance Holdings Ltd                                                                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   63428000 | PA      | $66721073.93  | 0.16%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                               | Macquarie Airfinance Holdings Ltd                                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   10942000 | PA      | $11106317.87  | 0.03%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding XIV Ltd                                                                                               | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |  119210635 | PA      | $119308030.57 | 0.28%             | 2030-10-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding XXXV Ltd                                                                                              | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11626872 | PA      | $11638394.38  | 0.03%             | 2032-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding LII Ltd                                                                                               | CUSIP: 55822BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   65000000 | PA      | $65018915.00  | 0.15%             | 2035-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding LVII Ltd                                                                                              | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   28370000 | PA      | $28392696.00  | 0.07%             | 2034-07-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                                                                   | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   50470000 | PA      | $49974889.30  | 0.12%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   34733000 | PA      | $33719751.56  | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                         | Mariner Finance Issuance Trust 2021-B                                                                                      | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   69465000 | PA      | $67526641.69  | 0.16%             | 2036-11-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REVENUE                   | Massachusetts Development Finance Agency                                                                                   | CUSIP: 57585BBJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    4300000 | PA      | $4304781.17   | 0.01%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                             | MasTec Inc                                                                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   56222000 | PA      | $56124778.67  | 0.13%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                             | MasTec Inc                                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   39725000 | PA      | $41564715.20  | 0.10%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                   | Matador Resources Co                                                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   45925000 | PA      | $47073951.65  | 0.11%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                             | Mattel Inc                                                                                                                 | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   61268000 | PA      | $61309009.12  | 0.14%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                             | Mattel Inc                                                                                                                 | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   35436000 | PA      | $34599334.42  | 0.08%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                             | Mattel Inc                                                                                                                 | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   42508000 | PA      | $42908815.58  | 0.10%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL C                               | Matthews International Corp                                                                                                | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |   20307000 | PA      | $20997539.54  | 0.05%             | 2027-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                 | Mauser Packaging Solutions Holding Co                                                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   16460000 | PA      | $15890908.67  | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP 2025 Term Loan B                                                                                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  101934136 | PA      | $102180816.27 | 0.24%             | 2028-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC                                                                                                | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   75093037 | PA      | $75599442.29  | 0.18%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                               | Microchip Technology Inc                                                                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   31579000 | PA      | $32251179.23  | 0.08%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                               | Microchip Technology Inc                                                                                                   | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   24660000 | PA      | $25021541.00  | 0.06%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                               | Microchip Technology Inc                                                                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   28770000 | PA      | $29406029.90  | 0.07%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                  | Molina Healthcare Inc                                                                                                      | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $28242537.40  | 0.07%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                 | Molex Electronic Technologies LLC                                                                                          | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   39086000 | PA      | $39558536.06  | 0.09%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2024-NSTB                                                                                   | CUSIP: 61690BAA0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   82952947 | PA      | $81846039.82  | 0.19%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                                | CUSIP: 61691GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9483939 | PA      | $9418802.36   | 0.02%             | 2049-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2021-L6                                                                                     | CUSIP: 61692CAZ1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   19300000 | PA      | $17601800.72  | 0.04%             | 2054-06-15      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5565000 | PA      | $5607906.82   | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   32276000 | PA      | $32969773.27  | 0.08%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   40373000 | PA      | $41732809.07  | 0.10%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                             | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4479181.12   | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24450000 | PA      | $25140624.97  | 0.06%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                             | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   26826000 | PA      | $26860766.50  | 0.06%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                 | CUSIP: 61762DAE1<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   62434735 | PA      | $6867.82      | 0.00%             | 2046-05-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18050000 | PA      | $17972161.18  | 0.04%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                | CUSIP: 61766EBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   74196191 | PA      | $8718.05      | 0.00%             | 2049-05-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                                                                | CUSIP: 61766RBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  198107695 | PA      | $977899.20    | 0.00%             | 2049-11-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2016-UBS11                                                                                  | CUSIP: 61767FBB6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   62199401 | PA      | $255272.56    | 0.00%             | 2049-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2016-UBS11                                                                                  | CUSIP: 61767FBC4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |  121222774 | PA      | $523912.71    | 0.00%             | 2049-08-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2019-L2                                                                                     | CUSIP: 61768HAW6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   12535000 | PA      | $12337855.79  | 0.03%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                                                             | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   15064000 | PA      | $15326849.18  | 0.04%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | MSBAM                                                                                                                      | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   63980000 | PA      | $67136043.83  | 0.16%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3                                                                   | CUSIP: 61779JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39899358 | PA      | $39910949.26  | 0.09%             | 2070-09-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                 | Mutual of Omaha Cos Global Funding                                                                                         | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   37111000 | PA      | $38477244.80  | 0.09%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                 | Mutual of Omaha Cos Global Funding                                                                                         | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   23772000 | PA      | $24360816.99  | 0.06%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                    | NBM US Holdings Inc                                                                                                        | CUSIP: 62877VAA9<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   20770000 | PA      | $20832517.70  | 0.05%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2025-B LLC                                                                                                    | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   34265000 | PA      | $34388196.38  | 0.08%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                           | NMI Holdings Inc                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   12397000 | PA      | $12844283.76  | 0.03%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                         | NRG Energy Inc                                                                                                             | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   13293000 | PA      | $13292116.81  | 0.03%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                         | NRG Energy Inc                                                                                                             | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   41525000 | PA      | $41474381.03  | 0.10%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Nassau LTD                                             | Nassau 2021-I Ltd                                                                                                          | CUSIP: 631704AH6<br>LEI: 5493000NDRKPTT45F149 | Long             | ABS-CBDO         | CORP              | KY        |   70000000 | PA      | $69922090.00  | 0.16%             | 2034-08-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                   | National Fuel Gas Co                                                                                                       | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   24935000 | PA      | $25200185.97  | 0.06%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                   | National Fuel Gas Co                                                                                                       | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   31379000 | PA      | $31732267.29  | 0.07%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                   | National Fuel Gas Co                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   33891000 | PA      | $35113851.67  | 0.08%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                 | Nationstar Mortgage Holdings Inc                                                                                           | CUSIP: 63861CAG4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    7690000 | PA      | $7887363.85   | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                                                                | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   40000000 | PA      | $40269681.20  | 0.09%             | 2028-02-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                               | Navoi Mining & Metallurgical Combinat                                                                                      | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   16210000 | PA      | $16806299.28  | 0.04%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                                          | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   12929000 | PA      | $13235106.75  | 0.03%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                           | Navient Corp                                                                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   33190000 | PA      | $33656585.02  | 0.08%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                           | Navient Corp                                                                                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   25860000 | PA      | $25857957.06  | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                           | Navient Corp                                                                                                               | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1976343.80   | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2021-C                                                                           | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   53020135 | PA      | $48670855.85  | 0.11%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2022-A                                                                           | CUSIP: 63942MAA8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   50256503 | PA      | $46213035.41  | 0.11%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                  | Navesink Clo 4 Ltd                                                                                                         | CUSIP: 63943VAA7<br>LEI: 254900NULUM27L7QZU33 | Long             | ABS-CBDO         | CORP              | KY        |   20570000 | PA      | $20578289.71  | 0.05%             | 2037-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2021-A                                                                                           | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20432042 | PA      | $19304459.29  | 0.05%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                               | Neuberger Berman Loan Advisers Clo 50 Ltd                                                                                  | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   43545000 | PA      | $43568601.39  | 0.10%             | 2036-07-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                                                                | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   60306000 | PA      | $60337874.74  | 0.14%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                      | Nexstar Media Inc                                                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   40961000 | PA      | $41024038.98  | 0.10%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                  | NextGear Floorplan Master Owner Trust                                                                                      | CUSIP: 65345GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   69730000 | PA      | $70056908.19  | 0.16%             | 2028-03-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                                                                                  | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   27528000 | PA      | $27750425.69  | 0.06%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                | Nissan Motor Acceptance Co LLC                                                                                             | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   47313000 | PA      | $47163547.70  | 0.11%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                | Nissan Auto Lease Trust 2025-A                                                                                             | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30000000 | PA      | $30352167.00  | 0.07%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                | Nissan Motor Acceptance Co LLC                                                                                             | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   23870000 | PA      | $23215880.84  | 0.05%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                | Nissan Motor Acceptance Co LLC                                                                                             | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13156633.36  | 0.03%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2023-B Owner Trust                                                                                 | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25699349 | PA      | $25893615.70  | 0.06%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2025-A Owner Trust                                                                                 | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27765000 | PA      | $28105132.36  | 0.07%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                | Nissan Auto Lease Trust 2025-B                                                                                             | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   53240000 | PA      | $53695425.61  | 0.13%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                        | Gen Digital Inc 2021 Term Loan A                                                                                           | CUSIP: 66877AAC2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |  178082407 | PA      | $178273845.81 | 0.42%             | 2027-09-10      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                    | NuStar Logistics LP                                                                                                        | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    7678000 | PA      | $7703698.27   | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OGX AUSTRIA GMBH                                       | OGX Austria GmbH                                                                                                           | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |   31150000 | PA      | $623.00       | 0.00%             | 2018-06-01      | None          | 8.50%                 | No            |                  3 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM16 Trust                                                                                                       | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   38557720 | PA      | $38583653.42  | 0.09%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM20 Trust                                                                                                       | CUSIP: 67126GAC6<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |   38080642 | PA      | $38285698.90  | 0.09%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                        | Oaktree CLO 2021-2 Ltd                                                                                                     | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   92690000 | PA      | $92508791.05  | 0.22%             | 2035-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                      | Chord Energy Corp                                                                                                          | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   35123000 | PA      | $35437666.96  | 0.08%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM21 Trust                                                                                                       | CUSIP: 67448BAA2<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |   62300000 | PA      | $62472521.16  | 0.15%             | 2065-10-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   10764000 | PA      | $12148541.03  | 0.03%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   66468000 | PA      | $77025910.06  | 0.18%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   23271000 | PA      | $25112341.15  | 0.06%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   21183000 | PA      | $22435953.27  | 0.05%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   19375000 | PA      | $19870651.25  | 0.05%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Cor 2 Year Term Loan                                                                                  | CUSIP: 67460TAR9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | LON              | CORP              | US        |   99088544 | PA      | $99212405.05  | 0.23%             | 2025-12-29      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2023-1                                                                                            | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     948471 | PA      | $949317.65    | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-3                                                                                            | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22785136 | PA      | $22907820.61  | 0.05%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44, Ltd.                   | Octagon Investment Partners 44 Ltd                                                                                         | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   71500000 | PA      | $71500000.00  | 0.17%             | 2034-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45, Ltd.                   | Octagon Investment Partners 45 Ltd                                                                                         | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   74870000 | PA      | $74921510.56  | 0.17%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-2                                                                                            | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24147424 | PA      | $24353795.09  | 0.06%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.                   | Octagon Investment Partners 41 Ltd                                                                                         | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  140660000 | PA      | $140626522.92 | 0.33%             | 2033-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                        | 180 Medical Inc                                                                                                            | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   41403000 | PA      | $40300943.23  | 0.09%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                                                                  | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6183000 | PA      | $6317497.69   | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                                                                  | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   42642000 | PA      | $43979545.22  | 0.10%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust 2020-2                                                                                    | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14375000 | PA      | $13900298.69  | 0.03%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust 2019-2                                                                                    | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   75865000 | PA      | $74753661.20  | 0.17%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust 2021-1                                                                                    | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18050000 | PA      | $17513126.22  | 0.04%             | 2036-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust 2022-3                                                                                    | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32044430 | PA      | $32173665.37  | 0.08%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                         | Open Text Corp                                                                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   41486000 | PA      | $43074747.86  | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  107921000 | PA      | $106384778.02 | 0.25%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                                | CUSIP: 6840C3AD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   39742000 | PA      | $39541203.55  | 0.09%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                                | CUSIP: 6840C3AF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   40772000 | PA      | $40556418.05  | 0.09%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   67152000 | PA      | $65499476.58  | 0.15%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                                                                | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   31228000 | PA      | $32177827.10  | 0.08%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                               | Blue Owl Technology Finance Corp                                                                                           | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   15593000 | PA      | $15483926.65  | 0.04%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                 | Blue Owl Credit Income Corp                                                                                                | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   15198000 | PA      | $15122705.00  | 0.04%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                 | Blue Owl Credit Income Corp                                                                                                | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    4009000 | PA      | $3958732.39   | 0.01%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                               | Blue Owl Technology Finance Corp II                                                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10695241.52  | 0.02%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                    | PFS Financing Corp                                                                                                         | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40045000 | PA      | $40238329.25  | 0.09%             | 2028-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                               | Performance Food Group Inc                                                                                                 | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   22200000 | PA      | $22222062.36  | 0.05%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                                                                                       | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   17550000 | PA      | $18001496.74  | 0.04%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                         | PSEG Power LLC                                                                                                             | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23768000 | PA      | $24409127.78  | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PFP III                                                | PFP 2025-12 Ltd                                                                                                            | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   79320000 | PA      | $79487726.11  | 0.19%             | 2042-12-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                                                                      | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36235000 | PA      | $36986271.13  | 0.09%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   33877000 | PA      | $33301394.54  | 0.08%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   97365878 | PA      | $97239521.43  | 0.23%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15023000 | PA      | $15248629.99  | 0.04%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   28749000 | PA      | $29738041.50  | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   33863000 | PA      | $34428911.34  | 0.08%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                  | Palmer Square CLO 2015-1 Ltd                                                                                               | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |    8950000 | PA      | $8952577.60   | 0.02%             | 2034-05-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                               | Palomino Funding Trust I                                                                                                   | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29716000 | PA      | $31469804.44  | 0.07%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                     | Panama Government International Bond                                                                                       | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   19565000 | PA      | $21039222.75  | 0.05%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                     | Panama Government International Bond                                                                                       | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   40789000 | PA      | $41109193.65  | 0.10%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                  | Panama Government International Bonds                                                                                      | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   14400000 | PA      | $14160240.00  | 0.03%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PANERA BREAD COMPANY                                   | Panera Bread Company 2022 Term Loan A3                                                                                     | CUSIP: 69841UAC5<br>LEI: 5493000FBB6F76YHEI41 | Long             | LON              | CORP              | US        |   27200000 | PA      | $27268000.00  | 0.06%             | 2027-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PANERA BREAD COMPANY                                   | Panera Bread Company 2022 Term Loan A5                                                                                     | CUSIP: 69841UAD3<br>LEI: 5493000FBB6F76YHEI41 | Long             | LON              | CORP              | US        |   27200000 | PA      | $27370000.00  | 0.06%             | 2027-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                           | Parallel 2023-1 Ltd                                                                                                        | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  106700000 | PA      | $106981047.80 | 0.25%             | 2036-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                           | Parallel 2021-1 Ltd                                                                                                        | CUSIP: 69916HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18950000 | PA      | $18978216.55  | 0.04%             | 2034-07-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| PARSLEY ENERGY LLC/FINAN                               | Parsley Energy LLC / Parsley Finance Corp                                                                                  | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26480000 | PA      | $26205253.32  | 0.06%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                      | Suncor Energy Inc                                                                                                          | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   22444000 | PA      | $22851306.08  | 0.05%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                               | Petrobras Global Finance BV                                                                                                | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   73647000 | PA      | $72888435.90  | 0.17%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   19000000 | PA      | $20268630.00  | 0.05%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                  | Pinnacle West Capital Corp                                                                                                 | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    9393000 | PA      | $9556744.69   | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                         | KFC Holding Co 2021 Term Loan B                                                                                            | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |   68579908 | PA      | $68937208.90  | 0.16%             | 2028-03-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                            | Popular Inc                                                                                                                | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |    9948000 | PA      | $10468101.34  | 0.02%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                           | Post CLO 2021-1 LTD                                                                                                        | CUSIP: 73742FAL0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   12850000 | PA      | $12861140.95  | 0.03%             | 2034-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                               | Prime Security Services Borrower LLC / Prime Finance Inc                                                                   | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1300077.70   | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                              | Prosus NV                                                                                                                  | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   60280000 | PA      | $59340187.78  | 0.14%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                   | Protective Life Corp                                                                                                       | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   41909000 | PA      | $42099256.80  | 0.10%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RPI Intermediate Finance Partnership LP                | RPI Intermediate Finance Partnership LP 2025 Term Loan                                                                     | CUSIP: 74969FAC4<br>LEI: 5493009EMOUZYHVGX031 | Long             | LON              | CORP              | US        |  103057659 | PA      | $101125327.65 | 0.24%             | 2030-02-04      | Floating      | 5.39%                 | No            |                  3 | On Loan: No      |
| ROCC Trust                                             | ROCK Trust 2024-CNTR                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48040000 | PA      | $49589972.17  | 0.12%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                      | Rakuten Group Inc                                                                                                          | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |  108919000 | PA      | $116796565.59 | 0.27%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RALLIANT CORP                                          | Ralliant Corp Delayed Draw Term Loan A2                                                                                    | CUSIP: 75114VAC0<br>LEI: 52990024QKO4DYT8N464 | Long             | LON              | CORP              | US        |   19875000 | PA      | $18446583.75  | 0.04%             | 2028-05-15      | Floating      | 5.53%                 | No            |                  3 | On Loan: No      |
| RANGE RESOURCES CORP                                   | Range Resources Corp                                                                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   43091000 | PA      | $43983500.79  | 0.10%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                    | Citizens Bank NA/Providence RI                                                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   71051000 | PA      | $71606590.40  | 0.17%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                     | ReadyCap Commercial Mortgage Trust 2019-6                                                                                  | CUSIP: 75575QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5988474 | PA      | $5956953.42   | 0.01%             | 2052-10-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                           | RealPage Inc 1st Lien Term Loan                                                                                            | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   43290000 | PA      | $43294978.35  | 0.10%             | 2028-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                                            | Redfin Corp                                                                                                                | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   22512000 | PA      | $21116256.00  | 0.05%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   35742000 | PA      | $35826186.35  | 0.08%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  133775000 | PA      | $138488774.83 | 0.32%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   31920000 | PA      | $33923382.19  | 0.08%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                  | Rentokil Terminix Funding LLC                                                                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   59621000 | PA      | $60868150.29  | 0.14%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                 | Repsol E&P Capital Markets US LLC                                                                                          | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    7130000 | PA      | $7188889.59   | 0.02%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                        | Residential Mortgage Loan Trust 2020-1                                                                                     | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     315199 | PA      | $313504.68    | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                     | RGA Global Funding                                                                                                         | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   32162000 | PA      | $33381689.82  | 0.08%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                            | ROBLOX Corp                                                                                                                | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42000000 | PA      | $40190161.20  | 0.09%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                               | TGNR Intermediate Holdings LLC                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7672311.43   | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                         | Rocket Cos Inc                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42770000 | PA      | $44431272.34  | 0.10%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                         | Rocket Cos Inc                                                                                                             | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39000000 | PA      | $40503177.00  | 0.09%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                               | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  139385000 | PA      | $137235509.07 | 0.32%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                                | Romanian Government International Bond                                                                                     | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   91178000 | PA      | $94013601.15  | 0.22%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                | Romanian Government International Bond                                                                                     | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   51968000 | PA      | $53368798.48  | 0.12%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                         | Romark CLO Ltd                                                                                                             | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1611600 | PA      | $1612341.26   | 0.00%             | 2030-10-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    9000000 | PA      | $9511463.52   | 0.02%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3807000 | PA      | $3758331.88   | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   69488000 | PA      | $70735263.74  | 0.16%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   35385000 | PA      | $35372798.54  | 0.08%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   50727000 | PA      | $50846675.65  | 0.12%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   85913000 | PA      | $86587234.91  | 0.20%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                                                                         | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   10419000 | PA      | $9450157.19   | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                                                                         | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   31759000 | PA      | $32643105.77  | 0.08%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                                                                         | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   58818000 | PA      | $58735523.05  | 0.14%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2024-1 LLC                                                                                           | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7180000 | PA      | $7310212.17   | 0.02%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-2                                                                           | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   44596798 | PA      | $45056590.59  | 0.11%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2023-1                                                                           | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27208345 | PA      | $27388738.99  | 0.06%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                   | SCG Trust 2025-SNIP                                                                                                        | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50050000 | PA      | $50214834.67  | 0.12%             | 2042-09-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2022-1 LLC                                                                                           | CUSIP: 784033AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10545409 | PA      | $10523079.84  | 0.02%             | 2030-10-21      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                        | SEB Funding LLC                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6783000 | PA      | $6719085.83   | 0.02%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                                                                           | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24603339 | PA      | $24735629.05  | 0.06%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-3                                                                           | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42850000 | PA      | $43091772.56  | 0.10%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-1 LLC                                                                                           | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34834000 | PA      | $35628828.28  | 0.08%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-2 LLC                                                                                           | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   58660000 | PA      | $58937168.50  | 0.14%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                               | SLM Corp                                                                                                                   | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |   19870000 | PA      | $19512783.10  | 0.05%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                           | SM Energy Co                                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   67694000 | PA      | $67815916.89  | 0.16%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                           | SM Energy Co                                                                                                               | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   15886000 | PA      | $15950179.44  | 0.04%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                           | SM Energy Co                                                                                                               | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   38996000 | PA      | $39470347.34  | 0.09%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                  | SS&C Technologies Inc                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   73695000 | PA      | $73751347.20  | 0.17%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                         | SWCH Commercial Mortgage Trust 2025-DATA                                                                                   | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53180000 | PA      | $52782623.09  | 0.12%             | 2042-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                               | Sammons Financial Group Global Funding                                                                                     | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   30589000 | PA      | $31545499.37  | 0.07%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                               | Sammons Financial Group Global Funding                                                                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   19748000 | PA      | $20071289.97  | 0.05%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                                                            | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   37697000 | PA      | $36959335.68  | 0.09%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   90734000 | PA      | $94934511.48  | 0.22%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                                                            | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   23807000 | PA      | $23841256.13  | 0.06%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-2                                                                              | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   47857623 | PA      | $48046593.20  | 0.11%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-2                                                                              | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24150000 | PA      | $24461921.40  | 0.06%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-2                                                                              | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29155000 | PA      | $30023819.00  | 0.07%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-3                                                                              | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36695000 | PA      | $37158575.27  | 0.09%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-2                                                                              | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17513866 | PA      | $17549292.75  | 0.04%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-1                                                                              | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   65000000 | PA      | $65181642.50  | 0.15%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-1                                                                              | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31620000 | PA      | $31869443.86  | 0.07%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-3                                                                              | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48801370 | PA      | $48912891.02  | 0.11%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-3                                                                              | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   67042000 | PA      | $67367462.09  | 0.16%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2022-6                                                                              | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2870903 | PA      | $2876745.17   | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-4                                                                              | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26240000 | PA      | $26417322.05  | 0.06%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-5                                                                              | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   58500000 | PA      | $58602468.60  | 0.14%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-5                                                                              | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   65605000 | PA      | $65932723.22  | 0.15%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-4                                                                              | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   51230000 | PA      | $51343874.04  | 0.12%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-4                                                                              | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16550000 | PA      | $16715696.95  | 0.04%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Saratoga Investment Corp CLO Ltd                       | Saratoga Investment Corp Senior Loan Fund 2022-1 Ltd                                                                       | CUSIP: 80349PAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   75440000 | PA      | $75494920.32  | 0.18%             | 2037-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                               | SCCU Auto Receivables Trust 2025-1                                                                                         | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16500000 | PA      | $16656408.45  | 0.04%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Seminole Tribe of Florida                              | Seminole Tribe of Florida 2022 Term Loan A                                                                                 | CUSIP: 81683UAS6<br>LEI: 549300EWYRB8UULZD884 | Long             | LON              | CORP              | US        |   41043750 | PA      | $40992445.29  | 0.10%             | 2027-05-13      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                   | Shelf Drilling Holdings Ltd                                                                                                | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |   79285000 | PA      | $83089807.87  | 0.19%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Shops at Crystals Trust 2016-CSTL                      | Shops at Crystals Trust 2016-CSTL                                                                                          | CUSIP: 82510WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  112000000 | PA      | $84504.00     | 0.00%             | 2036-07-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| DCP RIGHTS, LLC                                        | SHOW Trust 2022-BIZ                                                                                                        | CUSIP: 82539LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  186000000 | PA      | $89301724.80  | 0.21%             | 2027-01-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                   | Signal Peak CLO 4 Ltd                                                                                                      | CUSIP: 82667EAN1<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |  112880000 | PA      | $112936101.36 | 0.26%             | 2034-10-26      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                    | Sirius XM Radio LLC                                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6723254.58   | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                  | Six Flags Entertainment Corp                                                                                               | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   61622000 | PA      | $60871951.19  | 0.14%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SOUTH BOW USA INFRA HLDS                               | South Bow USA Infrastructure Holdings LLC                                                                                  | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   39908000 | PA      | $40225395.51  | 0.09%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                               | South Bow USA Infrastructure Holdings LLC                                                                                  | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   48388000 | PA      | $49134372.80  | 0.11%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                               | Snam SpA                                                                                                                   | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   23780000 | PA      | $24380043.36  | 0.06%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                                                                        | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   22305000 | PA      | $22004855.89  | 0.05%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                                                                        | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   70472000 | PA      | $71259620.44  | 0.17%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                             | Sodexo Inc                                                                                                                 | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   15649000 | PA      | $16092134.61  | 0.04%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                         | Solventum Corp                                                                                                             | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   31138000 | PA      | $32209273.00  | 0.08%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                              | Sotheby's                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $19625429.59  | 0.05%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                  | Southwest Airlines Co                                                                                                      | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   23439000 | PA      | $23443323.79  | 0.05%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                     | Southwest Gas Corp                                                                                                         | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   41220000 | PA      | $42479352.20  | 0.10%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                     | Southwest Gas Corp                                                                                                         | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   42112000 | PA      | $43292007.72  | 0.10%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                     | Expand Energy Corp                                                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   66228000 | PA      | $66379868.75  | 0.15%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                                 | Spirit Aerosystems Inc 2022 Term Loan                                                                                      | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    7695642 | PA      | $7706877.87   | 0.02%             | 2027-01-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                   | OneMain Finance Corp                                                                                                       | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   40485000 | PA      | $41555949.71  | 0.10%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                 | Spirit AeroSystems Inc                                                                                                     | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   20922000 | PA      | $20908363.04  | 0.05%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                 | Spirit AeroSystems Inc                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   43693000 | PA      | $45939732.51  | 0.11%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                 | Spirit AeroSystems Inc                                                                                                     | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   70155000 | PA      | $76950343.79  | 0.18%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                    | Sprint Capital Corp                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   71074000 | PA      | $76564771.41  | 0.18%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                              | Block Inc                                                                                                                  | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   42659000 | PA      | $41752496.25  | 0.10%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                              | Block Inc                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   65057000 | PA      | $64600442.99  | 0.15%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                              | Block Inc                                                                                                                  | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   13721000 | PA      | $13990878.35  | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                | Starwood Property Trust Inc                                                                                                | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   13806000 | PA      | $13710976.06  | 0.03%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2020-1                                                                                 | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1009158 | PA      | $973325.40    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                             | FIXED INC CLEARING CORP.REPO                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  190277952 | PA      | $190277952.38 | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                  | Stellantis Finance US Inc                                                                                                  | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   32151000 | PA      | $32664129.96  | 0.08%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                               | Stellantis Financial Services US Corp                                                                                      | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   80548000 | PA      | $81213191.16  | 0.19%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                               | Stellantis Financial Services US Corp                                                                                      | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31601000 | PA      | $31908366.81  | 0.07%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                                                              | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   65175000 | PA      | $65546093.42  | 0.15%             | 2029-01-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                                   | Strathcona Resources Ltd/Alberta                                                                                           | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |   15706000 | PA      | $15777964.89  | 0.04%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                         | TD SYNNEX Corp                                                                                                             | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   27774000 | PA      | $27786941.57  | 0.06%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                    | Synchrony Financial                                                                                                        | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   15918000 | PA      | $15853200.85  | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                    | Synchrony Financial                                                                                                        | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   26175000 | PA      | $25978045.69  | 0.06%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                    | Synchrony Financial                                                                                                        | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   43107000 | PA      | $43567798.31  | 0.10%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY BANK                                         | Synchrony Bank                                                                                                             | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   17509000 | PA      | $17867066.58  | 0.04%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                          | Synchrony Card Funding LLC                                                                                                 | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41992000 | PA      | $42386741.60  | 0.10%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                               | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                        | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45699000 | PA      | $45707691.04  | 0.11%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                               | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                        | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   59851000 | PA      | $60708707.32  | 0.14%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                               | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                        | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16871000 | PA      | $17172551.07  | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                   | Telefonica Europe BV                                                                                                       | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   11054000 | PA      | $12722718.14  | 0.03%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                  | Tenet Healthcare Corp                                                                                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   42139000 | PA      | $42355173.07  | 0.10%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                               | Tengizchevroil Finance Co International Ltd                                                                                | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   16325000 | PA      | $15098870.72  | 0.04%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                               | Terraform Global Operating LP                                                                                              | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    8301000 | PA      | $8251850.61   | 0.02%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                | Teva Pharmaceutical Finance Netherlands III BV                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   80875000 | PA      | $79868915.00  | 0.19%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                          | Vistra Operations Company LLC 1st Lien Term Loan B3                                                                        | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   73117986 | PA      | $73509166.72  | 0.17%             | 2030-12-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                                                                                       | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10215086.30  | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                  | Solventum Corporation Term Loan                                                                                            | CUSIP: 88562GAE9<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |   27708857 | PA      | $27778129.28  | 0.06%             | 2027-03-08      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                         | TransAlta Corp                                                                                                             | CUSIP: 89346DAH0<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    6790000 | PA      | $7099719.06   | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                          | TransDigm Inc                                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   70392000 | PA      | $71919154.44  | 0.17%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                       | TRESTLES CLO V LTD                                                                                                         | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   77860000 | PA      | $77771239.60  | 0.18%             | 2034-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas Clo XX Ltd                                                                                                        | CUSIP: 89640EAN8<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |   33750000 | PA      | $33749696.25  | 0.08%             | 2035-07-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XVIII Ltd                                                                                                     | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3003678.00   | 0.01%             | 2035-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas Clo VII Ltd                                                                                                       | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    2060000 | PA      | $2056765.80   | 0.00%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XII Ltd                                                                                                       | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   46068885 | PA      | $46129834.09  | 0.11%             | 2033-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XVI Ltd                                                                                                       | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |   79090000 | PA      | $79113568.82  | 0.18%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                 | Trinity Industries Inc                                                                                                     | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |   17958000 | PA      | $18711158.52  | 0.04%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                       | Triton Container International Ltd                                                                                         | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   56086000 | PA      | $55486991.99  | 0.13%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   23827000 | PA      | $24738816.88  | 0.06%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Trysail CLO Ltd                                        | Trysail CLO 2021-1 Ltd                                                                                                     | CUSIP: 89855AAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   93150000 | PA      | $93173287.50  | 0.22%             | 2036-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                      | 1211 Avenue of the Americas Trust 2015-1211                                                                                | CUSIP: 90117PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  214200000 | PA      | $5290.74      | 0.00%             | 2035-08-10      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                               | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   32133000 | PA      | $31535890.13  | 0.07%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                               | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10000000 | PA      | $10079348.70  | 0.02%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                               | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12475000 | PA      | $12515510.19  | 0.03%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                               | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   31428000 | PA      | $32565547.77  | 0.08%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2017-C1                                                                                      | CUSIP: 90276EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2876961 | PA      | $2844823.01   | 0.01%             | 2050-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2017-C5                                                                                      | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6098146 | PA      | $5958441.14   | 0.01%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2017-C6                                                                                      | CUSIP: 90276UAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5953996 | PA      | $5877121.84   | 0.01%             | 2050-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2017-C6                                                                                      | CUSIP: 90276UAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  214401076 | PA      | $3895538.91   | 0.01%             | 2050-12-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2017-C7                                                                                      | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3595228 | PA      | $3553339.92   | 0.01%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBS Commercial Mortgage Trust 2019-C18                                                                                     | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4580000 | PA      | $4349049.38   | 0.01%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                               | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   28073000 | PA      | $28094661.69  | 0.07%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  183255000 | PA      | $183450991.22 | 0.43%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank C&I Credit-Linked Notes Series 2025-2                                                                              | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39028003 | PA      | $38944014.92  | 0.09%             | 2032-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank NA                                                                                                                 | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   28797985 | PA      | $29053509.93  | 0.07%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                | United Airlines 2020-1 Class A Pass Through Trust                                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28459822 | PA      | $29105612.30  | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2015-1 AA PTT                               | United Airlines 2015-1 Class AA Pass Through Trust                                                                         | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6424300 | PA      | $6329233.64   | 0.01%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                    | United Airlines Inc                                                                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   90662000 | PA      | $90617049.78  | 0.21%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                                                                 | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   30609000 | PA      | $31858215.12  | 0.07%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                                                                 | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   18342000 | PA      | $19032576.30  | 0.04%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                             | US Bancorp                                                                                                                 | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  103708000 | PA      | $106877308.18 | 0.25%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                        | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  946107000 | PA      | $947696166.47 | 2.21%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                        | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  756036000 | PA      | $755858800.28 | 1.76%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                               | United Wholesale Mortgage LLC                                                                                              | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   32358000 | PA      | $32458633.38  | 0.08%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                  | Universal Health Services Inc                                                                                              | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   20530000 | PA      | $20668870.26  | 0.05%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                        | Venture 45 Clo Ltd                                                                                                         | CUSIP: 92326GAS7<br>LEI: 549300ZDR5K71IXJ2M57 | Long             | ABS-CBDO         | CORP              | JE        |   56840000 | PA      | $56874672.40  | 0.13%             | 2035-07-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                        | Venture 33 CLO Ltd                                                                                                         | CUSIP: 92330YAN3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |   13213802 | PA      | $13251699.41  | 0.03%             | 2031-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                                                                       | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   57150000 | PA      | $58658302.80  | 0.14%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                                                                       | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   25228000 | PA      | $25550895.69  | 0.06%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust Series 2025-2                                                                                         | CUSIP: 92348KDV2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   63000000 | PA      | $65158839.90  | 0.15%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                                                                                       | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   40189000 | PA      | $41747441.00  | 0.10%             | 2031-09-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-9                                                                                          | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   56059571 | PA      | $56120334.22  | 0.13%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-8                                                                                          | CUSIP: 924930AC4<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   34771837 | PA      | $34726855.90  | 0.08%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                               | Vertiv Group Corp                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   39966000 | PA      | $39658145.90  | 0.09%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                               | TK Elevator US Newco Inc                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   92106000 | PA      | $92577106.53  | 0.22%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-10                                                                                         | CUSIP: 92541FAA7<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |   28685011 | PA      | $28608657.23  | 0.07%             | 2070-06-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                       | Paramount Global                                                                                                           | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   28158000 | PA      | $31258957.19  | 0.07%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   68269000 | PA      | $68256321.76  | 0.16%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |   77290000 | PA      | $76693008.95  | 0.18%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |   71659000 | PA      | $71757928.12  | 0.17%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                 | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |   73692000 | PA      | $72305102.56  | 0.17%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                     | Expand Energy Corp                                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   87604000 | PA      | $88249235.87  | 0.21%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                               | Viper Energy Partners LLC                                                                                                  | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   31345000 | PA      | $31759224.18  | 0.07%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   42627000 | PA      | $42705177.92  | 0.10%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   39766000 | PA      | $39498772.48  | 0.09%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   10942000 | PA      | $11043497.99  | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   56566000 | PA      | $56456261.96  | 0.13%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                                                                    | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   63166000 | PA      | $63912516.00  | 0.15%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                                                                    | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   39108000 | PA      | $39766093.39  | 0.09%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                                                                    | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   19838000 | PA      | $19927087.90  | 0.05%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                                                                    | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   37499000 | PA      | $37810535.69  | 0.09%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                       | WFRBS Commercial Mortgage Trust 2014-C22                                                                                   | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7927213 | PA      | $1132.80      | 0.00%             | 2057-09-15      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                       | WFRBS Commercial Mortgage Trust 2014-C22                                                                                   | CUSIP: 92890KBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37769102 | PA      | $144047.58    | 0.00%             | 2057-09-15      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                      | Vornado Realty LP                                                                                                          | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   31186000 | PA      | $30775570.10  | 0.07%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2017-3 Ltd                                                                                                        | CUSIP: 92915QBJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9450000 | PA      | $9454810.05   | 0.02%             | 2034-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                        | WEA Finance LLC                                                                                                            | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |   32652000 | PA      | $32051046.80  | 0.07%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                       | WFRBS Commercial Mortgage Trust 2014-C21                                                                                   | CUSIP: 92939FBB4<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   68429969 | PA      | $135306.58    | 0.00%             | 2047-08-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                               | Boost Newco Borrower LLC 2025 USD Term Loan B2                                                                             | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |  142154540 | PA      | $142616542.55 | 0.33%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                | EQUATE Petrochemical Co KSC                                                                                                | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |   11980000 | PA      | $11958870.28  | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                               | Weatherford International Ltd                                                                                              | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    4761000 | PA      | $4859900.25   | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| RTX Corporation                                        | RTX Corporation Term Loan                                                                                                  | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | LON              | CORP              | US        |   88000000 | PA      | $88110000.00  | 0.21%             | 2026-11-06      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                      | Wellfleet CLO 2021-1 Ltd                                                                                                   | CUSIP: 94950CAQ9<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |    3580000 | PA      | $3582062.08   | 0.01%             | 2034-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                      | Wellfleet CLO 2021-3 Ltd                                                                                                   | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |   92810000 | PA      | $92865407.57  | 0.22%             | 2035-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-C32                                                                             | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    5229207 | PA      | $5219213.78   | 0.01%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                             | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56430000 | PA      | $59318945.14  | 0.14%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-C34                                                                             | CUSIP: 95000DBG5<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   99172073 | PA      | $147141.60    | 0.00%             | 2049-06-15      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                            | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |  164959721 | PA      | $740652.65    | 0.00%             | 2049-08-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   74108000 | PA      | $76822703.51  | 0.18%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   31837000 | PA      | $33718587.71  | 0.08%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   31767000 | PA      | $32395815.06  | 0.08%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2017-C42                                                                             | CUSIP: 95001GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3833739 | PA      | $3785276.66   | 0.01%             | 2050-12-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2019-C50                                                                             | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10770000 | PA      | $10528379.36  | 0.02%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                             | CUSIP: 95003VAC2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |   76160000 | PA      | $80032728.38  | 0.19%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2025-5C3                                                                             | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   80450000 | PA      | $85645847.16  | 0.20%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                               | Western Midstream Operating LP                                                                                             | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   22221000 | PA      | $22443660.20  | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                               | Western Midstream Operating LP                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   14522000 | PA      | $15328898.96  | 0.04%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                | Western-Southern Global Funding                                                                                            | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   31648000 | PA      | $31928262.66  | 0.07%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2023-3                                                                               | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15003000 | PA      | $15359480.28  | 0.04%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-2                                                                               | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24000000 | PA      | $24090355.20  | 0.06%             | 2029-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-2                                                                               | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34030000 | PA      | $34256789.53  | 0.08%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2023-1                                                                               | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8500000 | PA      | $8696800.50   | 0.02%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-2                                                                               | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48660000 | PA      | $49757682.01  | 0.12%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-3                                                                               | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31280000 | PA      | $31384628.47  | 0.07%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                         | Westlake Flooring Master Trust                                                                                             | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   72105000 | PA      | $72283214.72  | 0.17%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-1                                                                               | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9340000 | PA      | $9511707.49   | 0.02%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-1                                                                               | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32400000 | PA      | $32592352.32  | 0.08%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                                                           | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   50650610 | PA      | $51083003.87  | 0.12%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                  | Whistler Pipeline LLC                                                                                                      | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   36122000 | PA      | $37196470.56  | 0.09%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                     | THL Credit Wind River 2019-3 Clo Ltd                                                                                       | CUSIP: 97314JBC8<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   66850000 | PA      | $66904081.65  | 0.16%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                     | Wind River 2021-4 CLO Ltd                                                                                                  | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  125300000 | PA      | $125349618.80 | 0.29%             | 2035-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                     | Wind River 2022-1 CLO Ltd                                                                                                  | CUSIP: 97316YAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  164600000 | PA      | $164680160.20 | 0.38%             | 2035-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust       | World Financial Network Credit Card Master Trust                                                                           | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43450000 | PA      | $44328393.89  | 0.10%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                           | World Omni Select Auto Trust 2023-A                                                                                        | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25000000 | PA      | $25322140.00  | 0.06%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                           | World Omni Select Auto Trust 2025-A                                                                                        | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28450000 | PA      | $28478421.55  | 0.07%             | 2031-08-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                           | Wyndham Hotels & Resorts Inc 2022 Term Loan A                                                                              | CUSIP: 98310CAD4<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    3285542 | PA      | $3287595.70   | 0.01%             | 2027-04-08      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                | XPO Inc                                                                                                                    | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   19265000 | PA      | $19694975.54  | 0.05%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                                      | Zais Clo 16 Ltd                                                                                                            | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   60190000 | PA      | $60130773.04  | 0.14%             | 2034-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                          | ZF North America Capital Inc                                                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   83355000 | PA      | $85143714.95  | 0.20%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                  | Navesink CLO 1 Ltd                                                                                                         | CUSIP: 98886CAS5<br>LEI: 549300Z3UTJMSTE02P68 | Long             | ABS-CBDO         | CORP              | KY        |   33300000 | PA      | $33374991.60  | 0.08%             | 2033-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: SP9J5E8Y8 CDS USD R F  1.50000 SP9J5E8Y8_FEE CMBX / Short: SP9J5E8Y8 CDS USD P V 01MEVENT SP9J5E8Y8_PRO CMBX         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    3985339 | OU      | $-495842.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: SP4C00914 CDS USD R F  1.50000 SP4C00914_FEE CMBX / Short: SP4C00914 CDS USD P V 01MEVENT SP4C00914_PRO CMBX         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    3188271 | OU      | $-396674.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: SP4400A77 CDS USD R F  1.50000 SP4400A77_FEE CMBX / Short: SP4400A77 CDS USD P V 01MEVENT SP4400A77_PRO CMBX         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    5579475 | OU      | $-694179.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: SPHG01505 CDS USD R F  1.50000 SPHG01505_FEE CMBX / Short: SPHG01505 CDS USD P V 01MEVENT SPHG01505_PRO CMBX         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    1959895 | OU      | $-233554.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | Long: SPH0018M9 CDS USD R F  1.50000 SPH0018M9_FEE CMBX / Short: SPH0018M9 CDS USD P V 01MEVENT SPH0018M9_PRO CMBX         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    2939843 | OU      | $-350331.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: SPNG01EZ1 CDS USD R F  1.50000 SPNG01EZ1_FEE CMBX / Short: SPNG01EZ1 CDS USD P V 01MEVENT SPNG01EZ1_PRO CMBX         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     979948 | OU      | $-116777.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: SPH001N18 CDS USD R F  1.50000 SPH001N18_FEE CMBX / Short: SPH001N18 CDS USD P V 01MEVENT SPH001N18_PRO CMBX         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     489974 | OU      | $-58388.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: SPUK00LX3 CDS USD R F  1.50000 SPUK00LX3_FEE CMBX / Short: SPUK00LX3 CDS USD P V 01MEVENT SPUK00LX3_PRO CMBX         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     979948 | OU      | $-116777.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: SPMK01MF8 CDS USD R F  1.50000 SPMK01MF8_FEE CMBX / Short: SPMK01MF8 CDS USD P V 01MEVENT SPMK01MF8_PRO CMBX         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     489974 | OU      | $-58388.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: SPGK021B5 CDS USD R F  1.50000 F_SPGK021B5 CMBX / Short: SPGK021B5 CDS USD P V 01MEVENT P_SPGK021B5 CMBX             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     979948 | OU      | $-116777.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: SPH0028J4 CDS USD R F  1.50000 F_SPH0028J4 CMBX / Short: SPH0028J4 CDS USD P V 01MEVENT P_SPH0028J4 CMBX             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     979948 | OU      | $-116777.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Long: S53964651 CDS USD R F  1.00000 253964652 CCPCDX / Short: S53964651 CDS USD P V 03MEVENT 253964653 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  216728000 | OU      | $4873356.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Long: S15117319 CDS USD R F  1.00000 315117320 CCPCDX / Short: S15117319 CDS USD P V 03MEVENT 315117321 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  461620000 | OU      | $10826725.73  | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Long: S76627833 CDS USD R F  1.00000 376627835 CCPCDX / Short: S76627833 CDS USD P V 03MEVENT 376627834 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  633895000 | OU      | $15409482.29  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | Long: B87303781 IRS USD R V 12MSOFR 387303783 CCPOIS / Short: B87303781 IRS USD P F  3.58454 387303782 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1380000000 | OU      | $-14974629.91 | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | Long: B29760411 IRS USD R V 12MSOFR 429760413 CCPOIS / Short: B29760411 IRS USD P F  4.28708 429760412 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1407000000 | OU      | $-56690970.65 | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Long: S83694278 CDS USD R F  1.00000 583694280 CCPCORPORATE / Short: S83694278 CDS USD P V 03MEVENT 583694279 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   94275000 | OU      | $867123.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                               | INNIO Group Holding GmbH 2025 Term Loan B2                                                                                 | CUSIP: 000000000<br>LEI: 2549000WCDQX6ZM7AW92 | Long             | LON              | CORP              | AT        |   22793000 | PA      | $22873801.19  | 0.05%             | 2028-11-02      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                        | QazaqGaz NC JSC                                                                                                            | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |   12710000 | PA      | $12643086.04  | 0.03%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                  | Bank Negara Indonesia Persero Tbk PT                                                                                       | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |   20000000 | PA      | $19903568.80  | 0.05%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                 | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    6776000 | PA      | $6661994.00   | 0.02%             | 2027-02-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                 | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   59756000 | PA      | $60717205.14  | 0.14%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds                 | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   43525000 | PA      | $44395137.87  | 0.10%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds                 | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   30099000 | PA      | $31254480.14  | 0.07%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -27812 | NC      | $-6236121.50  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     104080 | NC      | $8344995.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC (VGPL)             | Venture Global Plaquemines LNG LLC (VGPL) Base Term Loan                                                                   | CUSIP: 000000000<br>LEI: 549300TKP4I6OJ02BF90 | Long             | LON              | CORP              | US        |  104846692 | PA      | $104803180.20 | 0.24%             | 2029-05-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC (VGPL)             | Venture Global Plaquemines LNG LLC (VGPL) 2024 Contingency Reserve Delayed Draw Term Loan                                  | CUSIP: 000000000<br>LEI: 549300TKP4I6OJ02BF90 | Long             | LON              | CORP              | US        |   11675308 | PA      | $11646120.15  | 0.03%             | 2029-05-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                          | CommScope Inc 2024 Term Loan                                                                                               | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   83497982 | PA      | $84124216.57  | 0.20%             | 2029-12-17      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                     | Hewlett Packard Enterprise Company Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300BX44RGX6ANDV88 | Long             | LON              | CORP              | US        |   97248667 | PA      | $97491788.34  | 0.23%             | 2029-09-12      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                              | VIPER ENERGY PARTNERS LLC DELAYED DRAW TERM LOAN                                                                           | CUSIP: 000000000<br>LEI: 54930010ZZ02MRGRI973 | Long             | LON              | CORP              | US        |   29250000 | PA      | $29414531.25  | 0.07%             | 2027-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING CO LP                          | ATLAS WAREHOUSE LENDING CO LP TERM LOAN                                                                                    | CUSIP: 000000000<br>LEI: 25490068J12A1HV7YM70 | Long             | LON              | CORP              | US        |  162000000 | PA      | $163432358.64 | 0.38%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                 | Hungary Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   20000000 | PA      | $20767786.40  | 0.05%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                 | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   20094000 | PA      | $20933305.08  | 0.05%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                               | Pacific National Finance Pty Ltd                                                                                           | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |   44370000 | PA      | $44029748.66  | 0.10%             | 2028-03-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                        | Bermuda Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    4750000 | PA      | $4740405.00   | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                        | Bermuda Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    2577000 | PA      | $2348162.40   | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company   | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   13721355 | PA      | $13809445.82  | 0.03%             | 2028-11-05      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                               | Tengizchevroil Finance Co International Ltd                                                                                | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   93500000 | PA      | $93023343.55  | 0.22%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                               | Virgin Media Bristol LLC USD Term Loan N                                                                                   | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    6580973 | PA      | $6587125.72   | 0.02%             | 2028-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Delos Aircraft Designated Activity Co                  | Delos Aircraft Designated Activity Co Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   13518599 | PA      | $13597074.46  | 0.03%             | 2027-10-31      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                 | Rede D'or Finance Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |   12094000 | PA      | $12077055.10  | 0.03%             | 2028-01-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| EQUATE PETROCHEMICAL CO                                | EQUATE Petrochemical Co KSC                                                                                                | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    2445000 | PA      | $2440687.63   | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                       | Greenko Dutch BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |   37614525 | PA      | $37326167.16  | 0.09%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                               | Comision Federal de Electricidad                                                                                           | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   28058000 | PA      | $28542000.50  | 0.07%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                 | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    7517000 | PA      | $7536920.05   | 0.02%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                 | Dominican Republic International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   30952000 | PA      | $31397708.80  | 0.07%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                      | Kosmos Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   14141000 | PA      | $13925522.27  | 0.03%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO                                   | Stillwater Mining Co                                                                                                       | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   50200000 | PA      | $49799520.46  | 0.12%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                  | Freeport Indonesia PT                                                                                                      | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   23000000 | PA      | $23175099.00  | 0.05%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                            | CITIBANK NA DDCA                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    2148093 | NS      | $2148092.51   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer