# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0000811869-26-000046
**Filing Date:** 2026-2
**Character Count:** 944483
**Document Hash:** 6a5e210941ac53564f8b371cedac0937
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000811869-26-000046.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000811869-26-000046

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000811869

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 26680853

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Conservative Allocation Fund (Series ID: S000001341)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003588 | Class A      | AAHYX           |
| C000003590 | Class S      | THYFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thrivent Mutual Funds

- **b. Investment Company Act file number:** 811-05075

- **c. CIK number of Registrant:** 0000811869

- **d. LEI of Registrant:** 549300K3CUETFK7U3B57

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT CONSERVATIVE ALLOCATION FUND

- **b. EDGAR series identifier (if any):** S000001341

- **c. LEI of Series:** 4N3KJY04WTHIJBZ2U251

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1008137481.01

**Total Liabilities:** $98033311.70

**Net Assets:** $910104169.31

**Delayed Delivery Securities:** $61135730.99

**Cash Not Reported:** $616350.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5849.00000000 | **1-Year:** -3354.00000000 | **5-Year:** -25053.00000000 | **10-Year:** -44300.00000000 | **30-Year:** -178037.00000000

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

- **3-Month:** -141.00000000 | **1-Year:** -2893.00000000 | **5-Year:** -18225.00000000 | **10-Year:** -21450.00000000 | **30-Year:** -22690.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003588 | 0.98%                | 0.59%                | 0.18%                |
| Class ID C000003590 | 1.01%                | 0.61%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $508784.85               | $5226459.40                                |
| Month 2  | $856851.46               | $1883196.72                                |
| Month 3  | $730884.02               | $-2021532.50                               |

**Designated Index Information**

- **Index Name:** 5% MSCI All Country World Index ex USA, 36% Bloomberg US Mortgage Backed Securities Index, 28% Bloomberg US Corporate High Yield Bond Index,16% Bloomberg US Corporate Bond Index, 15% S&P 1500 Composite Index

- **Index Identifier:** M1WDU, LUMSTRUU, LF98TRUU, LUACTRUU, SPR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D MORTGAGE TRUST                                                                        | A&D Mortgage Trust 2024-NQM2                                                                   | CUSIP: 00002NAA5<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    266920 | PA      | $270223.65    | 0.03%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                       | CME Euro Foreign Exchange Currency                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -65 | NC      | $-79083.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                       | CME E-mini S&P 500 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        86 | NC      | $-318404.27   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                       | CME E-mini S&P Mid-Cap 400 Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -16 | NC      | $122887.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                       | CBOT 2-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        13 | NC      | $-1659.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                       | CBOT U.S. Long Bond                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -21 | NC      | $26043.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                       | Eurex Euro STOXX 50 Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -231 | NC      | $-206127.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                                       | CME Ultra Long Term U.S. Treasury Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         4 | NC      | $-8605.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                                                  | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     71000 | PA      | $69757.50     | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                                                  | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     81000 | PA      | $77772.06     | 0.01%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS PLC                                                                  | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                                     | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     96000 | PA      | $100530.65    | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ADMA BIOLOGICS INC                                                                        | ADMA Biologics, Inc.                                                                           | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5819 | NS      | $106138.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC                                                                                   | ADT, Inc.                                                                                      | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20353 | NS      | $164248.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                       | ICE US mini MSCI Emerging Markets Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        30 | NC      | $42224.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                                                               | ICE mini MSCI EAFE Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        94 | NC      | $143602.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co                                                                       | CME E-mini Russell 2000 Index                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -60 | NC      | $287530.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TEXAS INC                                                                             | AEP Texas, Inc.                                                                                | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149166.79    | 0.02%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST                                                                                | ACRA Trust 2024-NQM1                                                                           | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    556327 | PA      | $559578.13    | 0.06%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 LTD                                                                            | AGL CLO 13, Ltd. 2021-13A                                                                      | CUSIP: 00120JAQ6<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500087.50    | 0.05%             | 2034-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION (THE)                                                                     | AES Corporation                                                                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      3712 | NS      | $53230.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORPORATION (THE)                                                                     | AES Corporation                                                                                | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    254000 | PA      | $247912.53    | 0.03%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION (THE)                                                                     | AES Corporation                                                                                | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    284000 | PA      | $289227.87    | 0.03%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                          | AMC Networks, Inc.                                                                             | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    169000 | PA      | $177215.43    | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                        | APLD ComputeCo, LLC                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $87300.14     | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T, Inc.                                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     10494 | NS      | $260670.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                                  | AT&T, Inc., 4.750%                                                                             | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     24275 | NS      | $461710.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                                  | AT&T, Inc.                                                                                     | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    224000 | PA      | $214654.77    | 0.02%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T, Inc.                                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    688000 | PA      | $457961.84    | 0.05%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T, Inc.                                                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    258000 | PA      | $259516.11    | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                                 | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     88000 | PA      | $88125.14     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                                 | American Airlines, Inc./AAdvantage Loyalty IP, Ltd.                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    186560 | PA      | $189981.32    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2551 | NS      | $582877.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441625.12    | 0.05%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    204000 | PA      | $201597.08    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330085.41    | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABRDN ASIA-PACIFIC INCOME FUND INC                                                        | abrdn Asia-Pacific Income Fund, Inc.                                                           | CUSIP: 003009867<br>LEI: 549300J666ZH67203572 | Long             |  | RF                | US        |     14380 | NS      | $220589.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRDN INCOME CREDIT STRATEGIES FUND                                                       | abrdn Income Credit Strategies Fund                                                            | CUSIP: 003057106<br>LEI: JZ9OXI4GGKZDI84RNQ78 | Long             |  | RF                | US        |     47514 | NS      | $257050.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRDN TOTAL DYNAMIC DIVIDEND CF                                                           | abrdn Total Dynamic Dividend Fund                                                              | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |     13509 | NS      | $131712.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA HEALTHCARE CO INC                                                                  | Acadia Healthcare Company, Inc.                                                                | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120190.48    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACCENTURE CAPITAL INC                                                                     | Accenture Capital, Inc.                                                                        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    223000 | PA      | $219825.69    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                              | Acrisure, LLC/Acrisure Finance, Inc.                                                           | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35107.01     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                              | Acrisure, LLC/Acrisure Finance, Inc.                                                           | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $43749.23     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS INC.                                                                        | Acuity, Inc.                                                                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $75968.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                                           | AdaptHealth, LLC                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $376022.36    | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                                | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     68000 | PA      | $71500.87     | 0.01%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ADIENT GLOBAL HOLDINGS LTD                                                                | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $103205.50    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                                                                 | Adobe, Inc.                                                                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       636 | NS      | $222593.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                                    | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1212 | NS      | $47631.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                                    | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138730.71    | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                                    | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59234.23     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                     | AECOM                                                                                          | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189599.10    | 0.02%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    207000 | PA      | $214322.88    | 0.02%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    210000 | PA      | $220045.54    | 0.02%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    281000 | PA      | $291031.34    | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING COMPANY LLC                                                                 | AEGON Funding Company, LLC, 5.100%                                                             | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      5100 | NS      | $100317.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                                | Advanced Micro Devices, Inc.                                                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1504 | NS      | $322096.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                                             | Advanced Drainage Systems, Inc.                                                                | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83850.82     | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                                        | Osaic Holdings, Inc.                                                                           | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    139000 | PA      | $145202.15    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                                             | Affiliated Managers Group, Inc.                                                                | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       305 | NS      | $87925.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                  | Agilent Technologies, Inc.                                                                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      3259 | NS      | $443452.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                                                  | Agree Realty Corporation                                                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       484 | NS      | $34862.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE LP                                                                                  | Agree, LP                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    137000 | PA      | $143207.17    | 0.02%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                                | Air Canada                                                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $102509.10    | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                     | Air Lease Corporation                                                                          | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266320.06    | 0.03%             | 2026-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                     | Air Lease Corporation                                                                          | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    162000 | PA      | $150121.57    | 0.02%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                             | Aircastle, Ltd.                                                                                | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    163000 | PA      | $158373.88    | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                             | Aircastle, Ltd.                                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    249000 | PA      | $247762.25    | 0.03%             | 2026-06-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                   | Akamai Technologies, Inc., Convertible                                                         | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190475.00    | 0.02%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                   | Akamai Technologies, Inc., Convertible                                                         | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    244000 | PA      | $241072.00    | 0.03%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                   | Akamai Technologies, Inc., Convertible                                                         | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    283000 | PA      | $312856.50    | 0.03%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                            | Albemarle Corporation                                                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1053 | NS      | $148936.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                                                            | Albemarle Corporation, Convertible, 7.250%                                                     | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      8068 | NS      | $479158.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99903.70     | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407000 | PA      | $390879.71    | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45474.45     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons, LP/Albertsons, LLC                    | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $112453.04    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL                                                                   | Albion Financing 1 SARL/Aggreko Holdings, Inc.                                                 | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     96000 | PA      | $100196.23    | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                                          | Algonquin Power & Utilities Corporation                                                        | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    451000 | PA      | $444761.63    | 0.05%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                   | ATI, Inc.                                                                                      | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147906.78    | 0.02%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                                                   | Alliance Resource Operating Partners, LP/Alliance Resource Finance Corporation                 | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $176047.06    | 0.02%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC                                             | AllianceBernstein Global High Income Fund, Inc.                                                | CUSIP: 01879R106<br>LEI: AE2ZT9UGMEIJ7T4R5734 | Long             |  | RF                | US        |     27364 | NS      | $292521.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                       | Alliant Energy Corporation                                                                     | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2348 | NS      | $152643.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                       | Alliant Energy Corporation, Convertible                                                        | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95588.00     | 0.01%             | 2026-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                       | Alliant Energy Corporation, Convertible                                                        | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94897.20     | 0.01%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                         | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $120230.88    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                         | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152726.32    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                         | Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc.                            | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $174295.87    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                               | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL           | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    197000 | PA      | $194305.57    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                  | Allison Transmission, Inc.                                                                     | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73445.73     | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9625000 | PA      | $9597929.69   | 1.05%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                                                | Allstate Corporation                                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2311 | NS      | $481034.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                                                | Allstate Corporation, 5.100%                                                                   | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      7000 | NS      | $146580.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                                        | Ally Financial, Inc.                                                                           | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      7281 | NS      | $329756.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                                        | Ally Financial, Inc.                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    390000 | PA      | $386036.52    | 0.04%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                        | Ally Financial, Inc.                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84657.03     | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                              | Alphabet, Inc., Class C                                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12571 | NS      | $3944779.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                              | Alphabet, Inc., Class A                                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     10343 | NS      | $3237359.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                              | Alphabet, Inc.                                                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    153000 | PA      | $146541.24    | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                              | Alphabet, Inc.                                                                                 | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285966.98    | 0.03%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                              | Alphabet, Inc.                                                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136033.31    | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                                                        | Alternative Loan Trust 2006-24CB                                                               | CUSIP: 02146TAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    521078 | PA      | $258971.32    | 0.03%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | Altria Group, Inc.                                                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      3115 | NS      | $179610.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | Altria Group, Inc.                                                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    132000 | PA      | $139404.15    | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                                           | Alumina, Pty. Ltd.                                                                             | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $206581.40    | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMALGAMATED BANK                                                                          | Amalgamated Financial Corporation                                                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1605 | NS      | $51408.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                            | Amazon.com, Inc.                                                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     20332 | NS      | $4693032.24   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                                                        | Ameren Corporation                                                                             | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8555.27      | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                      | Amentum Holdings, Inc.                                                                         | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     11460 | NS      | $332340.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                         | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    222000 | PA      | $213847.49    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MANUFACTURING INC                                                         | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92679.73     | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                         | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92690.66     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                                       | American Electric Power Company, Inc.                                                          | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    131000 | PA      | $121048.57    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                                       | American Electric Power Company, Inc.                                                          | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    158000 | PA      | $169113.40    | 0.02%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                                       | American Electric Power Company, Inc.                                                          | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    237000 | PA      | $232859.60    | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                  | American Express Company                                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       951 | NS      | $351822.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                  | American Express Company                                                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251489.90    | 0.03%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                                                      | Global Net Lease, Inc.                                                                         | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76462.12     | 0.01%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                        | American Honda Finance Corporation                                                             | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    209000 | PA      | $209964.49    | 0.02%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                  | American Homes 4 Rent, LP                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124441.26    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                          | American International Group, Inc.                                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      6003 | NS      | $513556.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                          | American International Group, Inc.                                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    271000 | PA      | $278706.00    | 0.03%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                | American Tower Corporation                                                                     | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192981.34    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                | American Tower Corporation                                                                     | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122718.60    | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                | American Tower Corporation                                                                     | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    191000 | PA      | $196513.94    | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                | American Tower Corporation                                                                     | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    191000 | PA      | $195574.94    | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                | American Tower Corporation                                                                     | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    324000 | PA      | $330911.58    | 0.04%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                               | American Water Capital Corporation, Convertible                                                | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70701.80     | 0.01%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                               | American Water Capital Corporation                                                             | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105137.12    | 0.01%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                                 | Americold Realty Operating Partnership, LP                                                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    214000 | PA      | $215447.40    | 0.02%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                               | Cencora, Inc.                                                                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1229 | NS      | $415094.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                                               | Cencora, Inc.                                                                                  | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    177000 | PA      | $180903.75    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                                  | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1118 | NS      | $548200.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                                  | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    303000 | PA      | $309353.72    | 0.03%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                                                | AMETEK, Inc.                                                                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2562 | NS      | $526004.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                                 | Amgen, Inc.                                                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1445 | NS      | $472962.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                                | Amneal Pharmaceuticals, LLC                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48590.26     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                          | AmWINS Group, Inc.                                                                             | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115063.06    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                          | AmWINS Group, Inc.                                                                             | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101812.79    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                                      | Amphenol Corporation                                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5281 | NS      | $713674.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                                                      | Amphenol Corporation                                                                           | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    279000 | PA      | $266532.65    | 0.03%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INCORPORATED                                                            | Amsted Industries, Inc.                                                                        | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109178.52    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                        | Analog Devices, Inc.                                                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       969 | NS      | $262792.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                                                 | Anchorage Capital CLO 20, Ltd. 2021-20A                                                        | CUSIP: 03330YAS9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-O            | CORP              | KY        |    850000 | PA      | $849081.15    | 0.09%             | 2035-01-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                                                 | Anchorage Capital CLO 21, Ltd. 2021-21A                                                        | CUSIP: 03331KAN9<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-O            | CORP              | KY        |   1225000 | PA      | $1226027.78   | 0.13%             | 2034-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    593000 | PA      | $613905.04    | 0.07%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                       | Elevance Health, Inc.                                                                          | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11868.97     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                       | Elevance Health, Inc.                                                                          | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    272000 | PA      | $264535.14    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                                     | Antero Midstream Corporation                                                                   | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6533 | NS      | $116222.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                              | Antero Midstream Partners, LP/Antero Midstream Finance Corporation                             | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $84002.16     | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                     | Aon North America, Inc.                                                                        | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $270619.52    | 0.03%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                                             | APA Corporation                                                                                | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    201000 | PA      | $200575.88    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                              | Apollo Global Management, Inc., Convertible, 6.750%                                            | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      5011 | NS      | $378430.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                 | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    214000 | PA      | $225810.56    | 0.02%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | Apple, Inc.                                                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     21640 | NS      | $5883050.40   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                                 | Apple, Inc.                                                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    686000 | PA      | $541895.18    | 0.06%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                                                                      | Applied Digital Corporation, Convertible                                                       | CUSIP: 038169AB4<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |    266000 | PA      | $717202.50    | 0.08%             | 2030-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC.                                                      | Applied Industrial Technologies, Inc.                                                          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       277 | NS      | $71125.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                                                     | Applied Materials, Inc.                                                                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1096 | NS      | $281661.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                                                             | AppLovin Corporation                                                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       490 | NS      | $330171.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                                            | AptarGroup, Inc.                                                                               | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116819.02    | 0.01%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                                                      | Archrock Partners, LP/Archrock Partners Finance Corporation                                    | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $141809.20    | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                                                    | Ardagh Metal Packaging Finance USA, LLC/Ardagh Metal Packaging Finance plc                     | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     56000 | PA      | $57275.40     | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                                      | Ares Management Corporation, Convertible, 6.750%                                               | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |      5216 | NS      | $262886.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORPORATION                                                                  | Ares Capital Corporation                                                                       | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    168000 | PA      | $172339.58    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                                | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    327000 | PA      | $329733.30    | 0.04%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                                                       | Arista Networks, Inc.                                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2892 | NS      | $378938.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                            | Arizona Public Service Company                                                                 | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    138000 | PA      | $144053.69    | 0.02%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                                                            | Armstrong World Industries, Inc.                                                               | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        67 | NS      | $12803.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                                    | Array Technologies, Inc., Convertible                                                          | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    247000 | PA      | $223655.65    | 0.02%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                                    | Array Technologies, Inc., Convertible                                                          | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    242000 | PA      | $349085.00    | 0.04%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                   | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    204000 | PA      | $200557.90    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                                              | Asbury Automotive Group, Inc.                                                                  | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       583 | NS      | $135564.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                                              | Asbury Automotive Group, Inc.                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85518.22     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                                       | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                   | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $121317.38    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                                       | Ascent Resources Utica Holdings, LLC/ARU Finance Corporation                                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98329.18     | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                                               | Ashland, Inc.                                                                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1678 | NS      | $98448.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                      | Ashton Woods USA, LLC/Ashton Woods Finance Company                                             | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $84851.91     | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                                      | Associated Banc-Corp                                                                           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2244 | NS      | $57805.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                         | Aston Martin Capital Holdings, Ltd.                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    176000 | PA      | $163811.33    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                        | Athene Holding, Ltd., 5.625%                                                                   | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      7800 | NS      | $156780.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP                                                            | Atlantic Union Bankshares Corporation                                                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2139 | NS      | $75506.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                                                        | Allied Universal Holdco, LLC/Allied Universal Finance Corporation/Atlas Luxco 4 SARL           | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    260000 | PA      | $255816.91    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                                                        | Atlas Warehouse Lending Company, LP                                                            | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250830.84    | 0.03%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                                  | Atmos Energy Corporation                                                                       | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    129000 | PA      | $117328.29    | 0.01%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                                  | Atmos Energy Corporation                                                                       | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    177000 | PA      | $171236.10    | 0.02%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                              | Autodesk, Inc.                                                                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2007 | NS      | $594092.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                             | Automatic Data Processing, Inc.                                                                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1815 | NS      | $466872.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                                 | AvalonBay Communities, Inc.                                                                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1069 | NS      | $193820.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                                                               | Avient Corporation                                                                             | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78117.13     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                       | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200680.00    | 0.02%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                       | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     87000 | PA      | $87579.42     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                                | Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.                                          | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $152201.48    | 0.02%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                                | Avis Budget Rental Car Funding AESOP, LLC 2025-1A                                              | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $940302.28    | 0.10%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                                | Avis Budget Rental Car Funding AESOP, LLC 2025-4A                                              | CUSIP: 05377RLB8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1741352.73   | 0.19%             | 2032-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                                 | Avnet, Inc., Convertible                                                                       | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    123000 | PA      | $121216.50    | 0.01%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| AVOLON HOLDINGS FUNDING LTD                                                               | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    278000 | PA      | $287460.62    | 0.03%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                               | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    299000 | PA      | $306955.32    | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                               | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $114259.75    | 0.01%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                                 | Axalta Coating Systems Dutch Holding B BV                                                      | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    163000 | PA      | $171902.39    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                       | Axon Enterprise, Inc., Convertible                                                             | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    172000 | PA      | $432494.00    | 0.05%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                       | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39229.07     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                       | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39532.43     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                                        | Azorra Finance, Ltd.                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    258000 | PA      | $272427.10    | 0.03%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                                                | BANK 2025-BNK49                                                                                | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7479975 | PA      | $351519.17    | 0.04%             | 2058-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                                               | BBCMS Mortgage Trust 2025-5C37                                                                 | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1632580.32   | 0.18%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC                                               | BBCMS Mortgage Trust 2022-C17                                                                  | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5952505 | PA      | $367694.58    | 0.04%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                           | BAE Systems plc                                                                                | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200355.52    | 0.02%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT Capital Corporation                                                                        | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $163525.40    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                    | BP Capital Markets plc                                                                         | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    242000 | PA      | $240749.87    | 0.03%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                    | BP Capital Markets plc                                                                         | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    274000 | PA      | $291213.50    | 0.03%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                      | BWX Technologies, Inc.                                                                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       769 | NS      | $132913.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                      | BWX Technologies, Inc., Convertible                                                            | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    745000 | PA      | $709985.00    | 0.08%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                                                           | Baker Hughes Company                                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1454 | NS      | $66215.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                                               | Balboa Bay Loan Funding, Ltd. 2021-1A                                                          | CUSIP: 05765XAQ4<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $748890.00    | 0.08%             | 2034-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD                                                               | Balboa Bay Loan Funding, Ltd. 2021-2A                                                          | CUSIP: 05766GAQ0<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-O            | CORP              | KY        |   1050000 | PA      | $1050463.05   | 0.12%             | 2035-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST                                                    | Banc of America Alternative Loan Trust 2005-10                                                 | CUSIP: 05948KR92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    447550 | PA      | $403657.33    | 0.04%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES INC                                                   | Banc of America Mortgage Securities Trust 2005-H                                               | CUSIP: 05949CGB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    246073 | PA      | $234783.23    | 0.03%             | 2035-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                        | Banco Santander SA                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200070.00    | 0.02%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                        | Banco Santander SA                                                                             | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $221559.09    | 0.02%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO | Banco Santander Mexico SA                                                                      | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207800.00    | 0.02%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     33892 | NS      | $1864060.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation, Convertible, 7.250%                                               | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       555 | NS      | $694860.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    523000 | PA      | $520055.18    | 0.06%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    454000 | PA      | $416614.98    | 0.05%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    204000 | PA      | $183988.24    | 0.02%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $265206.27    | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    141000 | PA      | $132784.66    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    278000 | PA      | $279109.06    | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239909.27    | 0.03%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    529000 | PA      | $541021.97    | 0.06%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    323000 | PA      | $333450.44    | 0.04%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation, 5.000%                                                            | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     11550 | NS      | $239778.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation, 4.375%                                                            | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     16050 | NS      | $291147.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation, 4.250%                                                            | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     15275 | NS      | $269451.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation, 4.750%                                                            | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8025 | NS      | $158012.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279094.75    | 0.03%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                          | Bank of Montreal                                                                               | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $125994.20    | 0.01%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                                          | Bank of New York Mellon Corporation                                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      6268 | NS      | $727652.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                                          | Bank of New York Mellon Corporation                                                            | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167520.54    | 0.02%             | 2030-12-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                       | Bank of Nova Scotia                                                                            | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    197000 | PA      | $201978.35    | 0.02%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                                                | BANK 2018-BN12                                                                                 | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985095.30    | 0.11%             | 2061-05-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | Barclays plc                                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    193000 | PA      | $196200.45    | 0.02%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | Barclays plc                                                                                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204334.73    | 0.02%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | Barclays plc                                                                                   | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215060.85    | 0.02%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | Barclays plc                                                                                   | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    136000 | PA      | $152281.70    | 0.02%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | Barclays plc                                                                                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    289000 | PA      | $294726.61    | 0.03%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | Barclays plc                                                                                   | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204876.99    | 0.02%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD                                                                            | Barings CLO, Ltd. 2021-3A                                                                      | CUSIP: 06762TAQ4<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-O            | CORP              | KY        |   1150000 | PA      | $1150441.60   | 0.13%             | 2035-01-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BARINGS LOAN PARTNERS CLO LTD 2                                                           | Barings Loan Partners CLO, Ltd. 2 LP-2A                                                        | CUSIP: 06763BAN9<br>LEI: 549300J1ZQ7BWN0H0X91 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1497114.00   | 0.16%             | 2034-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BARRETT BUSINESS SERVICES INC                                                             | Barrett Business Services, Inc.                                                                | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      3010 | NS      | $108992.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BATTALION CLO LTD                                                                         | Battalion CLO XIV, Ltd. 2019-14A                                                               | CUSIP: 07090ABE2<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-O            | CORP              | KY        |   1825000 | PA      | $1824943.43   | 0.20%             | 2035-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                                         | Battalion CLO XI, Ltd. 2017-11A                                                                | CUSIP: 07132LAY5<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1997170.00   | 0.22%             | 2034-04-24      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                                         | Battalion CLO XXI, Ltd. 2021-21A                                                               | CUSIP: 07134WAU7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2495205.00   | 0.27%             | 2034-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                        | Bausch + Lomb Corporation                                                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $77237.50     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC                                                           | BCPE Flavor Debt Merger Sub, LLC/BCPE Flavor Issuer, Inc.                                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $111811.00    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                               | Beach Acquisition Bidco, LLC                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    115000 | PA      | $126935.05    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST                                               | Bear Stearns ARM Trust 2005-9                                                                  | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66536 | PA      | $64405.68     | 0.01%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                              | Becton, Dickinson and Company                                                                  | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    196000 | PA      | $184744.74    | 0.02%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                              | Becton, Dickinson and Company                                                                  | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135772.46    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA)                                  | Bell Telephone Company of Canada                                                               | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $173387.78    | 0.02%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                                       | BellRing Brands, Inc.                                                                          | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79608.48     | 0.01%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD                                                                         | Bellemeade Re, Ltd. 2025-1                                                                     | CUSIP: 07876NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540000 | PA      | $543191.89    | 0.06%             | 2035-10-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                                     | Belron UK Finance plc                                                                          | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    133000 | PA      | $135818.27    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                                  | Belrose Funding Trust II                                                                       | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $249202.26    | 0.03%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                                    | Berkshire Hathaway, Inc.                                                                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      2267 | NS      | $1139507.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON FINANCIAL CORP                                                                     | Beacon Financial Corporation                                                                   | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1010 | NS      | $26633.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                                                           | Best Buy Company, Inc.                                                                         | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25164.04     | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                                              | BioMarin Pharmaceutical, Inc.                                                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      4192 | NS      | $249130.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                                              | BioMarin Pharmaceutical, Inc., Convertible                                                     | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    228000 | PA      | $218401.20    | 0.02%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INCOME TRUST INC                                                                | BlackRock Income Trust, Inc.                                                                   | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |     12224 | NS      | $134952.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CORE BOND TRUST                                                                 | BlackRock Core Bond Trust                                                                      | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |      6554 | NS      | $62852.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACKROCK ENHANCED GLOBAL DIVIDEND TRUST                                                  | BlackRock Enhanced Global Dividend Trust                                                       | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |     21332 | NS      | $249797.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CREDIT ALLOCATION INCOME TRUST                                                  | BlackRock Credit Allocation Income Trust                                                       | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |     28154 | NS      | $304907.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED EQUITY DIVIDEND TRUST                                                  | BlackRock Enhanced Equity Dividend Trust                                                       | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |      4227 | NS      | $40071.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED INTERNATIONAL DIVIDEND TRUST                                           | BlackRock Enhanced International Dividend Trust                                                | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |     11668 | NS      | $68607.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CORPORATE HIGH YIELD FUND INC                                                   | BlackRock Corporate High Yield Fund, Inc.                                                      | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             |  | RF                | US        |     29271 | NS      | $260511.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK DEBT STRATEGIES FUND INC                                                        | BlackRock Debt Strategies Fund, Inc.                                                           | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |      2772 | NS      | $28218.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE STRATEGIC CREDIT 2027 TERM FUND                                                | Blackstone Strategic Credit 2027 Term Fund                                                     | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |     22091 | NS      | $260231.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                                             | Blackstone Mortgage Trust, Inc.                                                                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |       210 | NS      | $4017.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                                             | Blackstone Mortgage Trust, Inc., Convertible                                                   | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40405.50     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK MULTI-SECTOR INCOME TRUST                                                       | BlackRock Multi-Sector Income Trust                                                            | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |     24461 | NS      | $319460.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ADVISORS LLC                                                                    | BlackRock Capital Allocation Term Trust                                                        | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             |  | RF                | US        |     10604 | NS      | $150152.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACKSTONE PRIVATE CREDIT FUND                                                            | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    259000 | PA      | $261441.32    | 0.03%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                            | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    219000 | PA      | $215670.93    | 0.02%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                             | BlackRock, Inc.                                                                                | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $282569.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                             | BlackRock Funding, Inc.                                                                        | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $130343.40    | 0.01%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                             | Blackstone Reg Finance Company, LLC                                                            | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96291.05     | 0.01%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                       | Block Financial, LLC                                                                           | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $302940.47    | 0.03%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                                  | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                                       | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $201282.21    | 0.02%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                                          | Blue Owl Technology Finance Corporation                                                        | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352079.97    | 0.04%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                                    | Boardwalk Pipelines, LP                                                                        | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311538.47    | 0.03%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | Boeing Company, Convertible, 6.000%                                                            | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     16321 | NS      | $1127128.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                                 | Boeing Company                                                                                 | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193349.97    | 0.02%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | Boeing Company                                                                                 | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    293000 | PA      | $301060.47    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | Boeing Company                                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     68000 | PA      | $75232.41     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | Boeing Company                                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    136000 | PA      | $152746.85    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $84186.19     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    338000 | PA      | $357144.66    | 0.04%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $50735.33     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                      | Booking Holdings, Inc.                                                                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       113 | NS      | $605152.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                                                                    | Boot Barn Holdings, Inc.                                                                       | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       540 | NS      | $95293.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                      | Boston Properties, LP, Convertible                                                             | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    184000 | PA      | $177652.00    | 0.02%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                             | Boston Scientific Corporation                                                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      6057 | NS      | $577534.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORPORATION                                                                   | Boyd Gaming Corporation                                                                        | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148502.13    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                            | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    187000 | PA      | $189379.81    | 0.02%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                                                                | Bridgewater Bancshares, Inc.                                                                   | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      3842 | NS      | $67350.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                    | Brightstar Lottery plc/Brightstar Global Solutions Corporation                                 | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     89000 | PA      | $88362.31     | 0.01%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                   | Bristol-Myers Squibb Company                                                                   | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    135000 | PA      | $144397.22    | 0.02%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                   | Bristol-Myers Squibb Company                                                                   | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     33000 | PA      | $36058.75     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                          | Brixmor Operating Partnership, LP                                                              | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6721.06      | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | SG        |      7130 | NS      | $2467693.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130249.99    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    516000 | PA      | $526837.01    | 0.06%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    258000 | PA      | $252924.28    | 0.03%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                           | Brookfield Asset Management, Ltd.                                                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $39865.89     | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                                    | Brookfield Finance, Inc.                                                                       | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    181000 | PA      | $178556.55    | 0.02%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES INC                                                     | Brookfield Residential Properties, Inc./Brookfield Residential US, LLC                         | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    112000 | PA      | $104322.85    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                         | Brown & Brown, Inc.                                                                            | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78952.35     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                         | Brown & Brown, Inc.                                                                            | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     91000 | PA      | $94623.36     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                       | Buckeye Partners, LP                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    134000 | PA      | $139388.41    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP INC                                                                 | Build-A-Bear Workshop, Inc.                                                                    | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      1439 | NS      | $88167.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                  | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249266.43    | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                  | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39040.67     | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                  | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     96000 | PA      | $100369.38    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                                                                    | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73588.40     | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                                                                    | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258772.30    | 0.03%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                        | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88546.20     | 0.01%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                        | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88746.29     | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                          | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $133740.73    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                          | Burlington Northern Santa Fe, LLC                                                              | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $226720.50    | 0.02%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                                                     | Burlington Stores, Inc., Convertible                                                           | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    193000 | PA      | $285833.00    | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| BUSINESS JET SECURITIES                                                                   | Business Jet Securities, LLC 2022-1A                                                           | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630880 | PA      | $627268.38    | 0.07%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BYLINE BANCORP INC                                                                        | Byline Bancorp, Inc.                                                                           | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       833 | NS      | $24281.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREVEST AMERICAN FINANCE LTD                                                             | CAFL Issuer, LLC 2021-RTL1                                                                     | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    587680 | PA      | $557672.44    | 0.06%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $283609.61    | 0.03%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41667.68     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $654350.74    | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $267385.38    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $173455.96    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $186444.20    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                                                            | CBRE Group, Inc.                                                                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3475 | NS      | $558745.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                                                                         | CBRE Services, Inc.                                                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    206000 | PA      | $206989.71    | 0.02%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                                                                   | CECO Environmental Corporation                                                                 | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       324 | NS      | $19391.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                                                | CF Industries Holdings, Inc.                                                                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     11332 | NS      | $876416.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CFST MORTGAGE TRUST                                                                       | CFST Mortgage Trust 2025-RTL1                                                                  | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504647.35    | 0.06%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                          | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84550.00     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                          | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    152000 | PA      | $165898.88    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                          | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194310.79    | 0.02%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                | CHL Mortgage Pass-Through Trust 2007-18                                                        | CUSIP: 12544JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    701276 | PA      | $298482.21    | 0.03%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                                                      | CHNGE Mortgage Trust 2022-2                                                                    | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1052218 | PA      | $1036671.97   | 0.11%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                               | Cigna Group                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2510 | NS      | $690827.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP                                                                               | Cigna Group                                                                                    | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    181000 | PA      | $167984.36    | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                               | Cigna Group                                                                                    | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131888.81    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                               | Cigna Group                                                                                    | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    312000 | PA      | $316059.88    | 0.03%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                               | Cigna Group                                                                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    289000 | PA      | $294203.75    | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                                                      | CHNGE Mortgage Trust 2022-NQM1                                                                 | CUSIP: 12569CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    614932 | PA      | $612918.10    | 0.07%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                 | CIM Trust 2023-I1                                                                              | CUSIP: 12570DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1069539 | PA      | $1070916.68   | 0.12%             | 2058-04-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                    | CMS Energy Corporation, 4.200%                                                                 | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     15500 | NS      | $270475.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                    | CMS Energy Corporation, Convertible                                                            | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181815.00    | 0.02%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                    | CMS Energy Corporation, Convertible                                                            | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123537.50    | 0.01%             | 2031-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                        | CNA Financial Corporation                                                                      | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    272000 | PA      | $273585.20    | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CRA INTERNATIONAL INC                                                                     | CRA International, Inc.                                                                        | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $50173.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC.                                                            | CSG Systems International, Inc., Convertible                                                   | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |    265000 | PA      | $313230.00    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CSW INDUSTRIALS INC                                                                       | CSW Industrials, Inc.                                                                          | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       260 | NS      | $76317.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                                  | CSX Corporation                                                                                | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     34895 | NS      | $1264943.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                                              | CSMC Trust 2022-NQM1                                                                           | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    488231 | PA      | $432739.15    | 0.05%             | 2066-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                        | CNX Resources Corporation, Convertible                                                         | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    222000 | PA      | $635142.00    | 0.07%             | 2026-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                        | CNX Resources Corporation                                                                      | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156043.93    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                             | CQP Holdco, LP/BIP-V Chinnok Holdco, LLC                                                       | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $172141.44    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                                           | CVR Partners, LP/CVR Nitrogen Finance Corporation                                              | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90244.44     | 0.01%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS Health Corporation                                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2006.62      | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS Health Corporation                                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    408000 | PA      | $385115.96    | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS Health Corporation                                                                         | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437137.67    | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS Health Corporation                                                                         | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    272000 | PA      | $270431.82    | 0.03%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS Health Corporation                                                                         | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $443857.25    | 0.05%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                                                        | Countrywide Alternative Loan Trust 2005-3CB                                                    | CUSIP: 12667FW76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375349 | PA      | $309608.12    | 0.03%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                                                        | Countrywide Alternative Loan Trust 2005-43                                                     | CUSIP: 12667G5Z2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214237 | PA      | $184733.49    | 0.02%             | 2035-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                                                        | Countrywide Alternative Loan Trust 2005-85CB                                                   | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    134370 | PA      | $106432.10    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                | Countrywide Home Loan Mortgage Pass Through Trust 2005-22                                      | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361862 | PA      | $298110.32    | 0.03%             | 2035-11-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                | CHL Mortgage Pass-Through Trust 2005-HYB8                                                      | CUSIP: 126694QG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67074 | PA      | $66202.00     | 0.01%             | 2035-12-20      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                                                          | COLT Mortgage Loan Trust 2024-INV1                                                             | CUSIP: 12672RAB8<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-CBDO         | CORP              | US        |    900821 | PA      | $907978.03    | 0.10%             | 2068-12-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                             | Cable One, Inc., Convertible                                                                   | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141840.00    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| CACI INTERNATIONAL INC                                                                    | CACI International, Inc.                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65184.76     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                                | Cadence Design Systems, Inc.                                                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       533 | NS      | $166605.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                 | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    178000 | PA      | $170744.50    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                 | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151614.78    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                 | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    111000 | PA      | $107941.83    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA RESOURCES CORP                                                                 | California Resources Corporation                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151667.21    | 0.02%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                              | Calpine Corporation                                                                            | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    203000 | PA      | $203134.39    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                                                | Canpack SA/Canpack US, LLC                                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    215000 | PA      | $205705.06    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                         | Capital One Financial Corporation                                                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5704 | NS      | $1382421.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                         | Capital One Financial Corporation, 4.800%                                                      | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      3900 | NS      | $70551.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                         | Capital One Financial Corporation, 5.000%                                                      | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      8225 | NS      | $156357.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                         | Capital One Financial Corporation                                                              | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138317.12    | 0.02%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| CARGILL INC                                                                               | Cargill, Inc.                                                                                  | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     77000 | PA      | $68194.15     | 0.01%             | 2031-11-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                               | Cargill, Inc.                                                                                  | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    452000 | PA      | $464499.13    | 0.05%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                               | Cargill, Inc.                                                                                  | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    116000 | PA      | $111638.49    | 0.01%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                             | Carnival Corporation                                                                           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |        28 | NS      | $855.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                                             | Carnival Corporation                                                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     64000 | PA      | $66085.76     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                             | Carnival Corporation                                                                           | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    303000 | PA      | $310963.14    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                             | Carnival Corporation                                                                           | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     90000 | PA      | $90998.05     | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                                          | Carpenter Technology Corporation                                                               | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68053.58     | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                       | Carrier Global Corporation                                                                     | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    265000 | PA      | $249487.53    | 0.03%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SILA REALTY TRUST INC                                                                     | Sila Realty Trust, Inc.                                                                        | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |      2543 | NS      | $59277.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                                                | Carvana Company                                                                                | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    199490 | PA      | $225110.28    | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD                                                                            | CarVal CLO VI-C, Ltd. 2022-1A                                                                  | CUSIP: 14686FAG3<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-O            | CORP              | XX        |   1700000 | PA      | $1701902.30   | 0.19%             | 2034-04-21      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CASCADES INC.                                                                             | Cascades, Inc./Cascades USA, Inc.                                                              | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    167000 | PA      | $173471.25    | 0.02%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CASEYS GENERAL STORES INC                                                                 | Casey's General Stores, Inc.                                                                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       253 | NS      | $139835.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                                           | Caterpillar, Inc.                                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1973 | NS      | $1130272.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                              | Six Flags Entertainment Corporation/Canada's Wonderland Company/Magnum Management Corporation  | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59769.38     | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                  | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57234.33     | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                  | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30338.21     | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                  | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75375.00     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                                                  | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    198000 | PA      | $196961.15    | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                                    | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      4039 | NS      | $154855.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                    | CenterPoint Energy, Inc., Convertible                                                          | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    166000 | PA      | $181521.00    | 0.02%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                    | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129314.89    | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                    | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85109.69     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                    | CenterPoint Energy, Inc., Convertible                                                          | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167013.00    | 0.02%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                                              | Central Garden & Pet Company                                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    133000 | PA      | $127471.06    | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CENTRAL PACIFIC FINANCIAL CORP                                                            | Central Pacific Financial Corporation                                                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       203 | NS      | $6325.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PARENT LLC                                                                        | Central Parent, Inc./CDK Global, Inc.                                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $62738.01     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                                        | Cerdia Finanz GmbH                                                                             | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     56000 | PA      | $57890.00     | 0.01%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                                    | Champ Acquisition Corporation                                                                  | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $78847.59     | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                      | Chart Industries, Inc.                                                                         | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    101000 | PA      | $105266.77    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                      | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $209299.35    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                      | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $166829.12    | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                                                                       | Chefs' Warehouse, Inc., Convertible                                                            | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    211000 | PA      | $319918.20    | 0.04%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                                          | Chemours Company                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    281000 | PA      | $254088.29    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                               | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132277.53    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                               | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    133000 | PA      | $122497.56    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                               | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    208000 | PA      | $220557.55    | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                       | Cheniere Energy, Inc.                                                                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       450 | NS      | $87475.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                                       | Cheniere Energy, Inc.                                                                          | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122410.84    | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                        | Expand Energy Corporation                                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3053 | NS      | $336929.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                                                      | CHNGE Mortgage Trust 2023-2                                                                    | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    530000 | PA      | $530750.00    | 0.06%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                                                      | CHNGE Mortgage Trust 2023-3                                                                    | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    408648 | PA      | $410313.95    | 0.05%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                                    | Church & Dwight Company, Inc.                                                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1872 | NS      | $156967.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                                              | Churchill Downs, Inc.                                                                          | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       460 | NS      | $52338.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                                              | Churchill Downs, Inc.                                                                          | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78706.32     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                        | Cipher Compute, LLC                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $141569.12    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                         | Cisco Systems, Inc.                                                                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     15439 | NS      | $1189266.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                                         | Cisco Systems, Inc.                                                                            | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    272000 | PA      | $256924.53    | 0.03%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                                | Citadel, LP                                                                                    | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    189000 | PA      | $200596.20    | 0.02%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION                                                                        | Cintas Corporation                                                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $85759.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1104 | NS      | $128825.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    522000 | PA      | $521641.10    | 0.06%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    263000 | PA      | $259984.57    | 0.03%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    286000 | PA      | $282725.45    | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    133000 | PA      | $139534.10    | 0.02%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    124000 | PA      | $130016.37    | 0.01%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170109.72    | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221480.28    | 0.02%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256610.74    | 0.03%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    344000 | PA      | $351356.32    | 0.04%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    316000 | PA      | $321141.89    | 0.04%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                         | Citigroup Mortgage Loan Trust, Inc. 2004-NCM2                                                  | CUSIP: 17307GGX0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-CBDO         | CORP              | US        |     78483 | PA      | $77917.38     | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                         | Citigroup Mortgage Loan Trust, Inc. 2007-AR5                                                   | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    773631 | PA      | $698810.13    | 0.08%             | 2037-04-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                               | Citibank NA                                                                                    | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264426.65    | 0.03%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    136000 | PA      | $144430.02    | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170110.88    | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316927.06    | 0.03%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                              | Citizens Financial Group, Inc., 7.375%                                                         | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      2750 | NS      | $72462.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                              | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174076.39    | 0.02%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP INC                                                              | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    116000 | PA      | $121615.41    | 0.01%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                                     | Civitas Resources, Inc.                                                                        | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58732.40     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                                     | Civitas Resources, Inc.                                                                        | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    214000 | PA      | $222003.87    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                           | Clarivate Science Holdings Corporation                                                         | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $127175.28    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY INC                                                                       | Clearway Energy, Inc., Class C                                                                 | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |        27 | NS      | $898.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206771.61    | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113221.46    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81122.55     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    118000 | PA      | $102433.03    | 0.01%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                  | Cloud Software Group, Inc.                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    202000 | PA      | $210385.10    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                       | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59012.04     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                       | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42700.52     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                       | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43050.00     | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                       | Clydesdale Acquisition Holdings, Inc.                                                          | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100770.89    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                       | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    156000 | PA      | $155610.00    | 0.02%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                       | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135036.00    | 0.01%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                       | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199477.00    | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                       | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    223000 | PA      | $199473.50    | 0.02%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                                      | Colgate-Palmolive Company                                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       825 | NS      | $65191.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                    | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $144313.65    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                    | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $281631.01    | 0.03%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SPORTSWEAR COMPANY                                                               | Columbia Sportswear Company                                                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      2375 | NS      | $130838.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                                       | Comcast Corporation                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     15374 | NS      | $459528.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                                                       | Comcast Corporation                                                                            | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    408000 | PA      | $382338.20    | 0.04%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                       | Comcast Corporation                                                                            | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    243000 | PA      | $240006.71    | 0.03%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMERICA INCORPORATED                                                                     | Comerica, Inc.                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77198.11     | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                     | Thrivent Cash Management Trust                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   9559428 | NS      | $9559428.00   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                            | Commonwealth Bank of Australia                                                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    156000 | PA      | $142061.07    | 0.02%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                             | CommScope, LLC                                                                                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98860.41     | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                                | CommScope Technologies, LLC                                                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94786.50     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                                                               | Community Trust Bancorp, Inc.                                                                  | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       694 | NS      | $39211.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPOSECURE INC                                                                           | CompoSecure, Inc.                                                                              | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2858 | NS      | $55102.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                    | Comstock Resources, Inc.                                                                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    252000 | PA      | $245109.11    | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                    | Comstock Resources, Inc.                                                                       | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132732.91    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                        | Conagra Brands, Inc.                                                                           | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    231000 | PA      | $235884.18    | 0.03%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONCENTRA ESCROW ISSUER CORP                                                              | Concentra Health Services, Inc.                                                                | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109809.42    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONCENTRA GROUP HOLDINGS PARENT INC                                                       | Concentra Group Holdings Parent, Inc.                                                          | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4632 | NS      | $91157.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                                                                    | ConnectOne Bancorp, Inc.                                                                       | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       374 | NS      | $9806.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                            | ConocoPhillips                                                                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     10940 | NS      | $1024093.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                               | Consolidated Edison Company of New York, Inc.                                                  | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    408000 | PA      | $406682.34    | 0.04%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | Constellation Brands, Inc.                                                                     | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87399.38     | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | Constellation Brands, Inc.                                                                     | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141236.91    | 0.02%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                                 | Constellation Energy Corporation                                                               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2048 | NS      | $723496.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                       | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    133000 | PA      | $141934.23    | 0.02%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                       | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    204000 | PA      | $202420.74    | 0.02%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COPART INC.                                                                               | Copart, Inc.                                                                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1180 | NS      | $46197.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | Corebridge Financial, Inc., 6.375%                                                             | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      6425 | NS      | $149381.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                                                  | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    121000 | PA      | $123908.33    | 0.01%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    134000 | PA      | $142193.47    | 0.02%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    123000 | PA      | $128595.43    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    247000 | PA      | $248887.57    | 0.03%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                             | CoreWeave, Inc.                                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    138000 | PA      | $126479.76    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC VALUE FUND INC                                                      | Cornerstone Strategic Investment Fund, Inc.                                                    | CUSIP: 21924B302<br>LEI: 549300H6BMBD46PC0Z18 | Long             |  | RF                | US        |     21815 | NS      | $182373.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| COPT DEFENSE PROPERTIES LP                                                                | COPT Defense Properties, LP                                                                    | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263827.21    | 0.03%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                | COPT Defense Properties, LP, Convertible                                                       | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     62000 | PA      | $69300.94     | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORVEL CORPORATION                                                                        | CorVel Corporation                                                                             | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $34308.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                              | Costco Wholesale Corporation                                                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       750 | NS      | $646755.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                                                                  | Coty, Inc.                                                                                     | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     14025 | NS      | $43197.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                  | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC                      | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70636.71     | 0.01%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                                     | Cousins Properties, LP                                                                         | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72080.23     | 0.01%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                                      | Reworld Holding Corporation                                                                    | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    111000 | PA      | $106690.94    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                                                      | Cracker Barrel Old Country Store, Inc., Convertible                                            | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |     42000 | PA      | $31567.20     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                                              | Crane NXT Company                                                                              | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1529 | NS      | $71970.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                        | Credit Agricole SA                                                                             | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    131000 | PA      | $124520.04    | 0.01%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                        | Credit Agricole SA                                                                             | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249673.04    | 0.03%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS Group AG                                                                                   | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    287000 | PA      | $285380.40    | 0.03%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | Credit Suisse Group AG                                                                         | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    130000 | PA      | $33800.00     | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | Credit Suisse Group AG                                                                         | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    150000 | PA      | $39000.00     | 0.00%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                          | Crown Castle, Inc.                                                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      7753 | NS      | $689009.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                          | Crown Castle, Inc.                                                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197118.97    | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                          | Crown Castle, Inc.                                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84287.55     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN HOLDINGS INC                                                                        | Crown Holdings, Inc.                                                                           | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      5054 | NS      | $520410.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                                                                | Curtiss-Wright Corporation                                                                     | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       165 | NS      | $90959.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US BORROWER LLC                                                       | Cushman & Wakefield US Borrower, LLC                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60318.54     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CUSTOMERS BANCORP INC                                                                     | Customers Bancorp, Inc.                                                                        | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       596 | NS      | $43579.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCLI BIDCO LLC                                                                            | DCLI Bidco, LLC                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133629.27    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| D R HORTON INC                                                                            | D.R. Horton, Inc.                                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3008 | NS      | $433242.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                                                        | DTE Energy Company                                                                             | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142424.82    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE CO LTD                                                            | Dai-ichi Life Insurance Company, Ltd.                                                          | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    165000 | PA      | $172358.84    | 0.02%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                   | Daimler Truck Finance North America, LLC                                                       | CUSIP: 233853AT7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154653.08    | 0.02%             | 2028-09-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                  | Dana, Inc.                                                                                     | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    179000 | PA      | $171823.51    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DANAHER CORPORATION                                                                       | Danaher Corporation                                                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      3247 | NS      | $743303.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                                                               | Datadog, Inc.                                                                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1375 | NS      | $186986.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                                | DaVita, Inc.                                                                                   | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    113000 | PA      | $104397.68    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                | DaVita, Inc.                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    172000 | PA      | $179046.15    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                | DaVita, Inc.                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98504.83     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                                                                | Deere & Company                                                                                | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    129000 | PA      | $133328.14    | 0.01%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP/DELEK LOGISTICS FINANCE CORP                                  | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                               | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $101671.92    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP/DELEK LOGISTICS FINANCE CORP                                  | Delek Logistics Partners, LP/Delek Logistics Finance Corporation                               | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $94901.76     | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                                  | Dell, Inc.                                                                                     | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    182000 | PA      | $195267.90    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                       | Delta Air Lines, Inc.                                                                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     14604 | NS      | $1013517.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                                                       | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236340.30    | 0.03%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                       | Delta Air Lines, Inc.                                                                          | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    288000 | PA      | $288875.62    | 0.03%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                               | Deluxe Corporation                                                                             | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    144000 | PA      | $151700.94    | 0.02%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST                                         | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust 2005-3                                    | CUSIP: 251510EL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    597412 | PA      | $522618.33    | 0.06%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST                                         | Deutsche Alt-A Securities, Inc., Mortgage Loan Trust 2005-AR1                                  | CUSIP: 251510FG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251499 | PA      | $222427.82    | 0.02%             | 2035-08-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $245946.89    | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    214000 | PA      | $219257.19    | 0.02%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151516.45    | 0.02%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                                 | Deutsche Telekom International Finance BV                                                      | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    368000 | PA      | $429385.49    | 0.05%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    214000 | PA      | $198774.78    | 0.02%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                  | Devon Energy Corporation                                                                       | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     19059 | NS      | $698131.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                                                                | Dexcom, Inc.                                                                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1063 | NS      | $70551.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                                  | Diamond Foreign Asset Company/Diamond Finance, LLC                                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     98000 | PA      | $103815.61    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                    | Diamondback Energy, Inc.                                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    322000 | PA      | $304301.96    | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                                       | Diebold Nixdorf, Inc.                                                                          | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     77000 | PA      | $81940.76     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                                   | Digital Realty Trust, LP, Convertible                                                          | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    201000 | PA      | $203814.00    | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                     | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $265549.68    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                     | DIRECTV Financing, LLC                                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $49658.60     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                     | DIRECTV Financing, LLC/DIRECTV Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $165572.39    | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                            | Walt Disney Company                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2728 | NS      | $310364.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                         | Capital One Financial Corporation                                                              | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     71000 | PA      | $78575.04     | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                     | DIRECTV Financing, LLC                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $137603.99    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                                                              | DocuSign, Inc.                                                                                 | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      2440 | NS      | $166896.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                                       | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    161000 | PA      | $155338.85    | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                       | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    217000 | PA      | $225555.84    | 0.02%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                       | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    217000 | PA      | $234956.97    | 0.03%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS INC                                                         | Donnelley Financial Solutions, Inc.                                                            | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      2159 | NS      | $100803.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                                                              | DoorDash, Inc.                                                                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1271 | NS      | $287856.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                                                   | DraftKings Holdings, Inc., Convertible                                                         | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    758000 | PA      | $692433.00    | 0.08%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP                                                  | Drawbridge Special Opportunities Fund, LP/Drawbridge Special Opportunities Finance Corporation | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    546000 | PA      | $520796.43    | 0.06%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                                   | Dream Finders Homes, Inc.                                                                      | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $136767.04    | 0.02%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC (PRE-REINCORPORATION)                                                         | Dropbox, Inc.                                                                                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       509 | NS      | $14150.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                   | Dryden 72 CLO, Ltd. 2019-72A                                                                   | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1075000 | PA      | $1077034.98   | 0.12%             | 2032-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      7376 | NS      | $864540.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232977.34    | 0.03%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138541.10    | 0.02%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | Duke Energy Corporation, Convertible                                                           | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303850.00    | 0.03%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132365.94    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184903.39    | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    157000 | PA      | $164783.78    | 0.02%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                 | Duke Energy Carolinas, LLC                                                                     | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406551.90    | 0.04%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                      | Duke Energy Ohio, Inc.                                                                         | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132906.57    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                         | EOG Resources, Inc.                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1093 | NS      | $114775.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERP OPERATING LP                                                                          | ERP Operating, LP                                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    229000 | PA      | $234151.52    | 0.03%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                      | ERAC USA Finance, LLC                                                                          | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    277000 | PA      | $284332.92    | 0.03%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                            | EPR Properties                                                                                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       988 | NS      | $49301.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                                            | EPR Properties                                                                                 | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302623.88    | 0.03%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                           | Eastern Energy Gas Holdings, LLC                                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    330000 | PA      | $348440.45    | 0.04%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                  | Eastman Chemical Company                                                                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      3003 | NS      | $191681.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                  | Eastman Chemical Company                                                                       | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244854.98    | 0.03%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON VANCE LTD DURATION INCOME FUND                                                      | Eaton Vance Limited Duration Income Fund                                                       | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             |  | RF                | US        |     26988 | NS      | $267451.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON VANCE TAX MANAGED GLOBAL DIVERSIFIED EQUITY INCOME FUND                             | Eaton Vance Tax-Managed Global Diversified Equity Income Fund                                  | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             |  | RF                | US        |     12368 | NS      | $117867.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                                                                | Ecolab, Inc.                                                                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1677 | NS      | $440246.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                                                 | Edgewell Personal Care Company                                                                 | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137142.75    | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | Edison International                                                                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      6230 | NS      | $373924.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | Edison International                                                                           | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219208.62    | 0.02%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                     | eG Global Finance plc                                                                          | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $65212.92     | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                                     | Element Solutions, Inc.                                                                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      2952 | NS      | $73770.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                                                                              | Embecta Corporation                                                                            | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    134000 | PA      | $131871.28    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EMCOR GROUP INC                                                                           | EMCOR Group, Inc.                                                                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       196 | NS      | $119910.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP                                                                         | EMRLD Borrower, LP/Emerald Co-Issuer, Inc.                                                     | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $262461.04    | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                              | Enbridge, Inc.                                                                                 | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $266919.38    | 0.03%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                              | Enbridge, Inc.                                                                                 | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $285423.64    | 0.03%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                              | Enbridge, Inc.                                                                                 | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $69517.03     | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                              | Enbridge, Inc.                                                                                 | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    204000 | PA      | $206509.35    | 0.02%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                                  | Encore Capital Group, Inc.                                                                     | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |        18 | NS      | $978.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                                  | Encore Capital Group, Inc., Convertible                                                        | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    155000 | PA      | $170190.00    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                                  | Encore Capital Group, Inc.                                                                     | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168600.00    | 0.02%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                     | Encompass Health Corporation                                                                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1873 | NS      | $198800.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                     | Encompass Health Corporation                                                                   | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154731.15    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                                    | Energizer Holdings, Inc.                                                                       | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    159000 | PA      | $152513.50    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | Energy Transfer, LP                                                                            | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84988.10     | 0.01%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | Energy Transfer, LP                                                                            | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    136000 | PA      | $146908.54    | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | Energy Transfer, LP                                                                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    139000 | PA      | $131723.48    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | Energy Transfer, LP                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $176130.08    | 0.02%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | Energy Transfer, LP                                                                            | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    136000 | PA      | $130793.42    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | Energy Transfer, LP                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228242.27    | 0.03%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                                                                   | Enerpac Tool Group Corporation                                                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      1431 | NS      | $54721.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                             | Enel Finance International NV                                                                  | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    226000 | PA      | $231764.16    | 0.03%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                                 | Endo Finance Holdings, Inc.                                                                    | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $126832.92    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                              | Entergy Corporation                                                                            | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     11873 | NS      | $1097421.39   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                                              | Entergy Corporation                                                                            | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70955.65     | 0.01%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                              | Entergy Corporation                                                                            | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144774.97    | 0.02%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                     | Entergy Louisiana, LLC                                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    178000 | PA      | $178882.67    | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                                                        | Enterprise Financial Services Corporation                                                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1361 | NS      | $73494.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS L.P.                                                         | Enterprise Products Partners, LP                                                               | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     25081 | NS      | $804096.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                         | Enterprise Products Operating, LLC                                                             | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188975.89    | 0.02%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                                                     | Envista Holdings Corporation, Convertible                                                      | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113132.50    | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                                     | EquipmentShare.com, Inc.                                                                       | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124701.72    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                                     | EquipmentShare.com, Inc.                                                                       | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44363.42     | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                                                           | Equity Lifestyle Properties, Inc.                                                              | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1018 | NS      | $61700.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                                                     | Essential Properties Realty Trust, Inc.                                                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     10609 | NS      | $314662.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                                   | Essential Properties, LP                                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93171.10     | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC.                                                                    | Euronet Worldwide, Inc., Convertible                                                           | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159578.13    | 0.02%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                                | Evergy, Inc.                                                                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      5608 | NS      | $406523.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                                                | Evergy, Inc., Convertible                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    188000 | PA      | $228796.00    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                         | Eversource Energy                                                                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        88 | NS      | $5925.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXCELERATE ENERGY LP                                                                      | Excelerate Energy, LP                                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49666.69     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                        | Exelon Corporation                                                                             | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128712.87    | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                        | Exelon Corporation                                                                             | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    540000 | PA      | $523347.52    | 0.06%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELIXIS INC.                                                                             | Exelixis, Inc.                                                                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2448 | NS      | $107295.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                                         | Expedia Group, Inc., Convertible                                                               | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $207483.00    | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                         | Expedia Group, Inc.                                                                            | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $310790.44    | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC                                                | Expeditors International of Washington, Inc.                                                   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1246 | NS      | $185666.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                                   | Extra Space Storage, Inc.                                                                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       983 | NS      | $128006.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC.                                                                               | EZCORP, Inc., Convertible                                                                      | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    151000 | PA      | $280180.50    | 0.03%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                          | Exxon Mobil Corporation                                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     13839 | NS      | $1665385.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                                                           | FMC Corporation                                                                                | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    170000 | PA      | $134555.97    | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                                | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     59000 | PA      | $60673.13     | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                       | FS KKR Capital Corporation                                                                     | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128356.59    | 0.01%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                        | Meta Platforms, Inc.                                                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5627 | NS      | $3714326.43   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                        | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    267000 | PA      | $247667.79    | 0.03%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                        | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    258000 | PA      | $250522.89    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                        | Meta Platforms, Inc.                                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    258000 | PA      | $247620.91    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                           | Fair Isaac Corporation                                                                         | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    168000 | PA      | $172560.70    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FASTENAL COMPANY                                                                          | Fastenal Company                                                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     15167 | NS      | $608651.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORVIA SE                                                                                 | FORVIA SE                                                                                      | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214180.60    | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                                 | FORVIA SE                                                                                      | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     87000 | PA      | $89834.08     | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                                                 | Federal Agricultural Mortgage Corporation                                                      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       650 | NS      | $114120.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation STRIPS 345                                              | CUSIP: 31325VQ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1168020 | PA      | $104083.96    | 0.01%             | 2035-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Gold 15-Yr. Pass Through                                | CUSIP: 3132A9Q26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2734505 | PA      | $2661428.15   | 0.29%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7351852 | PA      | $7536152.55   | 0.83%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DVJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3410182 | PA      | $3578987.59   | 0.39%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412415 | PA      | $416200.17    | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0HN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1590998 | PA      | $1637820.81   | 0.18%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132E0P71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    637964 | PA      | $523636.12    | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385RG3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99980.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385SY3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99588.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385TH9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99500.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385UM6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   1000000 | PA      | $992275.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397SG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    800000 | PA      | $797972.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                                    | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397UQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    400000 | PA      | $396792.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6944639 | PA      | $5952373.42   | 0.65%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KPCQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5155334 | PA      | $4802920.31   | 0.53%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3818663 | PA      | $3659563.52   | 0.40%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3133KRMN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5386429 | PA      | $5420718.93   | 0.60%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589TT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    700000 | PA      | $695824.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    400000 | PA      | $396988.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2012-73                                          | CUSIP: 3136A65L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    344778 | PA      | $4540.38      | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2012-74                                          | CUSIP: 3136A66D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    170760 | PA      | $1895.73      | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2012-98                                          | CUSIP: 3136A8BV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    220629 | PA      | $3123.01      | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2012-121                                         | CUSIP: 3136A9XR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    660963 | PA      | $10132.89     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2012-139                                         | CUSIP: 3136AAKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    433371 | PA      | $6020.78      | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2012-152                                         | CUSIP: 3136AAQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    160548 | PA      | $2315.27      | 0.00%             | 2028-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2013-2                                           | CUSIP: 3136AB3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    178471 | PA      | $3186.48      | 0.00%             | 2028-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2013-1                                           | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    782569 | PA      | $52707.44     | 0.01%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2012-147                                         | CUSIP: 3136ABCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    388281 | PA      | $4968.40      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2013-30                                          | CUSIP: 3136ADMW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    115452 | PA      | $2255.23      | 0.00%             | 2028-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2013-46                                          | CUSIP: 3136AEAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     64282 | PA      | $256.00       | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2020-89                                          | CUSIP: 3136BCF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1951257 | PA      | $260764.42    | 0.03%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2024-50                                          | CUSIP: 3136BSRP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1971374 | PA      | $2002503.57   | 0.22%             | 2054-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2024-103                                         | CUSIP: 3136BUNX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1500000 | PA      | $1491482.10   | 0.16%             | 2055-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2025-15                                          | CUSIP: 3136BVQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2000000 | PA      | $1956273.00   | 0.21%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association - REMIC 2025-69                                          | CUSIP: 3136BWD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1100000 | PA      | $1075396.63   | 0.12%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                      | Federal Realty OP, LP, Convertible                                                             | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94893.00     | 0.01%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 4046                                            | CUSIP: 3137AQGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    118229 | PA      | $1150.68      | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 4084                                            | CUSIP: 3137AS6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    230774 | PA      | $3574.48      | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 4074                                            | CUSIP: 3137ASKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    265770 | PA      | $4186.30      | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 4119                                            | CUSIP: 3137AUUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    883027 | PA      | $63537.57     | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 4162                                            | CUSIP: 3137AYH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    101721 | PA      | $1506.68      | 0.00%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 4161                                            | CUSIP: 3137AYPJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    262045 | PA      | $4173.48      | 0.00%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 4170                                            | CUSIP: 3137AYWN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    554370 | PA      | $33316.03     | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 4177                                            | CUSIP: 3137B15X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    463973 | PA      | $8979.50      | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 4203                                            | CUSIP: 3137B2CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    614491 | PA      | $22090.82     | 0.00%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 5051                                            | CUSIP: 3137F82F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2737295 | PA      | $360414.76    | 0.04%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 5092                                            | CUSIP: 3137FYCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   3702528 | PA      | $325174.88    | 0.04%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 5107                                            | CUSIP: 3137H03L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   5565631 | PA      | $538310.03    | 0.06%             | 2050-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 5249                                            | CUSIP: 3137H8JT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   2079981 | PA      | $2066570.02   | 0.23%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 5334                                            | CUSIP: 3137HAHQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1204452 | PA      | $980468.09    | 0.11%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 5508                                            | CUSIP: 3137HJG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1775000 | PA      | $1791568.74   | 0.20%             | 2055-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 5519                                            | CUSIP: 3137HK6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1450000 | PA      | $1444180.43   | 0.16%             | 2055-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 5537                                            | CUSIP: 3137HLBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1100000 | PA      | $1077993.51   | 0.12%             | 2055-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation - REMIC 5567                                            | CUSIP: 3137HMF47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1568964 | PA      | $1600734.75   | 0.18%             | 2026-01-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXTF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2895692 | PA      | $2631088.56   | 0.29%             | 2061-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3314432 | PA      | $3122251.55   | 0.34%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 40-Yr. Pass Through                         | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9099721 | PA      | $7492739.33   | 0.82%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7953845 | PA      | $6454227.96   | 0.71%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140L2PV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1327436 | PA      | $1089553.38   | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QDWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3555225 | PA      | $3229770.67   | 0.35%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1488932 | PA      | $1287994.40   | 0.14%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1591881 | PA      | $1299878.90   | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QNPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9727442 | PA      | $8686302.52   | 0.95%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4292050 | PA      | $4095811.99   | 0.45%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3520426 | PA      | $3455237.96   | 0.38%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QS2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1078430 | PA      | $1063414.06   | 0.12%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140QSLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2816291 | PA      | $2838085.49   | 0.31%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6419386 | PA      | $5270321.68   | 0.58%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865585 | PA      | $710469.42    | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4028140 | PA      | $3475077.32   | 0.38%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5474360 | PA      | $4644182.76   | 0.51%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XBZC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7783091 | PA      | $6712935.94   | 0.74%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XDND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1571091 | PA      | $1289512.41   | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XGNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8606630 | PA      | $7680142.40   | 0.84%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1499734 | PA      | $1431161.28   | 0.16%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XHQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6542965 | PA      | $6142608.27   | 0.67%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4552044 | PA      | $4254247.37   | 0.47%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3249878 | PA      | $3039368.42   | 0.33%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6384640 | PA      | $6119206.34   | 0.67%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJN58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443076 | PA      | $446780.61    | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3358728 | PA      | $3042796.78   | 0.33%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14538899 | PA      | $14331595.33  | 1.57%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552736 | PA      | $556842.29    | 0.06%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XME77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1856316 | PA      | $1729272.35   | 0.19%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5121257 | PA      | $4940230.04   | 0.54%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XNZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2409624 | PA      | $2255335.30   | 0.25%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XPQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3619186 | PA      | $3719778.98   | 0.41%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 20-Yr. Pass Through                         | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3814675 | PA      | $3650531.21   | 0.40%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6535305 | PA      | $5325931.00   | 0.59%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                                 | Fells Point Funding Trust                                                                      | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $262785.86    | 0.03%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                                  | Ferguson Enterprises, Inc.                                                                     | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       480 | NS      | $106862.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                       | Fifth Third Bancorp                                                                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      3518 | NS      | $164677.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                       | Fifth Third Bancorp, 4.950%                                                                    | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      7800 | NS      | $150852.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                       | Fifth Third Bancorp                                                                            | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    144000 | PA      | $145725.34    | 0.02%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                                                       | Fifth Third Bank NA                                                                            | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    343000 | PA      | $342732.01    | 0.04%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FINANCIAL INSTITUTIONS INC.                                                               | Financial Institutions, Inc.                                                                   | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $14057.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP (PUERTO RICO)                                                               | First Bancorp/Puerto Rico                                                                      | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2890 | NS      | $59909.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                                                                             | FirstCash, Inc.                                                                                | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117434.89    | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC (DELAWARE)                                                  | First Citizens BancShares, Inc./NC                                                             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       256 | NS      | $549422.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC (DELAWARE)                                                  | First Citizens BancShares, Inc./NC                                                             | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    312000 | PA      | $311457.40    | 0.03%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL CORPORATION/IN                                                            | First Financial Corporation                                                                    | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $4954.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES                                             | First Horizon Alternative Mortgage Securities Trust 2005-AA2                                   | CUSIP: 32051GHJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    129301 | PA      | $126631.09    | 0.01%             | 2035-03-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES                                             | First Horizon Alternative Mortgage Securities Trust 2005-AA5                                   | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115950 | PA      | $109046.53    | 0.01%             | 2035-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                                                         | First Industrial Realty Trust, Inc.                                                            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4273 | NS      | $244714.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MID BANCSHARES INC                                                                  | First Mid-Illinois Bancshares, Inc.                                                            | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $5694.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $90501.58     | 0.01%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $75816.96     | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       924 | NS      | $62065.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67091.57     | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    266000 | PA      | $272944.98    | 0.03%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    266000 | PA      | $269702.20    | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    213000 | PA      | $211353.32    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                                                   | FirstEnergy Corporation, Convertible                                                           | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60268.50     | 0.01%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORPORATION                                                                   | FirstEnergy Corporation, Convertible                                                           | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    208000 | PA      | $220584.00    | 0.02%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORPORATION                                                                   | FirstEnergy Corporation, Convertible                                                           | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    211000 | PA      | $227036.00    | 0.02%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST III                                                            | Five Corners Funding Trust III                                                                 | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $189760.94    | 0.02%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                   | Flagstar Mortgage Trust 2021-9INV                                                              | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    412163 | PA      | $374581.66    | 0.04%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                         | Flash Compute, LLC                                                                             | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40621.28     | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORPORATION                                                                         | Fluor Corporation, Convertible                                                                 | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    365000 | PA      | $415808.00    | 0.05%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                                     | Flowserve Corporation                                                                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     10637 | NS      | $737995.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                                        | Ford Motor Company, Convertible                                                                | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    413000 | PA      | $428900.50    | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234937.14    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $241664.27    | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228418.12    | 0.03%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                        | Forestar Group, Inc.                                                                           | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76488.38     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                              | Fortinet, Inc.                                                                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      5226 | NS      | $414996.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                               | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123107.63    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                               | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    103000 | PA      | $108468.06    | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                               | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     77000 | PA      | $80946.48     | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                     | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266669.26    | 0.03%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                     | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209269.43    | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CORP                                                                 | Franklin BSP Capital Corporation                                                               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    221000 | PA      | $218965.96    | 0.02%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                             | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    118000 | PA      | $126738.73    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                             | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47369.92     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                             | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95271.75     | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                             | Freedom Mortgage Holdings, LLC                                                                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89053.49     | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                      | Freeport-McMoRan, Inc.                                                                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      2368 | NS      | $120270.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                                                             | Frontdoor, Inc.                                                                                | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       742 | NS      | $42805.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                      | Frontier Communications Holdings, LLC                                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $223720.14    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                     | GFL Environmental, Inc.                                                                        | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $226871.83    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                                                      | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    124000 | PA      | $131312.16    | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                                                      | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    142000 | PA      | $144100.18    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                | GCAT Trust 2023-NQM4                                                                           | CUSIP: 36171FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    953273 | PA      | $906259.72    | 0.10%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                | GCAT Trust 2025-INV2                                                                           | CUSIP: 36173QAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1125000 | PA      | $1124532.56   | 0.12%             | 2055-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                                                      | GMAC Mortgage Corporation Loan Trust 2005-AR2                                                  | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    247945 | PA      | $221923.75    | 0.02%             | 2035-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                        | Ally Financial, Inc.                                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    405000 | PA      | $459677.33    | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                                  | Boost Newco Borrower, LLC                                                                      | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    103000 | PA      | $109473.55    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                       | GS Mortgage-Backed Securities Trust 2023-PJ3                                                   | CUSIP: 36270FAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    773977 | PA      | $778068.52    | 0.09%             | 2053-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                   | Gap, Inc.                                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81481.83     | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                   | Gap, Inc.                                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31426.29     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HOLDINGS INC                                                               | Garrett Motion Holdings, Inc./Garrett LX I SARL                                                | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $178561.95    | 0.02%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                | GCAT Trust 2024-INV3                                                                           | CUSIP: 36830FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    259694 | PA      | $264482.56    | 0.03%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                                              | General Dynamics Corporation                                                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2037 | NS      | $685776.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                       | General Electric Company                                                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       999 | NS      | $307721.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                                         | General Mills, Inc.                                                                            | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53768.00     | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | General Motors Company                                                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      2854 | NS      | $232087.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | General Motors Company                                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    191000 | PA      | $195656.87    | 0.02%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74066.49     | 0.01%             | 2027-09-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60244.88     | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227973.46    | 0.03%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    159000 | PA      | $165774.47    | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102025.12    | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272109.90    | 0.03%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304753.17    | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98916.02     | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                         | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $203097.95    | 0.02%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                         | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $171997.65    | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                                | Genmab AS/Genmab Finance, LLC                                                                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    222000 | PA      | $227515.93    | 0.02%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                                                                      | Genting New York, LLC/GENNY Capital, Inc.                                                      | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $55380.30     | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                     | Georgia Power Company                                                                          | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83603.90     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                                          | Getty Images, Inc.                                                                             | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131074.19    | 0.01%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                       | Gilead Sciences, Inc.                                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5982 | NS      | $734230.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                                                                       | Glacier Bancorp, Inc.                                                                          | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      1485 | NS      | $65414.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                                                                      | Global Net Lease, Inc./Global Net Lease Operating Partnership, LP                              | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $162607.75    | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                       | Global Payments, Inc.                                                                          | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    208000 | PA      | $210244.21    | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                       | Global Payments, Inc., Convertible                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    344000 | PA      | $308568.00    | 0.03%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                            | Global Aircraft Leasing Company, Ltd.                                                          | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     98000 | PA      | $101630.80    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                                            | GoDaddy Operating Company, LLC/GD Finance Company, Inc.                                        | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115065.79    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GODADDY INC                                                                               | GoDaddy, Inc.                                                                                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       316 | NS      | $39209.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                                                                | goeasy, Ltd.                                                                                   | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41129.28     | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                                | goeasy, Ltd.                                                                                   | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $60318.01     | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                                | goeasy, Ltd.                                                                                   | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    187000 | PA      | $174917.82    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    261000 | PA      | $268166.51    | 0.03%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165274.18    | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137988.26    | 0.02%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    261000 | PA      | $259469.23    | 0.03%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    131000 | PA      | $119447.50    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    132000 | PA      | $118220.73    | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252550.04    | 0.03%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137816.41    | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    278000 | PA      | $279950.53    | 0.03%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192197.95    | 0.02%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                     | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124539.47    | 0.01%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                     | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    301000 | PA      | $302071.19    | 0.03%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190333.26    | 0.02%             | 2026-02-10      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                                         | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116460.88    | 0.01%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                                                      | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119195.53    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                                                      | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99793.51     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                  | Government National Mortgage Association 2012-3                                                | CUSIP: 38378CK48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      9539 | PA      | $38.55        | 0.00%             | 2027-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRACO INC.                                                                                | Graco, Inc.                                                                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       285 | NS      | $23361.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                                                                            | Gray Media, Inc.                                                                               | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75273.87     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                            | Gray Media, Inc.                                                                               | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94008.25     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREAT SOUTHERN BANCORP INC                                                                | Great Southern Bancorp, Inc.                                                                   | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       623 | NS      | $38351.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER CO INC                                                                         | Greenbrier Companies, Inc., Convertible                                                        | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    241000 | PA      | $258906.30    | 0.03%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GREIF INC                                                                                 | Greif, Inc.                                                                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1449 | NS      | $98097.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                                                | Grifols SA                                                                                     | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     45000 | PA      | $44441.77     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                    | Group 1 Automotive, Inc.                                                                       | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61739.58     | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC                                                                    | HLF Financing SARL, LLC/Herbalife International, Inc.                                          | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $107060.12    | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HLF FINANCING SARL LLC                                                                    | HLF Financing SARL, LLC/Herbalife International, Inc.                                          | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $186795.19    | 0.02%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA, Inc.                                                                                      | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    252000 | PA      | $260146.33    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA, Inc.                                                                                      | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257154.20    | 0.03%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA, Inc.                                                                                      | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    232000 | PA      | $229898.95    | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA, Inc.                                                                                      | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123487.13    | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC Holdings plc                                                                              | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $368371.57    | 0.04%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC Holdings plc                                                                              | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    159000 | PA      | $145465.70    | 0.02%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC Holdings plc                                                                              | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208218.62    | 0.02%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC Holdings plc                                                                              | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    256000 | PA      | $262360.28    | 0.03%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC Holdings plc                                                                              | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    312000 | PA      | $321169.48    | 0.04%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                                                | HTAP Issuer Trust 2024-2                                                                       | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    643017 | PA      | $642361.26    | 0.07%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST                                                                                | HTAP Issuer Trust 2025-1                                                                       | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1347831 | PA      | $1348562.82   | 0.15%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                       | Halliburton Company                                                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     16478 | NS      | $465668.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                                                               | Hanmi Financial Corporation                                                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       434 | NS      | $11731.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                                              | Hartford Insurance Group, Inc.                                                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       311 | NS      | $42855.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                                              | Hartford Insurance Group, Inc.                                                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118278.12    | 0.01%             | 2047-02-12      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                                              | Hartford Insurance Group, Inc.                                                                 | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124287.11    | 0.01%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                    | Harvest Midstream I, LP                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    208000 | PA      | $211110.02    | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                        | HAT Holdings I, LLC/HAT Holdings II, LLC, Convertible                                          | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $95340.00     | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HAWAIIAN ELECTRIC COMPANY INC                                                             | Hawaiian Electric Company, Inc.                                                                | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45627.03     | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                                                      | Healthcare Realty Trust, Inc.                                                                  | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     27817 | NS      | $471498.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                                                                      | Hecla Mining Company                                                                           | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89560.52     | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                      | Kraft Heinz Foods Company                                                                      | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    134000 | PA      | $147816.17    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELIOS TECHNOLOGIES INC                                                                   | Helios Technologies, Inc.                                                                      | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      1583 | NS      | $84674.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    194000 | PA      | $201391.11    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116642.25    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22326.56     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22293.19     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                                      | Hercules Capital, Inc., Convertible                                                            | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47084.60     | 0.01%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                                               | Hertz Vehicle Financing III, LLC 2025-1A                                                       | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1444915.52   | 0.16%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                                               | Hertz Vehicle Financing III, LLC 2025-3A                                                       | CUSIP: 42806MDC0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $761770.65    | 0.08%             | 2029-12-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                                               | Hertz Vehicle Financing III, LLC 2025-6A                                                       | CUSIP: 42806MDR7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $745632.45    | 0.08%             | 2032-05-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                              | Hess Midstream Operations, LP                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $128129.24    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                             | Hewlett Packard Enterprise Company, Convertible, 7.625%                                        | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |      5057 | NS      | $337251.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                             | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    187000 | PA      | $188873.98    | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                                                        | Hexcel Corporation                                                                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      7871 | NS      | $581666.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS REALTY LP                                                                       | Highwoods Realty, LP                                                                           | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115913.05    | 0.01%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                       | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $255257.74    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                       | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $115632.79    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC                                                                      | Hilltop Holdings, Inc.                                                                         | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       465 | NS      | $15782.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                                     | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    216000 | PA      | $216728.47    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                                     | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57442.78     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                                     | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136457.19    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                                     | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96201.01     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                                             | Hilton Worldwide Holdings, Inc.                                                                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1477 | NS      | $424268.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                                     | Amrize Finance US, LLC                                                                         | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    131000 | PA      | $135092.95    | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | Home Depot, Inc.                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1099 | NS      | $378165.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                            | Home Depot, Inc.                                                                               | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    214000 | PA      | $201454.08    | 0.02%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | Home Depot, Inc.                                                                               | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123389.22    | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | Home Depot, Inc.                                                                               | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123285.10    | 0.01%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD                                                                               | Home RE, Ltd. 2023-1                                                                           | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1206840 | PA      | $1237333.61   | 0.14%             | 2033-10-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| HOMETRUST BANCSHARES INC                                                                  | Hometrust Bancshares, Inc.                                                                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $26150.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC (DELAWARE)                                                    | Honeywell International, Inc.                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4183 | NS      | $816061.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                               | Honeywell International, Inc.                                                                  | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    272000 | PA      | $257066.16    | 0.03%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                                                 | Host Hotels & Resorts, Inc.                                                                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      6534 | NS      | $115847.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                       | Hotwire Funding, LLC 2024-1A                                                                   | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1525547.10   | 0.17%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HOULIHAN LOKEY INC                                                                        | Houlihan Lokey, Inc.                                                                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      1368 | NS      | $238291.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                      | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $113958.84    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                      | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $142799.50    | 0.02%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                      | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1063 | NS      | $217936.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                      | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77343.11     | 0.01%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC                                                            | JB Hunt Transport Services, Inc.                                                               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2440 | NS      | $474189.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                 | Huntington Bancshares, Inc./OH, 4.500%                                                         | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      7800 | NS      | $133302.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                 | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157342.15    | 0.02%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                 | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239674.77    | 0.03%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                         | Huntington Ingalls Industries, Inc.                                                            | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    196000 | PA      | $194133.94    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK (THE)                                                            | Huntington Bank Auto Credit-Linked Notes 2024-2                                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138965 | PA      | $140455.82    | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | Hyundai Capital America                                                                        | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    196000 | PA      | $193785.97    | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | Hyundai Capital America                                                                        | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    136000 | PA      | $143974.30    | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICF INTERNATIONAL INC                                                                     | ICF International, Inc.                                                                        | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       974 | NS      | $83082.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE LTD                                                         | IBM International Capital, Private Ltd.                                                        | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    213000 | PA      | $198516.38    | 0.02%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ICU MEDICAL INC.                                                                          | ICU Medical, Inc.                                                                              | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       500 | NS      | $71335.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS INC                                                                          | IES Holdings, Inc.                                                                             | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       216 | NS      | $84028.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                                                         | Iliad Holding SAS                                                                              | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    131000 | PA      | $140988.62    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                         | Iliad Holding SAS                                                                              | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    130000 | PA      | $133984.89    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                         | INEOS Finance plc                                                                              | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    153000 | PA      | $132908.15    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                          | ITT Holdings, LLC                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    262000 | PA      | $251428.69    | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                                      | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                    | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37973.64     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                                      | Icahn Enterprises, LP/Icahn Enterprises Finance Corporation                                    | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $309684.13    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IDEXX LABORATORIES INC.                                                                   | IDEXX Laboratories, Inc.                                                                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       414 | NS      | $280083.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                                              | Illumina, Inc.                                                                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1152 | NS      | $151096.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORPORATION                                                                        | Incyte Corporation                                                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       650 | NS      | $64200.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                               | Crescent Energy Finance, LLC                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115373.13    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP (MICHIGAN)                                                          | Independent Bank Corporation/MI                                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $5855.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST                                                    | Residential Asset Securitization Trust 2004-IP1                                                | CUSIP: 45660NYL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395152 | PA      | $377166.83    | 0.04%             | 2034-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMJA MORTGAGE LOAN TRUST                                                          | IndyMac IMJA Mortgage Loan Trust 2007-A3                                                       | CUSIP: 456669AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    951758 | PA      | $357690.15    | 0.04%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                                                      | Innovative Industrial Properties, Inc.                                                         | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       848 | NS      | $40161.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                                              | Insulet Corporation                                                                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       334 | NS      | $94936.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                                              | Insulet Corporation                                                                            | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61500.83     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                         | Intel Corporation                                                                              | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    378000 | PA      | $325993.37    | 0.04%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                                                     | Integer Holdings Corporation, Convertible                                                      | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    105000 | PA      | $118177.50    | 0.01%             | 2028-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                                                     | Integer Holdings Corporation, Convertible                                                      | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    584000 | PA      | $539032.00    | 0.06%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | Intercontinental Exchange, Inc.                                                                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      6170 | NS      | $999293.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                                                          | InterDigital, Inc., Convertible                                                                | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $329640.00    | 0.04%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                                      | International Business Machines Corporation                                                    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2094 | NS      | $620263.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                    | Brightstar Lottery plc                                                                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    242000 | PA      | $241450.47    | 0.03%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                                                                    | Intuitive Surgical, Inc.                                                                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1158 | NS      | $655844.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                 | Invitation Homes Operating Partnership, LP                                                     | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    227000 | PA      | $198272.98    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                 | Invitation Homes Operating Partnership, LP                                                     | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    278000 | PA      | $282036.77    | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                               | ION Platform Finance US, Inc.                                                                  | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189771.46    | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                               | ION Platform Finance US, Inc./ION Platform Finance SARL                                        | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $145828.54    | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                 | IQVIA, Inc.                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198534.45    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    339000 | PA      | $338655.58    | 0.04%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86816.24     | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56310.57     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219249.20    | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISHARES GOLDMAN SACHS SEMICONDUCTOR INDEX FUND                                            | iShares Semiconductor ETF                                                                      | CUSIP: 464287523<br>LEI: 5493004SPI3IF1GDIR85 | Long             |  | RF                | US        |       367 | NS      | $110522.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF                                           | iShares Broad USD High Yield Corporate Bond ETF                                                | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |      6300 | NS      | $235588.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                                                         | ITC Holdings Corporation                                                                       | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141862.49    | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                  | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                             | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    165000 | PA      | $154402.44    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                  | J.P. Morgan Mortgage Trust 2006-A1                                                             | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    318665 | PA      | $218088.34    | 0.02%             | 2036-02-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                  | J.P. Morgan Mortgage Trust 2005-S1                                                             | CUSIP: 466247MQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65471 | PA      | $68339.71     | 0.01%             | 2035-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7848 | NS      | $2528782.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    392000 | PA      | $391622.19    | 0.04%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    523000 | PA      | $527545.92    | 0.06%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    133000 | PA      | $127002.42    | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128475.24    | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147712.78    | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148007.17    | 0.02%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154812.41    | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    147000 | PA      | $161396.65    | 0.02%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71512.90     | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    228000 | PA      | $242955.00    | 0.03%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    259000 | PA      | $262946.07    | 0.03%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    144000 | PA      | $150497.08    | 0.02%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287959.56    | 0.03%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                  | J.P. Morgan Mortgage Trust 2021-LTV2                                                           | CUSIP: 46654VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    651604 | PA      | $563822.43    | 0.06%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                                 | Jabil, Inc.                                                                                    | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137296.08    | 0.02%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                  | J.P. Morgan Mortgage Trust 2023-3                                                              | CUSIP: 46656RAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    795878 | PA      | $793458.24    | 0.09%             | 2053-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                  | J.P. Morgan Mortgage Trust 2025-12MPR                                                          | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $897241.23    | 0.10%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                  | Jacobs Entertainment, Inc.                                                                     | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    228000 | PA      | $223405.80    | 0.02%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                                      | Jacobs Solutions, Inc.                                                                         | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      3322 | NS      | $440032.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GROUP LLC                                                                     | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $188108.30    | 0.02%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                     | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $65147.51     | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                     | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $104808.68    | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                     | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $103335.84    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                  | JBS USA LUX SARL/JBS USA Food Company/JBS USA Foods Group                                      | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $236584.93    | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                  | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Company               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    230000 | PA      | $229005.60    | 0.03%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                                    | Jazz Investments I, Ltd., Convertible                                                          | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    281000 | PA      | $324836.00    | 0.04%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                                    | Jazz Investments I, Ltd., Convertible                                                          | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    301000 | PA      | $400631.00    | 0.04%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                                       | Jazz Securities DAC                                                                            | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    111000 | PA      | $109480.60    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                                     | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                              | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115532.34    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                                     | Jefferies Finance, LLC/JFIN Co-Issuer Corporation                                              | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $148594.59    | 0.02%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                                            | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $98703.99     | 0.01%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                                            | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $259395.20    | 0.03%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                      | Jersey Central Power & Light Company                                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    280000 | PA      | $251514.65    | 0.03%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                                            | JBT Marel Corporation, Convertible                                                             | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285936.00    | 0.03%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                                            | JBT Marel Corporation, Convertible                                                             | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    359000 | PA      | $371744.50    | 0.04%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                         | Johnson & Johnson                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      7871 | NS      | $1628903.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                                           | Jones Lang LaSalle, Inc.                                                                       | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       161 | NS      | $54171.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                                                            | Ziff Davis, Inc., Convertible                                                                  | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32175.00     | 0.00%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ZIFF DAVIS INC                                                                            | Ziff Davis, Inc., Convertible                                                                  | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115286.00    | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166257.79    | 0.02%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company, 4.200%                                                               | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     16000 | NS      | $292320.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company, 4.625%                                                               | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     12050 | NS      | $236662.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company, 4.750%                                                               | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     10750 | NS      | $217580.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                                  | KLA Corporation                                                                                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       155 | NS      | $188337.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES INC                                                               | K Hovnanian Enterprises, Inc.                                                                  | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69398.56     | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                              | KKR & Company, Inc., Convertible, 6.250%                                                       | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      8925 | NS      | $462672.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                                                   | KB Home                                                                                        | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189242.95    | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRIBUTORS LLC                                                                     | KeHE Distributors, LLC/KeHE Finance Corporation/NextWave Distribution, Inc.                    | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $124914.17    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KENNEYD LEWIS CLO LTD                                                                     | Kennedy Lewis CLO 3, Ltd. 3A                                                                   | CUSIP: 48936JAC0<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1000801.00   | 0.11%             | 2036-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                                | Kenvue, Inc.                                                                                   | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    267000 | PA      | $273027.95    | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                      | Keurig Dr Pepper, Inc.                                                                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     23754 | NS      | $665349.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                                   | KeyCorp, 6.200%                                                                                | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      9950 | NS      | $252531.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                                   | KeyCorp, 5.650%                                                                                | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      3900 | NS      | $82758.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                                              | KeyBank NA/Cleveland, OH                                                                       | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192337.66    | 0.02%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                                 | Keysight Technologies, Inc.                                                                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       466 | NS      | $94686.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                                                          | Kilroy Realty, LP                                                                              | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210962.69    | 0.02%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                         | Kinder Morgan, Inc.                                                                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      6030 | NS      | $165764.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                                                         | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    256000 | PA      | $254331.64    | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HOLDINGS LLC                                                         | Kingpin Intermediate Holdings, LLC                                                             | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68065.25     | 0.01%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                                      | Kioxia Holdings Corporation                                                                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    137000 | PA      | $142462.96    | 0.02%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                                   | Kite Realty Group Trust                                                                        | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       619 | NS      | $14837.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP LP                                                                      | Kite Realty Group, LP, Convertible                                                             | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13674.70     | 0.00%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                   | Kodiak Gas Services, LLC                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92930.37     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                   | Kodiak Gas Services, LLC                                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47297.63     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KORN FERRY                                                                                | Korn Ferry                                                                                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1334 | NS      | $88070.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                      | Kraft Heinz Foods Company                                                                      | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    101000 | PA      | $92677.10     | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                                     | L Brands, Inc.                                                                                 | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131516.86    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                                     | L Brands, Inc.                                                                                 | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189143.45    | 0.02%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                                            | LCI Industries, Convertible                                                                    | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    301000 | PA      | $355932.50    | 0.04%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM LTD PARTNERSHIP                                                                       | LCM 41, Ltd. 41A                                                                               | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-O            | CORP              | JE        |   2900000 | PA      | $2905243.20   | 0.32%             | 2036-04-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                      | LHOME Mortgage Trust 2024-RTL1                                                                 | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $903350.34    | 0.10%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                      | LHOME Mortgage Trust 2024-RTL3                                                                 | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $756738.68    | 0.08%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| LOREAL SA                                                                                 | L'Oreal SA                                                                                     | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204428.48    | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                          | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    293000 | PA      | $297279.14    | 0.03%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                 | L3Harris Technologies, Inc.                                                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2411 | NS      | $707797.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                         | LYB International Finance III, LLC                                                             | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77285.68     | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LABCORP HOLDINGS INC                                                                      | Labcorp Holdings, Inc.                                                                         | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2743 | NS      | $688163.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                                                                  | Lam Research Corporation                                                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2801 | NS      | $479475.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                  | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    103000 | PA      | $98125.73     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARZETTI CO                                                                               | Marzetti Company                                                                               | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       327 | NS      | $53765.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL ENERGY INC                                                                          | Crescent Energy Finance, LLC                                                                   | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141731.02    | 0.02%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                                          | Crescent Energy Finance, LLC                                                                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144836.74    | 0.02%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                      | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76495.80     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                      | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106630.69    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAUREATE EDUCATION INC                                                                    | Laureate Education, Inc.                                                                       | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      1174 | NS      | $39528.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                                                                       | Leidos Holdings, Inc.                                                                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       912 | NS      | $164524.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                                                        | Lennar Corporation                                                                             | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236454.67    | 0.03%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47068.41     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92387.50     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    212000 | PA      | $216934.94    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    207000 | PA      | $213328.40    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84990.56     | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                  | Liberty Mutual Group, Inc.                                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67050.93     | 0.01%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC                                                              | Life Time Group Holdings, Inc.                                                                 | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2759 | NS      | $73334.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME INC                                                                             | Life Time, Inc.                                                                                | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148554.10    | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                      | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     83000 | PA      | $89365.52     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                      | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    151000 | PA      | $165591.87    | 0.02%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                      | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37172.94     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                                       | Lightning Power, LLC                                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    177000 | PA      | $188213.13    | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                     | Eli Lilly & Company                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1662 | NS      | $1786118.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                     | Eli Lilly & Company                                                                            | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    272000 | PA      | $254084.75    | 0.03%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                     | Eli Lilly & Company                                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107091.31    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                     | Eli Lilly & Company                                                                            | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223046.51    | 0.02%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LIMBACH HOLDINGS INC                                                                      | Limbach Holdings, Inc.                                                                         | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       895 | NS      | $69675.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                                                             | Lincoln Electric Holdings, Inc.                                                                | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       737 | NS      | $176614.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                              | Lincoln National Corporation                                                                   | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     93000 | PA      | $80509.03     | 0.01%             | 2026-02-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                                  | Lindblad Expeditions, LLC                                                                      | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95972.56     | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                         | Lithia Motors, Inc.                                                                            | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88865.06     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LITTELFUSE INC                                                                            | Littelfuse, Inc.                                                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       413 | NS      | $104455.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                             | Live Nation Entertainment, Inc.                                                                | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133270.92    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                             | Live Nation Entertainment, Inc., Convertible                                                   | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    183000 | PA      | $265899.00    | 0.03%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                             | Live Nation Entertainment, Inc., Convertible                                                   | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    236000 | PA      | $247918.00    | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                             | Live Nation Entertainment, Inc., Convertible                                                   | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    266000 | PA      | $261345.00    | 0.03%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | Lloyds Banking Group plc                                                                       | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $224298.09    | 0.02%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                               | Lockheed Martin Corporation                                                                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    187000 | PA      | $173229.59    | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                                     | Long Ridge Energy, LLC                                                                         | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    180000 | PA      | $191599.38    | 0.02%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA PACIFIC CORP                                                                    | Louisiana-Pacific Corporation                                                                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       648 | NS      | $52332.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COMPANIES INC                                                                       | Lowe's Companies, Inc.                                                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3157 | NS      | $761342.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                                      | M&T Bank Corporation                                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1219 | NS      | $245604.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                                      | M&T Bank Corporation                                                                           | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    406000 | PA      | $393353.83    | 0.04%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                                               | MGIC Investment Corporation                                                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      3391 | NS      | $99085.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                 | MGM Resorts International                                                                      | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136680.13    | 0.02%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                                                       | MKS, Inc., Convertible                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    615000 | PA      | $784432.50    | 0.09%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX, LP                                                                                       | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65305.45     | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX, LP                                                                                       | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113241.21    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX, LP                                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    231000 | PA      | $233425.66    | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                              | MPT Operating Partnership, LP/MPT Finance Corporation                                          | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $111065.08    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                                        | Macquarie Bank, Ltd.                                                                           | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    303000 | PA      | $307109.30    | 0.03%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                         | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $57634.31     | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                         | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    149000 | PA      | $151044.24    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                                 | Macy's Retail Holdings, LLC                                                                    | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $49817.98     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    143000 | PA      | $125528.26    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     91000 | PA      | $59955.35     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    303000 | PA      | $213236.25    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    376000 | PA      | $363892.77    | 0.04%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                                                    | Michaels Companies, Inc.                                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63449.61     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                              | Magnera Corporation                                                                            | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120744.18    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAPLEBEAR INC                                                                             | Maplebear, Inc.                                                                                | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2915 | NS      | $131116.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                   | Marathon Petroleum Corporation                                                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      2358 | NS      | $383481.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                                            | Marriott Ownership Resorts, Inc.                                                               | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    365000 | PA      | $350146.54    | 0.04%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                                         | Marriott Vacations Worldwide Corporation, Convertible                                          | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156750.00    | 0.02%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                  | Mars, Inc.                                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43344.65     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | Marsh & McLennan Companies, Inc.                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1048 | NS      | $194424.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | Marsh & McLennan Companies, Inc.                                                               | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121073.75    | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                | Marriott International, Inc./MD                                                                | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    138000 | PA      | $142115.72    | 0.02%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                             | Martin Marietta Materials, Inc.                                                                | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113253.82    | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                    | Marvell Technology, Inc.                                                                       | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $122256.17    | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                                | Masco Corporation                                                                              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2146 | NS      | $136185.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                            | Mastercard, Inc.                                                                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1285 | NS      | $733580.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                            | Mastercard, Inc.                                                                               | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139396.26    | 0.02%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                      | Matador Resources Company                                                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1678 | NS      | $71214.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                               | Match Group Holdings II, LLC                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    101000 | PA      | $95597.63     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                               | Match Group Holdings II, LLC                                                                   | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83993.93     | 0.01%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP INC                                                                           | Match Group, Inc.                                                                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      2091 | NS      | $67518.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                                                        | Mattamy Group Corporation                                                                      | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $110013.80    | 0.01%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                                 | McGraw-Hill Education, Inc.                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186960.32    | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                                                | MFA Trust 2024-NPL1                                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    639891 | PA      | $640786.74    | 0.07%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                                     | McDonald's Corporation                                                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       406 | NS      | $124085.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORPORATION                                                                     | McDonald's Corporation                                                                         | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19599.55     | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                       | Medline Borrower, LP/Medline Co-Issuer, Inc.                                                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124051.35    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDPACE HOLDINGS INC                                                                      | Medpace Holdings, Inc.                                                                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       455 | NS      | $255550.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                 | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    133000 | PA      | $131644.24    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                 | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $199843.44    | 0.02%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                 | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     87000 | PA      | $87222.86     | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                          | MercadoLibre, Inc.                                                                             | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198017.74    | 0.02%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC.                                                                 | Mercer International, Inc.                                                                     | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    143000 | PA      | $91201.64     | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                            | Merck & Company, Inc.                                                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     12703 | NS      | $1337117.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                                            | Merck & Company, Inc.                                                                          | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    253000 | PA      | $249619.22    | 0.03%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                                                                 | Merit Medical Systems, Inc.                                                                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       895 | NS      | $78885.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                                                       | Meritage Homes Corporation, Convertible                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    129000 | PA      | $126870.96    | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                                       | Meritage Homes Corporation                                                                     | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    227000 | PA      | $231920.55    | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET                                                      | Merrill Lynch Alternative Note Asset Trust 2007-F1                                             | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    891163 | PA      | $278723.23    | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                                                      | Methanex Corporation                                                                           | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22348.50     | 0.00%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                                                      | Methanex Corporation                                                                           | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    119000 | PA      | $120085.88    | 0.01%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                                | Methanex US Operations, Inc.                                                                   | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $105026.40    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                               | MetLife, Inc.                                                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      6788 | NS      | $535844.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                                               | MetLife, Inc., 4.750%                                                                          | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      3900 | NS      | $76947.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                                               | MetLife, Inc.                                                                                  | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    261000 | PA      | $273837.86    | 0.03%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                               | MetLife, Inc.                                                                                  | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208846.21    | 0.02%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                               | MetLife, Inc.                                                                                  | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168728.80    | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                        | MetroNet Infrastructure Issuer, LLC 2025-2A                                                    | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014094.50   | 0.11%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                        | MetroNet Infrastructure Issuer, LLC 2025-4A                                                    | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $550935.88    | 0.06%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC                                                          | Mettler-Toledo International, Inc.                                                             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       165 | NS      | $230041.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA TRUST                                                                                | MFA Trust 2024-RTL1                                                                            | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1505706.90   | 0.17%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                     | Microsoft Corporation                                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     16333 | NS      | $7898965.46   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                         | Microchip Technology, Inc., Convertible, 7.500%                                                | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      8249 | NS      | $480751.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                         | Microchip Technology, Inc.                                                                     | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85643.02     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                         | Microchip Technology, Inc., Convertible                                                        | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $362637.00    | 0.04%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                                                                     | Micron Technology, Inc.                                                                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4308 | NS      | $1229546.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                     | Micron Technology, Inc.                                                                        | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73580.05     | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                | MidAmerican Energy Company                                                                     | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    553000 | PA      | $523949.85    | 0.06%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                   | Millrose Properties, Inc.                                                                      | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5872 | NS      | $175396.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                   | Millrose Properties, Inc.                                                                      | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117670.76    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                   | Millrose Properties, Inc.                                                                      | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $61547.99     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                     | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    192000 | PA      | $201504.06    | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                     | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     36000 | PA      | $37540.95     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                                   | Mirion Technologies, Inc., Convertible                                                         | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    303000 | PA      | $375114.00    | 0.04%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                                   | Mirion Technologies, Inc., Convertible                                                         | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    243000 | PA      | $262440.00    | 0.03%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                        | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $256361.14    | 0.03%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    278000 | PA      | $248994.87    | 0.03%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    135000 | PA      | $142992.66    | 0.02%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                                                              | Modine Manufacturing Company                                                                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       334 | NS      | $44592.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                     | Molina Healthcare, Inc.                                                                        | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82609.42     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                     | Molina Healthcare, Inc.                                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120296.85    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                                                              | Monolithic Power Systems, Inc.                                                                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       236 | NS      | $213900.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                                                                     | Monster Beverage Corporation                                                                   | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       946 | NS      | $72529.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORPORATION                                                                        | Moody's Corporation                                                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       565 | NS      | $288630.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORPORATION                                                                        | Moody's Corporation                                                                            | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138134.64    | 0.02%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                                  | Moog, Inc.                                                                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       504 | NS      | $122749.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4910 | NS      | $871672.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1971.55      | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    283000 | PA      | $248845.69    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127777.02    | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146073.21    | 0.02%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100041.66    | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135902.09    | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    156000 | PA      | $162289.34    | 0.02%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    109000 | PA      | $115829.57    | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    181000 | PA      | $178906.89    | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118083.33    | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley, 7.125%                                                                         | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     13084 | NS      | $330371.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley, 5.850%                                                                         | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     10400 | NS      | $255008.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley, 4.250%                                                                         | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      7050 | NS      | $124362.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                                                                           | Morningstar, Inc.                                                                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       136 | NS      | $29554.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORTGAGEIT TRUST                                                                          | MortgageIT Securities Corporation Mortgage Loan Trust 2007-1                                   | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1504907 | PA      | $1323454.25   | 0.15%             | 2047-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO/THE                                                                             | Mosaic Company                                                                                 | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    309000 | PA      | $309610.38    | 0.03%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                    | Motorola Solutions, Inc.                                                                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       940 | NS      | $360320.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                                                | Mueller Water Products, Inc.                                                                   | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84603.29     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                       | Mozart Debt Merger Sub, Inc.                                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200143.36    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                       | Mozart Debt Merger Sub, Inc.                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    271000 | PA      | $272465.03    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MUVICO LLC                                                                                | Muvico, LLC                                                                                    | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74715 | PA      | $81043.62     | 0.01%             | 2029-02-19      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| NBT BANCORP INC                                                                           | NBT Bancorp, Inc.                                                                              | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $10255.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                                                | NBN Company, Ltd.                                                                              | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $199013.97    | 0.02%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                            | NCR Voyix Corporation                                                                          | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87372.83     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                            | NCR Voyix Corporation                                                                          | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131071.02    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                       | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    255000 | PA      | $261100.20    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                       | NCL Corporation, Ltd.                                                                          | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    114000 | PA      | $113951.99    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS INC                                                                          | NMI Holdings, Inc.                                                                             | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       349 | NS      | $14235.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                  | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                       | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $102758.46    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                  | NGL Energy Operating, LLC/NGL Energy Finance Corporation                                       | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $153263.62    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185498.21    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114814.84    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    189000 | PA      | $206357.95    | 0.02%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84643.32     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85242.25     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44779.71     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                            | NRG Energy, Inc.                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272745.90    | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                                   | NVR, Inc.                                                                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        23 | NS      | $167733.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV                                                                                    | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    131000 | PA      | $131213.39    | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                                                   | NYMT Loan Trust 2024-BPL1                                                                      | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002924.20   | 0.11%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                                     | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198656.40    | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                                     | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    134000 | PA      | $131705.45    | 0.01%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                                                           | Napco Security Technologies, Inc.                                                              | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |       446 | NS      | $18598.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                                                                | Nasdaq, Inc.                                                                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      3229 | NS      | $313632.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                               | Nationwide Building Society                                                                    | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206550.19    | 0.02%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                           | NCR Atleos Corporation                                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     99000 | PA      | $107452.22    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                         | NatWest Group plc                                                                              | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $367471.13    | 0.04%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                              | Navient Corporation                                                                            | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72156.17     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                      | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    193000 | PA      | $193329.79    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                      | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68697.85     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                                | NetApp, Inc.                                                                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       531 | NS      | $56864.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                               | Netflix, Inc.                                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     13047 | NS      | $1223286.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                                                | Neurocrine Biosciences, Inc.                                                                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       408 | NS      | $57866.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ENTERPRISE STONE & LIME CO INC                                                        | New Enterprise Stone and Lime Company, Inc.                                                    | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    189000 | PA      | $188841.75    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW HOME COMPANY INC                                                                      | New Home Company, Inc.                                                                         | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97836.04     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                        | Rithm Capital Corporation                                                                      | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46201.54     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                        | Rithm Capital Corporation                                                                      | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96130.33     | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                              | New York Life Global Funding                                                                   | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139208.61    | 0.02%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK TIMES COMPANY (THE)                                                              | New York Times Company                                                                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       147 | NS      | $10204.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                                         | Newell Brands, Inc.                                                                            | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     89000 | PA      | $74271.79     | 0.01%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                         | Newell Brands, Inc.                                                                            | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124675.35    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                         | Newell Brands, Inc.                                                                            | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167388.28    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                         | Newell Brands, Inc.                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99609.28     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEWMONT CORPORATION                                                                       | Newmont Corporation                                                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2125 | NS      | $212181.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                                                                 | News Corporation, Class A                                                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2551 | NS      | $66632.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                         | Nexstar Media, Inc.                                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153875.44    | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                        | Nextera Energy, Inc., Convertible, 7.234%                                                      | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      4246 | NS      | $206992.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                                        | NextEra Energy, Inc., Convertible, 7.299%                                                      | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      5633 | NS      | $291620.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119553.57    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146651.42    | 0.02%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NextEra Energy Capital Holdings, Inc., Convertible                                             | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    163000 | PA      | $202283.00    | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    331000 | PA      | $353370.80    | 0.04%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117689.45    | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    258000 | PA      | $260836.20    | 0.03%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                                                  | Nippon Life Insurance Company                                                                  | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $702861.40    | 0.08%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3683 | NS      | $153802.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124741.13    | 0.01%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166528.32    | 0.02%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83889.51     | 0.01%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    261000 | PA      | $260177.44    | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226457.28    | 0.02%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                                       | Nissan Motor Company, Ltd.                                                                     | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    147000 | PA      | $138547.61    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                       | Nissan Motor Acceptance Company, LLC                                                           | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180507.24    | 0.02%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                       | Nissan Motor Acceptance Company, LLC                                                           | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180025.13    | 0.02%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                                 | Nokia Oyj ADR                                                                                  | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     31233 | NS      | $202077.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                      | Noble Finance II, LLC                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124669.64    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                       | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190348.85    | 0.02%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                       | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    227000 | PA      | $239583.17    | 0.03%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                              | Norfolk Southern Corporation                                                                   | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194472.26    | 0.02%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHEAST BANK                                                                            | Northeast Bank                                                                                 | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |        38 | NS      | $3949.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                                  | Northern Oil and Gas, Inc.                                                                     | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    144000 | PA      | $145381.68    | 0.02%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                                  | Northern Oil and Gas, Inc., Convertible                                                        | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    559000 | PA      | $538596.50    | 0.06%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                                 | Northern States Power Company/MN                                                               | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131840.28    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                                | Northern Trust Corporation                                                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1660 | NS      | $226739.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                     | Northrop Grumman Corporation                                                                   | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63613.23     | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                     | Northrop Grumman Corporation                                                                   | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $257076.01    | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHWEST BANCSHARES INC                                                                  | Northwest Bancshares, Inc.                                                                     | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2501 | NS      | $30012.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                                                                  | Northwestern Energy Group, Inc.                                                                | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       839 | NS      | $54149.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                                                     | Northwestern Mutual Life Insurance Company                                                     | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53065.40     | 0.01%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                           | Gen Digital, Inc.                                                                              | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153862.62    | 0.02%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                           | Gen Digital, Inc.                                                                              | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51561.55     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC                                               | Brundage-Bone Concrete Pumping Holdings, Inc.                                                  | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76538.93     | 0.01%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                                     | Novartis Capital Corporation                                                                   | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    318000 | PA      | $283477.35    | 0.03%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                              | Novelis Corporation                                                                            | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    124000 | PA      | $119784.05    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NUCOR CORPORATION                                                                         | Nucor Corporation                                                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      5645 | NS      | $920755.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                                                        | NVIDIA Corporation                                                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     43554 | NS      | $8122821.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND                                              | Nuveen Preferred Income Opportunities Fund                                                     | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |     19794 | NS      | $160529.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN CREDIT STRATEGIES INCOME FUND                                                      | Nuveen Credit Strategies Income Fund                                                           | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |     54726 | NS      | $274724.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                                    | O'Reilly Automotive, Inc.                                                                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      3412 | NS      | $311208.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                                                               | OFG Bancorp                                                                                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       728 | NS      | $29833.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                          | Occidental Petroleum Corporation                                                               | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    268000 | PA      | $309888.94    | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 50 L                                                          | Octagon Investment Partners 50, Ltd. 2020-4A                                                   | CUSIP: 67592MBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2150000 | PA      | $2150870.75   | 0.24%             | 2035-01-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                                | Samsung Electronics Company, Ltd.                                                              | CUSIP: 700593000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     16457 | NS      | $1379341.78   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                      | OI European Group BV                                                                           | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    251000 | PA      | $242871.97    | 0.03%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                                                             | Old Dominion Freight Line, Inc.                                                                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1193 | NS      | $187062.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                                                      | Old National Bancorp                                                                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      3588 | NS      | $80048.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                                                    | Old Republic International Corporation                                                         | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      6514 | NS      | $297298.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP INC.                                                                   | Old Second Bancorp, Inc.                                                                       | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      1793 | NS      | $34963.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                                                                 | Olin Corporation                                                                               | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103216.75    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                             | Olympus Water US Holding Corporation                                                           | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77380.50     | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                            | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    267000 | PA      | $271721.37    | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                                              | ON Semiconductor Corporation, Convertible                                                      | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    273000 | PA      | $325006.50    | 0.04%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                                              | ON Semiconductor Corporation, Convertible                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    504000 | PA      | $476784.00    | 0.05%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                       | Oncor Electric Delivery Company, LLC                                                           | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    178000 | PA      | $172766.03    | 0.02%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                                         | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    171000 | PA      | $169921.83    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                                         | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    145000 | PA      | $147636.97    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK, Inc.                                                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    134000 | PA      | $139170.09    | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK, Inc.                                                                                    | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177940.48    | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK, Inc.                                                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    261000 | PA      | $243235.28    | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                      | OneMain Finance Corporation                                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85160.64     | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                      | OneMain Finance Corporation                                                                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101664.59    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                      | OneMain Finance Corporation                                                                    | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    405000 | PA      | $420762.77    | 0.05%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONE SKY FLIGHT LLC                                                                        | OneSky Flight, LLC                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    172000 | PA      | $184063.24    | 0.02%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                            | 1261229 B.C., Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    180000 | PA      | $187203.04    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONTO INNOVATION INC                                                                       | Onto Innovation, Inc.                                                                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1787 | NS      | $282095.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                                                                            | Open Text Corporation                                                                          | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $214480.83    | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                              | FiberCop SPA                                                                                   | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    262000 | PA      | $248204.23    | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2594 | NS      | $505596.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146160.81    | 0.02%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    482000 | PA      | $476276.16    | 0.05%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    255000 | PA      | $206237.44    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191973.83    | 0.02%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157363.79    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158046.67    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                                              | Organon & Company/Organon Foreign Debt Co-Issuer BV                                            | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $218643.49    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ORRSTOWN FINANCIAL SERVICES INC                                                           | Orrstown Financial Services, Inc.                                                              | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |       397 | NS      | $14061.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                                                              | Oshkosh Corporation                                                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       873 | NS      | $109674.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                       | Otis Worldwide Corporation                                                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       636 | NS      | $55554.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                                                                        | Outfront Media, Inc.                                                                           | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       674 | NS      | $16243.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                                                | Outfront Media Capital, LLC/Outfront Media Capital Corporation                                 | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $133732.23    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                        | Owens-Brockway Glass Container, Inc.                                                           | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116411.92    | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                               | Blue Owl Credit Income Corporation                                                             | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    214000 | PA      | $213158.04    | 0.02%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                                          | Blue Owl Technology Finance Corporation                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69549.65     | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PBF HOLDING COMPANY LLC                                                                   | PBF Holding Company, LLC/PBF Finance Corporation                                               | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $195125.72    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                                                   | PBF Holding Company, LLC/PBF Finance Corporation                                               | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $50077.99     | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                                          | PG&E Corporation                                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      7652 | NS      | $122967.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                                                          | PG&E Corporation                                                                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71800.60     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                                          | PG&E Corporation, Convertible                                                                  | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    723000 | PA      | $742954.80    | 0.08%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PGIM HIGH YIELD BOND FUND INC                                                             | PGIM High Yield Bond Fund, Inc.                                                                | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |     19196 | NS      | $277766.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM HIGH YIELD BOND FUND INC                                                             | PGIM Global High Yield Fund, Inc.                                                              | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |     21682 | NS      | $267555.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                    | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        65 | NS      | $13567.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                    | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    196000 | PA      | $199224.98    | 0.02%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                    | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    241000 | PA      | $248805.03    | 0.03%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                    | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150382.41    | 0.02%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                    | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    134000 | PA      | $151638.01    | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                               | PNC Bank NA                                                                                    | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122756.47    | 0.01%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                                   | PPL Capital Funding, Inc., Convertible                                                         | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    203000 | PA      | $222792.50    | 0.02%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                                   | PPL Capital Funding, Inc.                                                                      | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    197000 | PA      | $201747.40    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                                   | PPL Capital Funding, Inc., Convertible                                                         | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107273.26    | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                             | PRA Group, Inc.                                                                                | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    188000 | PA      | $192086.37    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 LTD                                                                             | PPM CLO 3, Ltd. 2019-3A                                                                        | CUSIP: 69355EBA2<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500173.00    | 0.05%             | 2034-07-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2024-RCF1                                                                            | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    947332 | PA      | $936600.75    | 0.10%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                                   | PTC, Inc.                                                                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       188 | NS      | $32751.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM TRUST                                                                               | PRKCM Trust 2023-AFC4                                                                          | CUSIP: 69380GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    817564 | PA      | $827005.92    | 0.09%             | 2058-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM Trust 2023-NQM3                                                                           | CUSIP: 69380TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1475000 | PA      | $1495605.31   | 0.16%             | 2068-11-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2024-RPL2                                                                            | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $960408.70    | 0.11%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2025-2                                                                               | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1556006 | PA      | $1558908.99   | 0.17%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                                      | PRET, LLC 2025-NPL2                                                                            | CUSIP: 69392JAB5<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1654016.76   | 0.18%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2025-RPL3                                                                            | CUSIP: 69392NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $849478.14    | 0.09%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2025-5                                                                               | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $824247.77    | 0.09%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2025-RCF6                                                                            | CUSIP: 69393BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1338851.84   | 0.15%             | 2055-12-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                               | PRKCM Trust 2023-AFC2                                                                          | CUSIP: 693964AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    836916 | PA      | $837819.86    | 0.09%             | 2058-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM Trust 2023-NQM1                                                                           | CUSIP: 693965AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1124000 | PA      | $1120103.54   | 0.12%             | 2068-01-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                                            | PMT Loan Trust 2025-INV1                                                                       | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200263 | PA      | $1222393.27   | 0.13%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                          | Pacific Gas and Electric Company                                                               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    136000 | PA      | $144639.59    | 0.02%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                          | Pacific Gas and Electric Company                                                               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    266000 | PA      | $274451.22    | 0.03%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                                 | Packaging Corporation of America                                                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       454 | NS      | $93628.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                            | Pagaya AI Debt Grantor Trust 2024-11                                                           | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422811 | PA      | $424717.47    | 0.05%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                            | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust 2024-6                                   | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357465 | PA      | $359232.32    | 0.04%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                                                 | Palantir Technologies, Inc.                                                                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      2799 | NS      | $497522.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                                            | Palmer Square Loan Funding, Ltd. 2024-2A                                                       | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $250086.75    | 0.03%             | 2033-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                                            | Palmer Square Loan Funding, Ltd. 2025-1A                                                       | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    825000 | PA      | $816790.43    | 0.09%             | 2033-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                               | Ovintiv, Inc.                                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    211000 | PA      | $232939.39    | 0.03%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO LTD                                                                         | Park Blue CLO, Ltd. 2023-3A                                                                    | CUSIP: 70019AAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1700000 | PA      | $1705793.60   | 0.19%             | 2038-04-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                            | Park Intermediate Holdings, LLC/PK Domestic Property, LLC/PK Finance Co-Issuer, Inc.           | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $138660.57    | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                                               | Parker-Hannifin Corporation                                                                    | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       836 | NS      | $734810.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                                    | Patrick Industries, Inc., Convertible                                                          | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    175000 | PA      | $296975.00    | 0.03%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PAYCHEX INC                                                                               | Paychex, Inc.                                                                                  | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79594.42     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                       | PayPal Holdings, Inc.                                                                          | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    272000 | PA      | $263902.18    | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PEABODY ENERGY CORPORATION                                                                | Peabody Energy Corporation, Convertible                                                        | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |    237000 | PA      | $397567.50    | 0.04%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                                   | Pebblebrook Hotel Trust, Convertible                                                           | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    127000 | PA      | $122555.00    | 0.01%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                                   | Pebblebrook Hotel Trust, Convertible                                                           | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    309000 | PA      | $299884.50    | 0.03%             | 2030-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PEGASYSTEMS INC                                                                           | Pegasystems, Inc.                                                                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      2729 | NS      | $162975.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                           | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48356.53     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                           | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    144000 | PA      | $150752.86    | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                           | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47551.44     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                                                | Penske Truck Leasing Company, LP/PTL Finance Corporation                                       | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $126526.64    | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENUMBRA INC                                                                              | Penumbra, Inc.                                                                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       396 | NS      | $123120.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                               | PepsiCo, Inc.                                                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2641 | NS      | $379036.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                | Performance Food Group, Inc.                                                                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175005.19    | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                | Performance Food Group, Inc.                                                                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94843.54     | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                           | Permian Resources Operating, LLC                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67700.56     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                              | Perrigo Finance Unlimited Company                                                              | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    207000 | PA      | $200248.78    | 0.02%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                              | Perrigo Finance Unlimited Company                                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     89000 | PA      | $86691.95     | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FINANCE CORP                                                        | PetSmart, LLC/PetSmart Finance Corporation                                                     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $258491.84    | 0.03%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                | Pfizer, Inc.                                                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      3585 | NS      | $89266.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                                | Pfizer, Inc.                                                                                   | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155357.08    | 0.02%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1148 | NS      | $184139.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32589.63     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33130.74     | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    204000 | PA      | $210856.78    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                            | Phillips 66 Company                                                                            | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163327.69    | 0.02%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                                | Phinia, Inc.                                                                                   | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139785.06    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LTD                                                              | Phoenix Aviation Capital, Ltd.                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    151000 | PA      | $160862.41    | 0.02%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIMCO HIGH INCOME FUND                                                                    | PIMCO High Income Fund                                                                         | CUSIP: 722014107<br>LEI: TYNS8LL5KA936NJZN198 | Long             |  | RF                | US        |     16611 | NS      | $80729.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO INCOME STRATEGY FUND II                                                             | PIMCO Income Strategy Fund II                                                                  | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             |  | RF                | US        |     16869 | NS      | $126517.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PIMCO DYNAMIC INCOME FUND                                                                 | Pimco Dynamic Income Fund                                                                      | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |     12370 | NS      | $219072.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                                                           | Pinnacle Financial Partners, Inc.                                                              | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       170 | NS      | $16219.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                                         | Pinnacle West Capital Corporation, Convertible                                                 | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117425.00    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                         | Pioneer Natural Resources Company                                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    195000 | PA      | $176609.97    | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                                          | Pitney Bowes, Inc.                                                                             | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62040.36     | 0.01%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PLEXUS CORP.                                                                              | Plexus Corporation                                                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       461 | NS      | $67767.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT LOAN TRUST                                                                            | PMT Loan Trust 2025-INV5                                                                       | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1323945.30   | 0.15%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                                            | PMT Loan Trust 2024-INV2                                                                       | CUSIP: 73015CAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1014783.80   | 0.11%             | 2059-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST                                                                | Point Securitization Trust 2025-1                                                              | CUSIP: 73072DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1419161 | PA      | $1424745.81   | 0.16%             | 2055-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                                                               | Popular, Inc.                                                                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       486 | NS      | $60516.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMP                                                            | Portland General Electric Company                                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      7152 | NS      | $343224.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                                         | Post Holdings, Inc.                                                                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85691.26     | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                         | Post Holdings, Inc.                                                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    298000 | PA      | $282517.97    | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                         | Post Holdings, Inc., Convertible                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    408000 | PA      | $439008.00    | 0.05%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                         | Post Holdings, Inc.                                                                            | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134181.10    | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                       | Prairie Acquiror, LP                                                                           | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84193.26     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORPORATION                                                            | Precision Drilling Corporation                                                                 | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $123374.09    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                                      | PRET, LLC 2025-NPL6                                                                            | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-CBDO         | CORP              | US        |    739477 | PA      | $742345.21    | 0.08%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                                      | PRET, LLC 2025-NPL9                                                                            | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1102303.84   | 0.12%             | 2055-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                                      | PRET, LLC 2025-NPL4                                                                            | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |   1086760 | PA      | $1092063.93   | 0.12%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                                             | Prime Healthcare Services, Inc.                                                                | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $238350.14    | 0.03%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                                         | ADT Security Corporation                                                                       | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    187000 | PA      | $181123.89    | 0.02%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                                       | Procter & Gamble Company                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3147 | NS      | $450996.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORPORATION (THE)                                                             | Progressive Corporation                                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       839 | NS      | $191057.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGYNY INC                                                                               | Progyny, Inc.                                                                                  | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3252 | NS      | $83511.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                                                               | Prologis, LP                                                                                   | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156780.87    | 0.02%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                                                    | Prologis Targeted US Logistics Fund, LP                                                        | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    196000 | PA      | $201807.25    | 0.02%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                                                    | Prologis Targeted US Logistics Fund, LP                                                        | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130261.95    | 0.01%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                               | Protective Life Corporation                                                                    | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310976.67    | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCING TRUST I                                                               | Provident Financing Trust I                                                                    | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $129700.72    | 0.01%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: —       |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2024-6                                                                               | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    434332 | PA      | $434504.55    | 0.05%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                  | Prudential Financial, Inc.                                                                     | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148822.02    | 0.02%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                  | Prudential Financial, Inc.                                                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140701.86    | 0.02%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                  | Prudential Financial, Inc.                                                                     | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    198000 | PA      | $211570.92    | 0.02%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                  | Prudential Financial, Inc.                                                                     | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    340000 | PA      | $359356.04    | 0.04%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2024-7                                                                               | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $750445.05    | 0.08%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2025-RPL4                                                                            | CUSIP: 74448NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1375266.00   | 0.15%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2025-3                                                                               | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260021 | PA      | $1262403.25   | 0.14%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                            | Public Storage, 4.125%                                                                         | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     13025 | NS      | $213479.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                            | Public Storage, 4.625%                                                                         | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      5025 | NS      | $92962.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                            | Public Storage, 4.700%                                                                         | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      1275 | NS      | $23791.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                     | Qnity Electronics, Inc.                                                                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    229000 | PA      | $234140.13    | 0.03%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                                     | Qualcomm, Inc.                                                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      7829 | NS      | $1339150.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC.                                                                      | Quanta Services, Inc.                                                                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       336 | NS      | $141812.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                                 | QXO Building Products, Inc.                                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151440.71    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                                       | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $124597.66    | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                                       | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $116800.16    | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                     | Quikrete Holdings, Inc.                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    377000 | PA      | $392411.76    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                                            | Residential Accredit Loans, Inc. Trust 2007-QS1                                                | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    256307 | PA      | $205206.94    | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                                                          | RCO IX Mortgage, LLC 2025-4                                                                    | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    246300 | PA      | $246392.66    | 0.03%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                                   | RHP Hotel Properties, LP/RHP Finance Corporation                                               | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59751.34     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                                   | RHP Hotel Properties, LP/RHP Finance Corporation                                               | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $116824.82    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                                                  | RLI Corporation                                                                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1585 | NS      | $101408.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                      | RLJ Lodging Trust, LP                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102436.25    | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RFS ASSET SECURITIZATION LLC                                                              | RFS Asset Securitization V, LLC 2025-1                                                         | CUSIP: 74970DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1365673.50   | 0.15%             | 2032-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                    | Radiology Partners, Inc.                                                                       | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69990.71     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                         | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $234876.68    | 0.03%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                         | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $252342.95    | 0.03%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                                            | Residential Accredit Loans, Inc. Trust 2007-QS6                                                | CUSIP: 75116CAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    479158 | PA      | $409772.15    | 0.05%             | 2037-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                           | Rand Parent, LLC                                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $266714.37    | 0.03%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                            | Raven Acquisition Holdings, LLC                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $106125.12    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                                                          | RCO IX Mortgage, LLC 2025-2                                                                    | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925055 | PA      | $928016.08    | 0.10%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| REDDIT INC                                                                                | Reddit, Inc.                                                                                   | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       564 | NS      | $129646.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                                                                        | Regency Centers, LP                                                                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    206000 | PA      | $211788.66    | 0.02%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                                    | Regions Financial Corporation, 5.700%                                                          | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      3900 | NS      | $91611.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                                    | Regions Financial Corporation, 4.450%                                                          | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      7800 | NS      | $134550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                          | Reinsurance Group of America, Inc.                                                             | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    134000 | PA      | $142727.26    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                          | Reinsurance Group of America, Inc.                                                             | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111588.41    | 0.01%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST                                                        | Renaissance Home Equity Loan Trust 2006-2                                                      | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1429634 | PA      | $484943.00    | 0.05%             | 2036-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORPORATION                                                                      | Repligen Corporation                                                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       559 | NS      | $91597.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                     | Republic Services, Inc.                                                                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       556 | NS      | $117833.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                     | Republic Services, Inc.                                                                        | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38255.30     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                                            | Residential Accredit Loans, Inc. Trust 2005-QS10                                               | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    354850 | PA      | $316847.51    | 0.03%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                       | Resideo Funding, Inc.                                                                          | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92117.97     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC                                                               | Resorts World Las Vegas, LLC/RWLV Capital, Inc.                                                | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $87344.52     | 0.01%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                              | Rexford Industrial Realty, LP, Convertible                                                     | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97461.00     | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                              | Rexford Industrial Realty, LP, Convertible                                                     | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132561.10    | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I                                                             | Residential Funding Mortgage Security I Trust 2007-S7                                          | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    347335 | PA      | $282614.73    | 0.03%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                        | RGA Global Funding                                                                             | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135211.89    | 0.01%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                           | RingCentral, Inc.                                                                              | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |       138 | NS      | $3985.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                                                           | RingCentral, Inc.                                                                              | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    261000 | PA      | $276681.87    | 0.03%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROBINHOOD MARKETS INC                                                                     | Robinhood Markets, Inc.                                                                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      3494 | NS      | $395171.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP (PRE-REINCORPORATION)                                                         | ROBLOX Corporation                                                                             | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      1218 | NS      | $98694.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                        | Roche Holdings, Inc.                                                                           | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176921.33    | 0.02%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                        | Roche Holdings, Inc.                                                                           | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    203000 | PA      | $196698.54    | 0.02%             | 2054-03-08      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDINGS LLC                                                            | TGNR Intermediate Holdings, LLC                                                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136651.96    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                      | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93031.12     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                      | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $149094.52    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                      | Rocket Companies, Inc.                                                                         | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $51547.94     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                                       | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $60391.25     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                       | Rocket Software, Inc.                                                                          | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    148000 | PA      | $152611.22    | 0.02%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                              | Rockies Express Pipeline, LLC                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170626.21    | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                                                    | Rockford Tower CLO, Ltd. 2021-2A                                                               | CUSIP: 77341LAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1850000 | PA      | $1850075.85   | 0.20%             | 2034-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                                                    | Rockford Tower CLO, Ltd. 2021-3A                                                               | CUSIP: 77341NAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1502070.00   | 0.17%             | 2038-01-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                                   | Rockwell Automation, Inc.                                                                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       816 | NS      | $317481.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                 | Rogers Communications, Inc.                                                                    | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $114949.79    | 0.01%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                 | Rogers Communications, Inc.                                                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    204000 | PA      | $207867.10    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                 | Rogers Communications, Inc.                                                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78465.08     | 0.01%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                 | Rogers Communications, Inc.                                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $173743.67    | 0.02%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA INC.                                                    | Roller Bearing Company of America, Inc.                                                        | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80679.82     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                           | Ross Stores, Inc.                                                                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2264 | NS      | $407836.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                      | Royal Bank of Canada                                                                           | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207555.60    | 0.02%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                         | NatWest Group plc                                                                              | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    131000 | PA      | $133203.68    | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                        | Royalty Pharma plc                                                                             | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    189000 | PA      | $194232.94    | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                        | Royalty Pharma plc                                                                             | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $127642.29    | 0.01%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                        | Ryan Specialty, LLC                                                                            | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81741.43     | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                        | Ryan Specialty, LLC                                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60849.04     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                          | Ryder System, Inc.                                                                             | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    161000 | PA      | $158907.27    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                            | S&P Global, Inc.                                                                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       287 | NS      | $149983.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                                   | SBA Communications Corporation                                                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       745 | NS      | $144105.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                                                                   | SEI Investments Company                                                                        | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      3415 | NS      | $280098.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SESI LLC                                                                                  | SESI, LLC                                                                                      | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88599.67     | 0.01%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                                  | SLM Corporation                                                                                | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $30016.68     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                              | SM Energy Company                                                                              | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103103.17    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SM ENERGY CO                                                                              | SM Energy Company                                                                              | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81594.70     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                     | SS&C Technologies, Inc.                                                                        | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85076.76     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                     | SS&C Technologies, Inc.                                                                        | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53061.11     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                                                              | SNF Group SACA                                                                                 | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    231000 | PA      | $215863.22    | 0.02%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                                                          | S&S Holdings, LLC                                                                              | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $89115.09     | 0.01%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                                                | Sabra Health Care REIT, Inc.                                                                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      4391 | NS      | $83165.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                                                            | Sabre GLBL, Inc.                                                                               | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     95000 | PA      | $78761.65     | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                            | Salesforce, Inc.                                                                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       662 | NS      | $175370.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                                                   | Saluda Grade Alternative Mortgage Trust 2024-RTL6                                              | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2011739.60   | 0.22%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                               | San Diego Gas & Electric Company                                                               | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132183.56    | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JOHN B SANFILIPPO & SON INC                                                               | John B. Sanfilippo & Son, Inc.                                                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1413 | NS      | $99757.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                                                                 | Sanofi SA ADR                                                                                  | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     12288 | NS      | $595476.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                                | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141535.89    | 0.02%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTOS FINANCE LTD.                                                                       | Santos Finance, Ltd.                                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    116000 | PA      | $115355.56    | 0.01%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                                      | Saturn Oil & Gas, Inc.                                                                         | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $56196.67     | 0.01%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| SAUDI ARABIAN OIL CO                                                                      | Saudi Arabian Oil Company                                                                      | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    201000 | PA      | $196079.52    | 0.02%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                                              | Saxon Asset Securities Trust 2004-2                                                            | CUSIP: 805564QB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    567623 | PA      | $518974.26    | 0.06%             | 2035-08-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                                                | Schlumberger Holdings Corporation                                                              | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81365.35     | 0.01%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                                          | Charles Schwab Corporation                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     15543 | NS      | $1552901.13   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                                          | Charles Schwab Corporation, 4.450%                                                             | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      3900 | NS      | $73086.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                                          | Charles Schwab Corporation                                                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298166.75    | 0.03%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                                          | Charles Schwab Corporation                                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $147146.19    | 0.02%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                                          | Charles Schwab Corporation                                                                     | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307918.39    | 0.03%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                                        | Light & Wonder International, Inc.                                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90381.83     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                             | Scripps Escrow II, Inc.                                                                        | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $63489.58     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO LTD                                                                          | Sculptor CLO XXVIII, Ltd. 28A                                                                  | CUSIP: 81124LAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1700000 | PA      | $1699082.00   | 0.19%             | 2035-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                   | Seagate Data Storage Technology, Private Ltd.                                                  | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     83480 | PA      | $94773.28     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                   | Seagate Data Storage Technology, Private Ltd.                                                  | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     66000 | PA      | $67641.75     | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                                    | Sealed Air Corporation/Sealed Air Corporation (US)                                             | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $191123.06    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORPORATION                                                                       | Semtech Corporation, Convertible                                                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     67000 | PA      | $136278.00    | 0.01%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORPORATION                                                                       | Semtech Corporation, Convertible                                                               | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    266000 | PA      | $281827.00    | 0.03%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                    | Sempra                                                                                         | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    162000 | PA      | $166662.68    | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                    | Sempra                                                                                         | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    121000 | PA      | $123072.67    | 0.01%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                    | Sempra                                                                                         | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163447.47    | 0.02%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                    | Sempra                                                                                         | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    162000 | PA      | $165132.77    | 0.02%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                                   | Sensata Technologies BV                                                                        | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    116000 | PA      | $113180.39    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                  | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50788.39     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                  | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64754.84     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                    | Sequoia Mortgage Trust 2007-1                                                                  | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    372699 | PA      | $243419.24    | 0.03%             | 2046-09-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                    | Sequoia Mortgage Trust 2025-12                                                                 | CUSIP: 81749XAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $965998.10    | 0.11%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                                         | Service Corporation International/US                                                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112211.84    | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                            | ServiceNow, Inc.                                                                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4800 | NS      | $735312.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                                       | Shift4 Payments, Inc., Convertible                                                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $337311.00    | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS FINANCE SUB INC                                                           | Shift4 Payments, LLC/Shift4 Payments Finance Sub, Inc.                                         | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $207530.89    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                                                               | Shopify, Inc.                                                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      2531 | NS      | $407415.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FUNDING BV                                                                        | Siemens Funding BV                                                                             | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    198000 | PA      | $206993.75    | 0.02%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LLC                                                                       | Signal Peak CLO 1, Ltd. 2014-1A                                                                | CUSIP: 82666TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1100000 | PA      | $1100182.60   | 0.12%             | 2034-04-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC.                                                                 | Silicon Laboratories, Inc.                                                                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       708 | NS      | $92535.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYVIEW FINANCING SBC TRUST                                                               | Silver Hill Trust 2019-1                                                                       | CUSIP: 82773XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17191 | PA      | $17129.35     | 0.00%             | 2049-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                                         | Simmons Foods, Inc.                                                                            | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $137771.96    | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                   | Simon Property Group, LP                                                                       | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    134000 | PA      | $147045.44    | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                             | Sinclair Television Group, Inc.                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52221.50     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                       | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300730.54    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                       | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     99000 | PA      | $91172.43     | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                             | Sixth Street Lending Partners                                                                  | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    164000 | PA      | $168321.48    | 0.02%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                              | Six Flags Entertainment Corporation/Six Flags Theme Parks, Inc./Canada's Wonderland Company    | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60504.84     | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                 | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75742.67     | 0.01%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED CO                                                       | Smurfit Kappa Treasury, ULC                                                                    | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $210975.25    | 0.02%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                             | Smyrna Ready Mix Concrete, LLC                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    280000 | PA      | $299497.19    | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                  | Snap, Inc., Convertible                                                                        | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    163000 | PA      | $147726.90    | 0.02%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                  | Snap, Inc., Convertible                                                                        | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    488000 | PA      | $425536.00    | 0.05%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                  | Snap, Inc.                                                                                     | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94725.22     | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                       | Societe Generale SA                                                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    283000 | PA      | $288696.50    | 0.03%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                       | Societe Generale SA                                                                            | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $230500.06    | 0.03%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                       | Societe Generale SA                                                                            | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    103000 | PA      | $114483.57    | 0.01%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                                             | SoftBank Corporation                                                                           | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $250521.53    | 0.03%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                           | Solstice Advanced Materials, Inc.                                                              | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      5803 | NS      | $281909.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                           | Solstice Advanced Materials, Inc.                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91800.26     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                                                           | Sony Group Corporation ADR                                                                     | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     19650 | NS      | $503040.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                                | Sotera Health Holdings, LLC                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    124000 | PA      | $130053.86    | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                        | Southern California Edison Company                                                             | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    272000 | PA      | $281265.94    | 0.03%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                    | Southern Company, 4.950%                                                                       | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     13600 | NS      | $275264.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                    | Southern Company                                                                               | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148910.67    | 0.02%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                    | Southern Company                                                                               | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    342000 | PA      | $337157.52    | 0.04%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                    | Southern Company                                                                               | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179925.19    | 0.02%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                    | Southern Company, Convertible                                                                  | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    123000 | PA      | $131241.00    | 0.01%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                    | Southern Company                                                                               | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296310.76    | 0.03%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                    | Southern Company, Convertible                                                                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    282000 | PA      | $281436.00    | 0.03%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTH STATE BANK                                                                          | SouthState Bank Corporation                                                                    | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       741 | NS      | $69735.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                     | Southwest Airlines Company                                                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      3213 | NS      | $132793.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                     | Southwest Airlines Company                                                                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134675.00    | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                       | Spectrum Brands, Inc., Convertible                                                             | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    266000 | PA      | $251237.00    | 0.03%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                                 | Spire, Inc.                                                                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      1130 | NS      | $93451.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                    | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    353000 | PA      | $353409.44    | 0.04%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                                | Sprint Capital Corporation                                                                     | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    208000 | PA      | $251546.08    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | Block, Inc.                                                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        52 | NS      | $3384.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                                                 | Block, Inc., Convertible                                                                       | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64715.00     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    328000 | PA      | $341074.08    | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93869.62     | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94448.03     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                             | SRM Escrow Issuer, LLC                                                                         | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85392.87     | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                           | Standard Building Solutions, Inc.                                                              | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213501.22    | 0.02%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                           | Standard Building Solutions, Inc.                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89260.17     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                    | Standard Chartered plc                                                                         | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    206000 | PA      | $202752.53    | 0.02%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                    | Standard Chartered plc                                                                         | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205215.79    | 0.02%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                           | Standard Industries, Inc./NY                                                                   | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $117682.13    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                           | Standard Industries, Inc./NY                                                                   | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $108108.65    | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAR LEASING COMPANY LLC                                                                  | Star Leasing Company, LLC                                                                      | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     99000 | PA      | $92092.16     | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                               | Staples, Inc.                                                                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115324.96    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                           | Star Parent, Inc.                                                                              | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    129000 | PA      | $137669.85    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                               | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68571.30     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                               | Starwood Property Trust, Inc., Convertible                                                     | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    213000 | PA      | $220029.00    | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                               | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51087.11     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                               | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136988.99    | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                               | Starwood Property Trust, Inc.                                                                  | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45483.70     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                         | State Street Corporation                                                                       | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    137000 | PA      | $142935.80    | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                                                             | State Street Institutional U.S. Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  26594739 | NS      | $26594739.03  | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                                                                       | Station Casinos, LLC                                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     81000 | PA      | $76792.51     | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                        | Steel Dynamics, Inc.                                                                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1930 | NS      | $327038.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                                        | Steel Dynamics, Inc.                                                                           | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116584.46    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                                                     | Stellantis Financial Services US Corporation                                                   | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203081.66    | 0.02%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                                                    | Stena International SA                                                                         | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    198000 | PA      | $201842.39    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                                     | Stifel Financial Corporation                                                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       370 | NS      | $46331.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                                                 | Stonebriar ABF Issuer, LLC                                                                     | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $74102.40     | 0.01%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                                                          | Stonex Escrow Issuer, LLC                                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $175292.21    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN                                                  | Structured Adjustable Rate Mortgage Loan Trust 2005-15                                         | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155898 | PA      | $137316.69    | 0.02%             | 2035-07-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                                       | Stryker Corporation                                                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       959 | NS      | $337059.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORPORATION                                                                       | Stryker Corporation                                                                            | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    188000 | PA      | $193030.86    | 0.02%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS L.P.                                                            | Suburban Propane Partners, LP/Suburban Energy Finance Corporation                              | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $119101.39    | 0.01%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE CO                                                                | Sumitomo Life Insurance Company                                                                | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $271801.83    | 0.03%             | 2081-04-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                        | SunCoke Energy, Inc.                                                                           | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    136000 | PA      | $126278.76    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                                              | Sunnova Hestia II Issuer, LLC 2024-GRID1                                                       | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1128787 | PA      | $1121345.79   | 0.12%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                 | Sunoco, LP                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    156000 | PA      | $162701.14    | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                 | Sunoco, LP                                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181983.89    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                 | Sunoco, LP/Sunoco Finance Corporation                                                          | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $171417.58    | 0.02%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                               | Surgery Center Holdings, Inc.                                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83951.87     | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INCORPORATED                                                                    | Synaptics, Inc., Convertible                                                                   | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    282000 | PA      | $296946.00    | 0.03%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                                                              | Synopsys, Inc.                                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188477.96    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                                    | Synovus Financial Corporation, 8.397%                                                          | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      3500 | NS      | $90475.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                                                            | TD SYNNEX Corporation                                                                          | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      5566 | NS      | $836180.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS BANK                                                                              | Synovus Bank                                                                                   | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137893.14    | 0.02%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                       | Synchrony Financial                                                                            | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134276.41    | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD                                                                          | Symphony CLO XX, Ltd. 2018-20A                                                                 | CUSIP: 87166VBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1050000 | PA      | $1051387.05   | 0.12%             | 2032-01-16      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                         | Sysco Corporation                                                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      9568 | NS      | $705065.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                                                         | Sysco Corporation                                                                              | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    131000 | PA      | $138918.41    | 0.02%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                                       | Synergy Infrastructure Holdings, LLC                                                           | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $69460.43     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                                         | TJX Companies, Inc.                                                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       676 | NS      | $103840.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                                           | T-Mobile US, Inc.                                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       610 | NS      | $123854.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268020.96    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    137000 | PA      | $129753.55    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236851.63    | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111139.78    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    209000 | PA      | $207787.99    | 0.02%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                                      | TTM Technologies, Inc.                                                                         | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1452 | NS      | $100188.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                 | Taiwan Semiconductor Manufacturing Company, Ltd. ADR                                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4499 | NS      | $1367201.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                                         | Take-Two Interactive Software, Inc.                                                            | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    137000 | PA      | $142986.07    | 0.02%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                              | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    291000 | PA      | $297791.75    | 0.03%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                              | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201283.89    | 0.02%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                              | Takeda Pharmaceutical Company, Ltd.                                                            | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196132.81    | 0.02%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                   | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45896.13     | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                   | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46534.03     | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP                                | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $87046.89     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP                                | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $186041.34    | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP                                | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corporation                              | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $227994.44    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                                      | Talos Production, Inc.                                                                         | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56086.40     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC                                                         | Tanger, Inc.                                                                                   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      7809 | NS      | $260586.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                                              | Tapestry, Inc.                                                                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1051 | NS      | $134286.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                               | Targa Resources Partners, LP                                                                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $361194.83    | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                          | Taseko Mines, Ltd.                                                                             | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $129592.55    | 0.01%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                           | Taylor Morrison Communities, Inc.                                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68935.76     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                          | Teine Energy, Ltd.                                                                             | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | NUSS              | CA        |    174000 | PA      | $173967.69    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL SA                                                                 | Telecom Italia Capital SA                                                                      | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $46188.84     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TELEFLEX INCORPORATED                                                                     | Teleflex, Inc.                                                                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1590 | NS      | $194043.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC                                                            | Telephone and Data Systems, Inc., 6.000%                                                       | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      4250 | NS      | $80962.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                                                | TELUS Corporation                                                                              | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    242000 | PA      | $246947.21    | 0.03%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        81 | NS      | $16096.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    374000 | PA      | $366959.11    | 0.04%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135837.27    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                                               | Tenneco, Inc.                                                                                  | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    212000 | PA      | $212678.37    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERADYNE INC                                                                              | Teradyne, Inc.                                                                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       650 | NS      | $125814.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                                                              | Terawulf, Inc., Convertible                                                                    | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    117000 | PA      | $190979.10    | 0.02%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                              | Terawulf, Inc., Convertible                                                                    | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    215000 | PA      | $253592.50    | 0.03%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                              | Terawulf, Inc., Convertible                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    183000 | PA      | $158295.00    | 0.02%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                                             | TerraForm Power Operating, LLC                                                                 | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    246000 | PA      | $245774.20    | 0.03%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRENO REALTY CORP                                                                       | Terreno Realty Corporation                                                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1757 | NS      | $103153.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC (PRE-REINCORPORATION)                                                           | Tesla, Inc.                                                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4862 | NS      | $2186538.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                                     | Texas Instruments, Inc.                                                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1376 | NS      | $238722.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                                     | Texas Instruments, Inc.                                                                        | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128160.91    | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEXAS ROADHOUSE INC                                                                       | Texas Roadhouse, Inc.                                                                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       515 | NS      | $85490.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                    | Williams Companies, Inc.                                                                       | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    261000 | PA      | $266439.05    | 0.03%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                              | Thermo Fisher Scientific, Inc.                                                                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       423 | NS      | $245107.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrivent Mutual Funds                                                                     | Thrivent Core Short-Term Reserve Fund                                                          | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2291648 | NS      | $22916478.95  | 2.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                     | Thrivent Core Emerging Markets Debt Fund                                                       | CUSIP: 88588C306<br>LEI: N/A                  | Long             |  | RF                | US        |   7554527 | NS      | $66857561.46  | 7.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                                     | Thrivent Core International Equity Fund                                                        | CUSIP: 88588C405<br>LEI: N/A                  | Long             |  | RF                | US        |   1109681 | NS      | $13604690.90  | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                  | Cloud Software Group, Inc.                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    577000 | PA      | $584551.73    | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN COMPANY                                                                            | Timken Company                                                                                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      2423 | NS      | $203846.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOORAK MORTGAGE CORP                                                                      | Toorak Mortgage Trust 2024-1                                                                   | CUSIP: 89053DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1503362.25   | 0.17%             | 2031-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                                 | Toronto-Dominion Bank                                                                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    112000 | PA      | $113842.29    | 0.01%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                                 | Toronto-Dominion Bank                                                                          | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $168727.01    | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                  | TotalEnergies Capital SA                                                                       | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    408000 | PA      | $394502.77    | 0.04%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                  | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131515.28    | 0.01%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                          | Trane Technologies Financing, Ltd.                                                             | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    151000 | PA      | $154574.99    | 0.02%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                            | TransAlta Corporation                                                                          | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    124000 | PA      | $124856.84    | 0.01%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                         | TransCanada Trust                                                                              | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200244.80    | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76321.19     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    416000 | PA      | $437203.52    | 0.05%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    347000 | PA      | $361025.39    | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23866.66     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    129000 | PA      | $134377.26    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                            | Transocean International, Ltd.                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     81000 | PA      | $84637.55     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                            | Transocean International, Ltd.                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     61000 | PA      | $61479.09     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                                   | Travelers Companies, Inc.                                                                      | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78203.52     | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRI CONTINENTAL CORP                                                                      | Tri-Continental Corporation                                                                    | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             |  | RF                | US        |      3074 | NS      | $100396.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT MORTGAGE INSURANCE CORP                                                             | Triangle Re, Ltd. 2023-1                                                                       | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    694815 | PA      | $700138.46    | 0.08%             | 2033-11-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                               | Trimble, Inc.                                                                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      3741 | NS      | $293107.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH FINANCIAL INC                                                                     | Triumph Financial, Inc.                                                                        | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      1968 | NS      | $123255.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR INC (PRE-REINCORPORATION)                                                     | Tripadvisor, Inc.                                                                              | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       544 | NS      | $7920.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                                                                               | Truist Bank                                                                                    | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    134000 | PA      | $122748.32    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                     | Truist Financial Corporation                                                                   | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    132000 | PA      | $125406.48    | 0.01%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                     | Truist Financial Corporation                                                                   | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    282000 | PA      | $284269.04    | 0.03%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                     | Truist Financial Corporation                                                                   | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    201000 | PA      | $211435.90    | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                     | Truist Financial Corporation                                                                   | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    263000 | PA      | $271508.13    | 0.03%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                     | Truist Financial Corporation, 4.750%                                                           | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      7800 | NS      | $149760.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                     | Truist Financial Corporation                                                                   | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347370.25    | 0.04%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                                                  | Turning Point Brands, Inc.                                                                     | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1162 | NS      | $125960.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                                                                     | Twist Bioscience Corporation                                                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      2013 | NS      | $63852.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                                    | 200 Park Funding Trust                                                                         | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $155168.36    | 0.02%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                             | Coherent Corporation                                                                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127566.91    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS Group AG                                                                                   | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $210293.01    | 0.02%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS Group AG                                                                                   | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $196205.93    | 0.02%             | 2045-09-06      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS Group AG                                                                                   | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $203112.60    | 0.02%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UFP TECHNOLOGIES INC                                                                      | UFP Technologies, Inc.                                                                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       325 | NS      | $72159.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                                                           | UGI Corporation                                                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     12430 | NS      | $465254.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                                                           | UGI Corporation, Convertible                                                                   | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |    130000 | PA      | $184210.00    | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                   | UKG, Inc.                                                                                      | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135592.12    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                | U.S. Bancorp                                                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       377 | NS      | $20116.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                                                | U.S. Bancorp, 4.000%                                                                           | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     10000 | NS      | $163400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                     | Uber Technologies, Inc.                                                                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      3976 | NS      | $324878.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                     | Uber Technologies, Inc., Convertible                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    290000 | PA      | $376130.00    | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                     | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234931.97    | 0.03%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                     | Uber Technologies, Inc., Convertible                                                           | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    193000 | PA      | $187962.70    | 0.02%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                     | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    199000 | PA      | $197949.09    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS LLC                                                               | US Acute Care Solutions, LLC                                                                   | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $220623.85    | 0.02%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                                          | UL Solutions, Inc.                                                                             | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |       694 | NS      | $54728.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                                                           | Ulta Beauty, Inc.                                                                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       318 | NS      | $192393.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                              | Unilever plc ADR                                                                               | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     14485 | NS      | $947319.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| UNION PACIFIC CORPORATION                                                                 | Union Pacific Corporation                                                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       826 | NS      | $191070.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                 | Union Pacific Corporation                                                                      | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124596.34    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                       | United Airlines, Inc.                                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    304000 | PA      | $302681.43    | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | Mexico Government International Bond                                                           | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    234000 | PA      | $230724.00    | 0.03%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS INC                                                                        | United Rentals, Inc.                                                                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       174 | NS      | $140821.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                        | United Rentals North America, Inc.                                                             | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300507.27    | 0.03%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                        | United Rentals North America, Inc.                                                             | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133905.14    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                | U.S. Bancorp                                                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    214000 | PA      | $215773.56    | 0.02%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                | U.S. Bancorp                                                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74682.37     | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                | U.S. Bancorp                                                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    194000 | PA      | $204845.21    | 0.02%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Bills                                                                            | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $99942.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Bills                                                                            | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    400000 | PA      | $397565.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Bills                                                                            | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    200000 | PA      | $198378.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1294312.50   | 0.14%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Bonds                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1178015.63   | 0.13%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3544570.33   | 0.39%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10400000 | PA      | $10555187.55  | 1.16%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26600000 | PA      | $26724069.58  | 2.94%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Bonds                                                                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7266054.67   | 0.80%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1804007.81   | 0.20%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                                  | U.S. Treasury Notes                                                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3785304.68   | 0.42%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                  | RTX Corporation                                                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    575000 | PA      | $519777.97    | 0.06%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                                           | United Therapeutics Corporation                                                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       220 | NS      | $107195.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                                             | United Wholesale Mortgage, LLC                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137011.01    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1766 | NS      | $582974.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    408000 | PA      | $384967.67    | 0.04%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                                            | Uniti Group, LP/Uniti Group Finance 2019, Inc./CSL Capital, LLC                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $213678.16    | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL TECHNICAL INSTITUTE INC                                                         | Universal Technical Institute, Inc.                                                            | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      1975 | NS      | $51606.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                              | Univision Communications, Inc.                                                                 | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129678.25    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS INC                                                              | Univision Communications, Inc.                                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179910.94    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                              | Univision Communications, Inc.                                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49712.40     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                              | Univision Communications, Inc.                                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102373.64    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                                          | Unlock HEA Trust 2024-2                                                                        | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    584274 | PA      | $584993.26    | 0.06%             | 2039-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                                          | Unlock HEA Trust 2023-1                                                                        | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1322542 | PA      | $1324610.45   | 0.15%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                | Unum Group                                                                                     | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    203000 | PA      | $201475.93    | 0.02%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                                          | Unlock HEA Trust 2024-1                                                                        | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1223415 | PA      | $1222297.59   | 0.13%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                                  | USA Compression Partners, LP/USA Compression Finance Corporation                               | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $59001.35     | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                                  | USA Compression Partners, LP/USA Compression Finance Corporation                               | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $137630.64    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                                                     | VOLT C, LLC 2021-NPL9                                                                          | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1867276 | PA      | $1871617.79   | 0.21%             | 2051-05-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                                                     | VOLT XCVII, LLC 2021-NPL6                                                                      | CUSIP: 91835EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    846047 | PA      | $846255.40    | 0.09%             | 2051-04-25      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                                   | VZ Secured Financing BV                                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    203000 | PA      | $183705.49    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                          | Vail Resorts, Inc.                                                                             | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67073.16     | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                               | Valaris, Ltd.                                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     88000 | PA      | $91560.83     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VANGUARD SHORT-TERM CORPORATE BOND INDEX FD                                               | Vanguard Short-Term Corporate Bond ETF                                                         | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |      8602 | NS      | $685837.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| VAR ENERGI ASA                                                                            | Var Energi ASA                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $208182.40    | 0.02%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VEEVA SYSTEMS INC                                                                         | Veeva Systems, Inc.                                                                            | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       709 | NS      | $158270.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                                    | Velocity Commercial Capital Loan Trust 2023-4                                                  | CUSIP: 92259HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    759795 | PA      | $772953.35    | 0.08%             | 2053-11-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                                    | Velocity Commercial Capital Loan Trust 2024-3                                                  | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416980 | PA      | $427991.84    | 0.05%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                                                    | Velocity Commercial Capital Loan Trust 2024-1                                                  | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500137 | PA      | $505213.24    | 0.06%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                          | Ventas Realty, LP, Convertible                                                                 | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    171000 | PA      | $241452.00    | 0.03%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                        | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     97000 | PA      | $106210.49    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                        | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133151.20    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                        | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    201000 | PA      | $205882.36    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                        | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63137.35     | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                        | Venture Global Plaquemines LNG, LLC                                                            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63350.52     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                    | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    445000 | PA      | $450742.10    | 0.05%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                    | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298327.77    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                    | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204548.34    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                    | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    511000 | PA      | $403552.39    | 0.04%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                              | Veralto Corporation                                                                            | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1429 | NS      | $142585.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                                                              | VeriSign, Inc.                                                                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       572 | NS      | $138967.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      4653 | NS      | $189516.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    206000 | PA      | $209375.92    | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    186000 | PA      | $187991.89    | 0.02%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    232000 | PA      | $230030.50    | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90896.12     | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152977.53    | 0.02%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                      | Verisk Analytics, Inc.                                                                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       740 | NS      | $165530.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                                                      | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116011.64    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST                                                              | Veros Auto Receivables Trust 2025-1                                                            | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    622361 | PA      | $624489.85    | 0.07%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                                                       | Vertex Pharmaceuticals, Inc.                                                                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       774 | NS      | $350900.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                | Verus Securitization Trust 2021-8                                                              | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    932300 | PA      | $843665.84    | 0.09%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                | Verus Securitization Trust 2023-1                                                              | CUSIP: 92539BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    923692 | PA      | $920601.80    | 0.10%             | 2067-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                                | Viasat, Inc.                                                                                   | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102851.75    | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                       | Viavi Solutions, Inc.                                                                          | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     98000 | PA      | $93798.23     | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                       | Viavi Solutions, Inc., Convertible                                                             | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    105000 | PA      | $141435.00    | 0.02%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| VIAVI SOLUTIONS INC                                                                       | Viavi Solutions, Inc., Convertible                                                             | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    196000 | PA      | $280770.00    | 0.03%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                          | Paramount Global                                                                               | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    220000 | PA      | $204244.60    | 0.02%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI Properties, LP/VICI Note Company, Inc.                                                    | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486000 | PA      | $491454.69    | 0.05%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET & CO                                                                     | Victoria's Secret & Company                                                                    | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43627.17     | 0.00%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| VICTRA HOLDINGS LLC                                                                       | Victra Holdings, LLC/Victra Finance Corporation                                                | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $92840.70     | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                        | Viking Cruises, Ltd.                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    337000 | PA      | $342211.03    | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                                  | Virgin Media Finance plc                                                                       | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $132241.08    | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                          | Virgin Media Secured Finance plc                                                               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $113293.01    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC                                                | Virgin Media Vendor Financing Notes IV DAC                                                     | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    165000 | PA      | $161884.11    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                                       | Virginia Electric and Power Company                                                            | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    184000 | PA      | $172500.96    | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                  | Visa, Inc.                                                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      3951 | NS      | $1385655.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC.                                                               | Vishay Intertechnology, Inc., Convertible                                                      | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    481000 | PA      | $431697.50    | 0.05%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VIRTUS CONVERTIBLE & INCOME FUND                                                          | Virtus Convertible & Income Fund                                                               | CUSIP: 92838X805<br>LEI: 549300WT3ICVH2Z06O49 | Long             |  | RF                | US        |      5408 | NS      | $81931.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                                                | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     81000 | PA      | $81596.24     | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                               | Vistra Energy Corporation                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      2660 | NS      | $429137.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                               | Vistra Corporation                                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120966.78    | 0.01%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                               | Vistra Corporation                                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131252.81    | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRTUS DIVIDEND INTEREST & PREMIUM STRATEGY FUND                                          | Virtus Dividend, Interest & Premium Strategy Fund                                              | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |     19867 | NS      | $256085.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                             | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85195.56     | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                             | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    278000 | PA      | $277107.84    | 0.03%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                                                | VistaJet Malta Finance plc/Vista Management Holding, Inc.                                      | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    101000 | PA      | $104462.38    | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VIRTUS EQUITY & CONVERTIBLE INCOME FUND                                                   | Virtus Equity & Convertible Income Fund                                                        | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |      4526 | NS      | $112787.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE LLC                                                                                | VMware, LLC                                                                                    | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375879.95    | 0.04%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                                | VMware, LLC                                                                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    192000 | PA      | $170602.48    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                        | Vodafone Group plc                                                                             | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $434318.08    | 0.05%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                        | Vodafone Group plc                                                                             | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    176000 | PA      | $138129.29    | 0.02%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                | VMED O2 UK Financing I plc                                                                     | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    124000 | PA      | $129220.40    | 0.01%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                                                     | VOLT XCIX, LLC 2021-NPL8                                                                       | CUSIP: 92872VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61338 | PA      | $61293.47     | 0.01%             | 2051-04-25      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                                                     | VOLT XCIV, LLC 2021-NPL3                                                                       | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549169 | PA      | $549315.59    | 0.06%             | 2051-02-27      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                                                     | VOLT CVI, LLC 2021-NP12                                                                        | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424217 | PA      | $425197.03    | 0.05%             | 2051-12-26      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                             | VoltaGrid, LLC                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66379.96     | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                              | Vontier Corporation                                                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      2617 | NS      | $97300.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                                                    | Vontive Mortgage Trust 2025-RTL1                                                               | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1375000 | PA      | $1396962.46   | 0.15%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND                                  | Voya Global Equity Dividend & Premium Opportunity Fund                                         | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |     41728 | NS      | $238684.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES                                                   | WaMu Mortgage Pass-Through Certificates 2003-AR4                                               | CUSIP: 929227L95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102018 | PA      | $102488.35    | 0.01%             | 2033-05-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                      | WEC Energy Group, Inc., Convertible                                                            | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    151000 | PA      | $170554.50    | 0.02%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                      | WEC Energy Group, Inc., Convertible                                                            | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    163000 | PA      | $190139.50    | 0.02%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                      | WEC Energy Group, Inc., Convertible                                                            | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114469.00    | 0.01%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                      | WEC Energy Group, Inc.                                                                         | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145913.24    | 0.02%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                                                    | WR Grace Holdings, LLC                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133685.60    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                               | Walmart, Inc.                                                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      6185 | NS      | $689070.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                                                 | Warner Brothers Discovery, Inc.                                                                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     18852 | NS      | $543314.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                                                                   | Warner Music Group Corporation                                                                 | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17203 | NS      | $527616.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS                                              | Washington Mutual Mortgage Pass-Through Certificates 2005-1                                    | CUSIP: 9393362K8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    283522 | PA      | $249148.15    | 0.03%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                     | Waste Connections, Inc.                                                                        | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $65145.14     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                                      | Waste Management, Inc.                                                                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       406 | NS      | $89202.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                                                                         | Waste Pro USA, Inc.                                                                            | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84403.88     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                                                       | Watco Companies, LLC/Watco Finance Corporation                                                 | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $95304.94     | 0.01%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                               | Wayfair, LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66794.88     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                                               | Wayfair, LLC                                                                                   | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92527.20     | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAYSTAR HOLDING CORP                                                                      | Waystar Holding Corporation                                                                    | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1953 | NS      | $63960.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     24337 | NS      | $2268208.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company, Convertible, 7.500%                                                     | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       743 | NS      | $900516.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169471.14    | 0.02%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| ALLSPRING INCOME OPPORTUNITIES FUND                                                       | Allspring Income Opportunities Fund                                                            | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             |  | RF                | US        |     39038 | NS      | $264677.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company, 4.700%                                                                  | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7800 | NS      | $150930.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company, 4.750%                                                                  | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     11800 | NS      | $229982.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    309000 | PA      | $306969.09    | 0.03%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    308000 | PA      | $310035.27    | 0.03%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144057.36    | 0.02%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    214000 | PA      | $216396.21    | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96760.19     | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    187000 | PA      | $196053.31    | 0.02%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    132000 | PA      | $146116.61    | 0.02%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    552000 | PA      | $575940.34    | 0.06%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company, 4.375%                                                                  | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     12850 | NS      | $232842.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company, 4.250%                                                                  | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      6500 | NS      | $115505.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    277000 | PA      | $295450.42    | 0.03%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                          | Welltower OP, LLC, Convertible                                                                 | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $332945.00    | 0.04%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                          | Welltower OP, LLC, Convertible                                                                 | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    207000 | PA      | $312570.00    | 0.03%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESBANCO INC                                                                              | WesBanco, Inc.                                                                                 | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1216 | NS      | $40419.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                    | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    124000 | PA      | $128050.93    | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                    | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90842.30     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                                                                   | WESCO International, Inc.                                                                      | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       206 | NS      | $50395.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES INC                                                          | West Pharmaceutical Services, Inc.                                                             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        94 | NS      | $25863.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANK                                                                     | Western Alliance Bank                                                                          | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125274.22    | 0.01%             | 2035-11-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| WESTERN ASSET HIGH YIELD PORTFOLIO                                                        | Western Asset High Income Opportunity Fund, Inc.                                               | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             |  | RF                | US        |     67749 | NS      | $251348.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASSET DIVERSIFIED INCOME FUND                                                     | Western Asset Diversified Income Fund                                                          | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             |  | RF                | US        |      6692 | NS      | $92416.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                               | Western Digital Corporation                                                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       858 | NS      | $147807.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                               | Western Digital Corporation, Convertible                                                       | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    178000 | PA      | $815916.40    | 0.09%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERATING LP                                                            | Western Midstream Operating, LP                                                                | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171927.58    | 0.02%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                      | Westpac Banking Corporation                                                                    | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    196000 | PA      | $192852.34    | 0.02%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                     | Whirlpool Corporation                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76606.78     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                    | Williams Companies, Inc.                                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      3131 | NS      | $188204.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                    | Williams Companies, Inc.                                                                       | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    131000 | PA      | $119592.73    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                    | Williams Companies, Inc.                                                                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100878.17    | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                                  | Willis North America, Inc.                                                                     | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135757.17    | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM FINANCE CORP                                         | Windstream Services, LLC/Windstream Escrow Finance Corporation                                 | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $141718.89    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                                        | Windstream Services, LLC                                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115837.19    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WINGSTOP INC                                                                              | Wingstop, Inc.                                                                                 | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       286 | NS      | $68208.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                                                  | Winnebago Industries, Inc., Convertible                                                        | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    315000 | PA      | $295312.50    | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                                                            | Wintrust Financial Corporation                                                                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       739 | NS      | $103326.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                                                          | WULF Compute, LLC                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92722.36     | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                                 | Wyeth, LLC                                                                                     | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    326000 | PA      | $365875.32    | 0.04%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                              | Wyndham Hotels & Resorts, Inc.                                                                 | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      4717 | NS      | $356416.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                  | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                     | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289000 | PA      | $312723.42    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS LTD                                                                          | Wynn Resorts, Ltd.                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1585 | NS      | $190723.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                                                            | Wynn Macau, Ltd.                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202573.86    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                                                        | Wynnton Funding Trust II                                                                       | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150915.80    | 0.02%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                    | XHR, LP                                                                                        | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80847.26     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                    | XHR, LP                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52636.34     | 0.01%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                                                   | RXO, Inc.                                                                                      | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97096.65     | 0.01%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                           | Xcel Energy, Inc.                                                                              | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    213000 | PA      | $211833.22    | 0.02%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                           | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    143000 | PA      | $148086.07    | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                                         | Xerox Corporation                                                                              | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70799.40     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| YUM! BRANDS INC.                                                                          | Yum! Brands, Inc.                                                                              | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    287000 | PA      | $287228.17    | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                              | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    152000 | PA      | $153174.81    | 0.02%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                              | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101781.66    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                                                           | Zayo Issuer, LLC 2025-3A                                                                       | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1670943.82   | 0.18%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                                            | Zebra Technologies Corporation                                                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       707 | NS      | $171673.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                        | Zegona Finance plc                                                                             | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    129000 | PA      | $136827.98    | 0.02%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                                  | Ziggo BV                                                                                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    131000 | PA      | $123825.30    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                                | Zimmer Biomet Holdings, Inc.                                                                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      7145 | NS      | $642478.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                                                 | Zions Bancorp NA                                                                               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      3153 | NS      | $184576.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                                                 | Zions Bancorp NA                                                                               | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249999.65    | 0.03%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                | Zoetis, Inc.                                                                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1406 | NS      | $176902.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                                                | Zoetis, Inc.                                                                                   | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40351.46     | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                                         | Ivanhoe Mines, Ltd.                                                                            | CUSIP: 46579R955<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     11660 | NS      | $132609.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BADGER INFRASTRUCTURE SOLUTIONS LTD                                                       | Badger Infrastructure Solutions, Ltd.                                                          | CUSIP: 056533953<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      1738 | NS      | $92601.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                                                  | Universal Music Group NV                                                                       | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     10774 | NS      | $280876.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                              | Allegion plc                                                                                   | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        32 | NS      | $5095.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                                                                 | Amcor plc                                                                                      | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     14154 | NS      | $118044.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                                    | Arch Capital Group, Ltd.                                                                       | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      3114 | NS      | $298694.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                                                                | Axalta Coating Systems, Ltd.                                                                   | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     10127 | NS      | $327203.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                                                 | Aptiv plc                                                                                      | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      6834 | NS      | $519999.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                                                  | Fabrinet                                                                                       | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       268 | NS      | $122015.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                                                                  | ICON plc                                                                                       | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      1629 | NS      | $296836.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIVIOR PLC                                                                              | Indivior plc                                                                                   | CUSIP: G4766E116<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |       485 | NS      | $17401.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                                                               | Invesco, Ltd.                                                                                  | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       794 | NS      | $20858.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                                        | Johnson Controls International plc                                                             | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |         2 | NS      | $239.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                                                 | Linde plc                                                                                      | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      1116 | NS      | $475851.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                             | Medtronic plc                                                                                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      7026 | NS      | $674917.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                        | Royalty Pharma plc                                                                             | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |      1449 | NS      | $55989.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA HONG KONG CO LTD                                                               | SharkNinja, Inc.                                                                               | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1300 | NS      | $145470.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                                                | STERIS plc                                                                                     | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2183 | NS      | $553434.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                                                       | TE Connectivity plc                                                                            | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       863 | NS      | $196341.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                                                            | TechnipFMC plc                                                                                 | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      1977 | NS      | $88095.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                                    | Trane Technologies plc                                                                         | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       192 | NS      | $74726.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING HOLDINGS LTD                                                                       | Viking Holdings, Ltd.                                                                          | CUSIP: G93A5A101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2701 | NS      | $192878.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                                 | Chubb, Ltd.                                                                                    | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2334 | NS      | $728488.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                                                                | Garmin, Ltd.                                                                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1169 | NS      | $237131.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                                                     | Spotify Technology SA                                                                          | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       529 | NS      | $307195.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                                     | Telenet Finance Luxembourg Notes SARL                                                          | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198853.66    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JFROG LTD                                                                                 | JFrog, Ltd.                                                                                    | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      1754 | NS      | $109554.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDAYCOM LTD                                                                             | Monday.com, Ltd.                                                                               | CUSIP: M7S64H106<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       738 | NS      | $108899.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL NV                                                                         | CNH Industrial NV                                                                              | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     47074 | NS      | $434022.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                                     | NXP Semiconductors NV                                                                          | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       343 | NS      | $74451.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVANATO GROUP SPA                                                                       | Stevanato Group SPA                                                                            | CUSIP: T9224W109<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |      3730 | NS      | $75047.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                                                                          | DHT Holdings, Inc.                                                                             | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      1926 | NS      | $23516.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                                                                  | Flex, Ltd.                                                                                     | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |       498 | NS      | $30089.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co.                                                                      | CDX HY 45, 5 Year, at 5.00%, Quarterly                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  11735000 | OU      | $-37183.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer